Researcher
Office of Financial Research (US Treasury)
phillip.li@ofr.treasury.gov
Joint work with Andrew C. Chang and
Shawn M. Martin.
Forthcoming in Journal of Applied Econometrics
Download: FEDS working paper.
Forthcoming in Computational Statistics
Download: PDF.
Joint work with Andrew C. Chang.
Forthcoming in Critical Finance Review
Download: FEDS working paper.
Joint work with Andrew C. Chang.
American Economic Review, 107(5),
pp. 60-64, 2017.
Download: Link.
Joint work Min Qi, Xiaofei Zhang, and Xinlei Zhao.
Journal of Credit Risk, Vol 12,
Issue 4, pp. 17-47, 2016.
Download: Link.
Open Journal of Statistics, Vol.4 No.10, pp. 851-856, 2014.
Download: Link.
Advances in Econometrics: Missing data methods , 2011
Download: PDF.
Computational Statistics & Data Analysis, 55, pp. 1099-1108, 2011.
Download: Link.
Joint work with Andrew C. Chang.
Under review.
Download: FEDS working paper.
Joint work with David Brownstone.
Under review.
Download: PDF.
| Problem Set 1 | Solutions |
| Problem Set 2 | Solutions |
| Problem Set 3 | Solutions |
| Problem Set 4 | Solutions |
| Problem Set 5 | Solutions |
| Problem Set 6 | Solutions |