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Details about Jia Li

Homepage:https://sites.google.com/view/jiali/work
Workplace:Singapore Management University, (more information at EDIRC)
Department of Economics, Duke University, (more information at EDIRC)

Access statistics for papers by Jia Li.

Last updated 2025-07-15. Update your information in the RePEc Author Service.

Short-id: pli1690

Jump to Journal Articles

Working Papers

2022

  1. Permutation-based tests for discontinuities in event studies
    Papers, arXiv.org Downloads
  2. Weak Identification of Long Memory with Implications for Inference
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (1)

2021

  1. Uniform nonparametric inference in time series via Stata
    Economics Virtual Symposium 2021, Stata Users Group Downloads

2016

  1. Volume, Volatility and Public News Announcements
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (3)

2013

  1. Asymptotic Inference about Predictive Accuracy Using High Frequency Data
    Working Papers, Duke University, Department of Economics Downloads View citations (1)

Journal Articles

2024

  1. Optimal Inference for Spot Regressions
    American Economic Review, 2024, 114, (3), 678-708 Downloads

2013

  1. Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local‐to‐Continuity Theory for the Pre‐Averaging Method
    Econometrica, 2013, 81, (4), 1673-1693 Downloads View citations (15)
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