Publications
- Donald W. K. Andrews, Ming Li (2025): “Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model,” Quantitative Economics, 16(3): 823–858. [Paper]
- Wayne Gao, Ming Li, Sheng Xu (2023): “Logical Differencing in Dyadic Network Formation Models with Nontransferable Utilities,” Journal of Econometrics, 235: 302–324. [Paper]
Working Papers
- Ming Li, Zhuowen Shen, Donghai Zhang (2025): “Estimating Macroeconomic Equations Using Survey Data,” Working Paper.
- Ming Li, Zhentao Shi, Yapeng Zheng (2025): “Bagging the Network,” Submitted. [Paper]
- Ming Li (2025): “Identification and Estimation in a Time-Varying Endogenous Random Coefficient Panel Data Model,” Revise & Resubmit at the Journal of Econometrics. [Paper]
- Wayne Gao, Ming Li (2025): “Identification of Semiparametric Panel Multinomial Choice Models with Infinite-Dimensional Fixed Effects,” Revise & Resubmit at the Review of Economics and Statistics (Resubmitted). [Paper]
