李红军 - 清华大学 - 社会科学学院

个人简介

工作经历 2021年9月--至今副教授,社会科学学院经济学研究所，清华大学 2014年4月--2021年9月副教授，国际经济管理学院，首都经济贸易大学教育背景博士，经济学，德州农工大学，2014年硕士，经济学，北京大学学士，工程学，清华大学

研究领域

计量经济学、实证产业组织 -- 非参数方法、机器学习、高维数据分析

近期论文

查看导师新发文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

A Modified Bootstrap for Kernel-based Specification Test with Heavy-tailed Data ( with T. Huang, and Z. Li), 2020, Economics Letters, Volume 189, 108986. Cross-Validated Mixed Data type Bandwidth Selection for Nonparametric Cumulative Distribution and Survivor Functions (with C. Li and J. Racine),2017, Econometric Reviews, Volume 36, pp. 970-987. Determining the Number of Factors when the Number of Factors Increases with Sample Size (with Q. Li and Y. Shi), 2017, Journal of Econometrics, Volume 197, Issue 1, pp. 76–86. Model Averaging with High-dimensional Dependent Data (with S. Zhao and J. Zhou), 2016, Economics Letters, Volume 148, pp. 68-71. Consistent model specification tests based on k-nearest-neighbor estimation method (with Q. Li and R. Liu), 2016, Journal of Econometrics, Volume 194, Issue 1, pp. 187-202. Estimation of panel data partly specified Tobit regression with fixed effects (with C. Ai, Z. Lin and M. Meng), 2015, Journal of Econometrics, Volume 188, Issue 2, pp. 313-568. Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach (with Z. Lin and C. Hsiao), 2015, Empirical Economics, Volume 48, Issue 1, pp 427-438. 工作论文 The misalignments in Chinese real effective exchange rate from 1994-2021: a counterfactual analysis, Under Revision (with Y. Gao and Q. Li). Estimation and Inference of Panel Data Models with Constrained Interactive Effects (with K. Li and S. Wang). Subsampling-Based Random Projection Regression (with K. Chiong and M. Shum). MRC Estimation of Single Index Model with Varying Coefficient (with, J. Li and W. Zhang). A Machine Learning Approach to the Estimation and Inference of Heterogeneous Linear Regression Models (with M. Iwasawa). The Effect of Vertical Specialization on Exchange Rate Pass-through.