![Guangjie Li](https://profiles-cardiff.imgix.net/attachments/1332?w=200&h=200&auto=format&crop=faces&fit=crop&q=90")
Dr Guangjie Li
Lecturer in Economics
- LiGJ@caerdydd.ac.uk
- +44 29208 74833
- Adeilad Aberconwy, Ystafell Room C06, Rhodfa Colum, Cathays, Caerdydd, CF10 3EU
Trosolwyg
Guangjie (Jack) LI is a Lecturer in Economics. His research interests are Bayesian econometrics, panel data econometrics, financial development and economic growth. Computational economics is another area of his research, which he produces with programming languages in C++, R and Matlab. He has published in Journal of International Financial Markets,
Institutions and Money, Empirical Economics, Econometrics and Applied Financial Economics.
Cyhoeddiad
2023
- Luintel, K., Li, G. and Khan, M. 2023. Finance and growth: The unpleasant burden of evidence. Project Report. Cardiff Business School.
2016
- Luintel, K. B., Khan, M., Leon-Gonzalez, R. and Li, G. 2016. Financial development, structure and growth: new data, method and results. Journal of International Financial Markets, Institutions and Money 43, pp. 95-112. (10.1016/j.intfin.2016.04.002)
2015
- Li, G. 2015. A stochastic frontier model with structural breaks in efficiency and technology. Empirical Economics 49(1), pp. 131-159. (10.1007/s00181-014-0852-4)
- Li, G. 2015. Consistency in estimation and model selection of dynamic panel data models with fixed effects. Econometrics 3(3), pp. 494-524. (10.3390/econometrics3030494)
2011
- Li, G. 2011. The horizon effect of stock return predictability and model uncertainty on portfolio choice: UK evidence. Applied Financial Economics 21(11), pp. 771-787. (10.1080/09603107.2010.537630)
2009
- Li, G. 2009. The horizon effect of stock return predictability and model uncertainty on portfolio choice: UK evidence. Working paper. Cardiff: Cardiff University.
- Li, G. and Leon-Gonzalez, R. 2009. A correction function approach to solve the incidental parameter problem. Working paper. Cardiff: Cardiff University. Available at: http://business.cardiff.ac.uk/sites/default/files/E2009_6.pdf
- Li, G. 2009. Consistent estimation, model selection and averaging of dynamic panel data models with fixed effect. Working paper. Cardiff: Cardiff University. Available at: http://business.cardiff.ac.uk/cymraeg/research/working-papers/consistent-estimation-model-selection-and-averaging-dynamic-panel-data-models-fixed-effect
Articles
- Luintel, K. B., Khan, M., Leon-Gonzalez, R. and Li, G. 2016. Financial development, structure and growth: new data, method and results. Journal of International Financial Markets, Institutions and Money 43, pp. 95-112. (10.1016/j.intfin.2016.04.002)
- Li, G. 2015. A stochastic frontier model with structural breaks in efficiency and technology. Empirical Economics 49(1), pp. 131-159. (10.1007/s00181-014-0852-4)
- Li, G. 2015. Consistency in estimation and model selection of dynamic panel data models with fixed effects. Econometrics 3(3), pp. 494-524. (10.3390/econometrics3030494)
- Li, G. 2011. The horizon effect of stock return predictability and model uncertainty on portfolio choice: UK evidence. Applied Financial Economics 21(11), pp. 771-787. (10.1080/09603107.2010.537630)
Monographs
- Luintel, K., Li, G. and Khan, M. 2023. Finance and growth: The unpleasant burden of evidence. Project Report. Cardiff Business School.
- Li, G. 2009. The horizon effect of stock return predictability and model uncertainty on portfolio choice: UK evidence. Working paper. Cardiff: Cardiff University.
- Li, G. and Leon-Gonzalez, R. 2009. A correction function approach to solve the incidental parameter problem. Working paper. Cardiff: Cardiff University. Available at: http://business.cardiff.ac.uk/sites/default/files/E2009_6.pdf
- Li, G. 2009. Consistent estimation, model selection and averaging of dynamic panel data models with fixed effect. Working paper. Cardiff: Cardiff University. Available at: http://business.cardiff.ac.uk/cymraeg/research/working-papers/consistent-estimation-model-selection-and-averaging-dynamic-panel-data-models-fixed-effect
- Li, G. 2015. A stochastic frontier model with structural breaks in efficiency and technology. Empirical Economics 49(1), pp. 131-159. (10.1007/s00181-014-0852-4)
- Li, G. 2011. The horizon effect of stock return predictability and model uncertainty on portfolio choice: UK evidence. Applied Financial Economics 21(11), pp. 771-787. (10.1080/09603107.2010.537630)
Ymchwil
PhD supervision research interests
- Bayesian Econometrics
- Computational Economics
- Incidental parameter problem
- Panel data
Addysgu
BSc final year: Econometrics
MSc: Mathematics for Economics
MSc and MRes: Econometrics
MSc and PhD: Bayesian Econometrics
Bywgraffiad
2012,2014 Visiting Lecturer, National Graduate Institute for Policy Studies, Tokyo
2009 PhD, University of Leicester, UK