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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
Hong Li
Ph.D., Princeton University
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Contact Information:
Email: hli at brandeis.edu |
Research Papers:
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Estimation and Testing of Euler Equation Models with Time-varying Reduced-form Coefficients, Journal of Econometrics 142 (2008), 425-448 |
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Valid Inference in Partially Unstable Generalized Method of Moments Models", with Ulrich Mueller, forthcoming, Review of Economic Studies |
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Inference in Rational Expectations Models, Economics Letters, 2007, 95, 203-210. |
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"Inflation Determination under a Taylor Rule: Consequence of Endogenous Capital Accumulation" [pdf] |
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"Weak Instruments Estimation and Inference in the Presence of Parameter Instability", with Zhijie Xiao [pdf] |
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"Measuring the Impact of Asset Price Booms Using Quantile Regressions", with Steve Cecchetti [pdf]. |
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Testing Alternative Models of Price Adjustment [pdf] |
Teaching:
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Econ 184b: Econometrics (undergraduate) |
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Econ 185a: Mathematical approach to econometrics (undergraduate) |
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Econ 312a: Time series econometrics (graduate) |
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Econ 215a: Econometric theory (graduate) |
Last updated 07/2008