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Details about Hongjun Li

Homepage:https://sites.google.com/site/wienerlee
Workplace:Institute of Economics, Tsinghua University, (more information at EDIRC)

Access statistics for papers by Hongjun Li.

Last updated 2026-04-23. Update your information in the RePEc Author Service.

Short-id: pli793


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Journal Articles

2016

  1. Consistent model specification tests based on k-nearest-neighbor estimation method
    Journal of Econometrics, 2016, 194, (1), 187-202 Downloads View citations (5)
  2. Model averaging with high-dimensional dependent data
    Economics Letters, 2016, 148, (C), 68-71 Downloads View citations (6)

2015

  1. Estimation of panel data partly specified Tobit regression with fixed effects
    Journal of Econometrics, 2015, 188, (2), 316-326 Downloads View citations (3)
  2. Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach
    Empirical Economics, 2015, 48, (1), 427-438 Downloads View citations (12)
 
Page updated 2026-04-24