姓名：李红军

职称：清华大学副教授、博导

地址：清华大学社科学院经济学所，100084

邮箱: hongjunli@mail.tsinghua.edu.cn

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

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

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

发表论文

7. A Modified Bootstrap for Kernel-based Specification Test with Heavy-tailed Data ( with T. Huang, and Z. Li), 2020, Economics Letters, Volume 189, 108986.

6. 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.

5. 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.

4. Model Averaging with High-dimensional Dependent Data (with S. Zhao and J. Zhou), 2016, Economics Letters, Volume 148, pp. 68-71.

3. 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.

2. 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.

1. 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

1. The misalignments in Chinese real effective exchange rate from 1994-2021: a counterfactual analysis, Under Revision (with Y. Gao and Q. Li).

2. Estimation and Inference of Panel Data Models with Constrained Interactive Effects (with K. Li and S. Wang).

3. Subsampling-Based Random Projection Regression (with K. Chiong and M. Shum).

4. MRC Estimation of Single Index Model with Varying Coefficient (with, J. Li and W. Zhang).

5. A Machine Learning Approach to the Estimation and Inference of Heterogeneous Linear Regression Models (with M. Iwasawa).

6. The Effect of Vertical Specialization on Exchange Rate Pass-through.

在研工作

1．Optimal Portfolio Selection with Random Projection

2．Nonasymptotic Inference of Hypothesis Testing (with M. Shum)

3．Nonparametric Estimation of I(1) Process with Drift Term

4．Identification and Estimation of Panel Data Model with Latent Groups and Potential Structural Changes (with J. Qian and L. Su)

5．Grouped Factor Model and Its Application to Exchange Rate Analysis (with Q. Wang and Y. Shi)

6．Estimation and Inference of Panel Data Models with Constrained Interactive Effects (with G. Cui and K. Li)

7．Dimension Matters

8．Conditional High Dimensional Portfolio Construction (with Z. Cai)

9．Controlling Interactive Fixed Effect of Panel Data Models Using Diversified Projections (with Q. Li, L. Wang and Q. Wang)

10．Market Competition in the Presence of Influential Users

学术讲座

清华大学、上海交通大学、香港科技大学、中国人民大学、上海财经大学、厦门大学、华中科技大学、暨南大学等。

科研项目

国家自然科学基金青年项目(#71601130)，交互固定效应面板数据模型：理论与应用，已结项。

教授课程

清华大学

1. 本科生：

   -- 产业经济学：2022 Spring

2. 研究生：

   -- 机器学习：2022 Fall

首都经济贸易大学

   -- 高级计量经济学：2016，2017，2020

   -- 计量经济学前沿：2016，2017，2018

   -- 经济数学基础：2014，2015

   -- 统计推断：2015，2016

社会服务

清华大学数字经济硕士项目联合主管

清华大学计算社会科学平台副主任

Journal of Digital Economy副主编

外审专家

国家自然科学基金和如下学术期刊：Econometric Theory, Journal of the American Statistical Association, Journal of Applied Econometrics, Journal of Business and Economic Statistics, Journal of Econometrics, Computational Statistics & Data Analysis, Economics Letters, Economic Modeling, Statistical Papers, etc.