Hong Li

Assistant Professor in Economics

Ph.D., Princeton University

 

 

Contact Information:


Department of Economics,
Mail-stop 021,
Brandeis University,
415 South Street,
Waltham, MA 02454-9110


Tel: 781-736-5007
Fax: 781-736-2269

Email: hli at brandeis.edu

 

Research Papers:

bullet

Estimation and Testing of Euler Equation Models with Time-varying Reduced-form Coefficients, Journal of Econometrics 142 (2008), 425-448

bullet

Valid Inference in Partially Unstable Generalized Method of Moments Models", with Ulrich Mueller, forthcoming, Review of Economic Studies 

bullet

Inference in Rational Expectations Models, Economics Letters, 2007, 95, 203-210.

bullet

"Inflation Determination under a Taylor Rule: Consequence of Endogenous Capital Accumulation" [pdf]

bullet

"Weak Instruments Estimation and Inference in the Presence of Parameter Instability", with Zhijie Xiao [pdf]

bullet

"Measuring the Impact of Asset Price Booms Using Quantile Regressions", with Steve Cecchetti [pdf].

bullet

Testing Alternative Models of Price Adjustment  [pdf]

Teaching:

bullet Econ 184b: Econometrics (undergraduate)
bullet Econ 185a: Mathematical approach to econometrics (undergraduate)
bullet Econ 312a: Time series econometrics (graduate)
bullet Econ 215a: Econometric theory (graduate)

 

    Last updated 07/2008