Research

Publications

1. Wayne Gao, Ming Li (2025): “Identification of Semiparametric Panel Multinomial Choice Models with Infinite-Dimensional Fixed Effects,” Review of Economics and Statistics, Accepted. [Paper]
2. Donald W. K. Andrews, Ming Li (2025): “Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model,” Quantitative Economics, 16(3): 823–858. [Paper]
3. Wayne Gao, Ming Li, Sheng Xu (2023): “Logical Differencing in Dyadic Network Formation Models with Nontransferable Utilities,” Journal of Econometrics, 235: 302–324. [Paper]
   → Award: Arnold Zellner Award, Journal of Econometrics, 2025.

Working Papers

1. Donald W. K. Andrews, Ming Li, Yapeng Zheng (2025): “Initial-Condition-Robust Inference in Autoregressive Models.”
2. Ming Li, Zhuowen Shen, Donghai Zhang (2025): “Estimating Macroeconomic Equations Using Survey Data.”
3. Ming Li, Zhentao Shi, Yapeng Zheng (2025): “Bagging the Network.” [Paper]
4. Ming Li (2025): “Identification and Estimation in a Time-Varying Endogenous Random Coefficient Panel Data Model,” Revise and Resubmit, Journal of Econometrics. [Paper]