李海奇｜湖南大学｜学者主页

2026

政策驱动、数据红利与区域创新效率——来自国家级大数据综合试验区试点的经验证据

李海奇，刘怡航，洪永淼

《统计研究》

2026

“多言多行”还是“寡言少行”:经济政策不确定性对企业数字化转型的影响研究

李海奇，刘怡航

《计量经济学报》

2026

大数据与时变环境下的原油期货收益率预测研究

李海奇，张妮，陈麒同

《财经理论与实践》，Vol. 47, No. 3

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2026

Gender bonus: Female Labor Force Participation and corporate debt financing

P. Zeng, Haiqi Li, Yi-Hang Liu

Finance Research Letters

DOI

2026

Time-Varying Model Averaging for FAVAR Models with Smooth Structural Changes

Qitong Chen, Yongmiao Hong, Haiqi Li, Xia Wang

Journal of Business and Economic Statistics

DOI

2025

A new self-normalized forecast comparison test

Haiqi Li, Ni Zhang, Jin Zhou

Economics Letters，Vol. 256

DOI

2025

Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure

Siqi Dai, Yongmiao Hong, Haiqi Li, Chaowen Zheng

Journal Of Econometrics，Vol. 2510

DOI

2025

TIME-VARYING COMPLETE SUBSET AVERAGING IN A DATA-RICH ENVIRONMENT

Haiqi Li, Jing Zhang, Xingyi Chen, Yongmiao Hong

Econometric Theory

DOI

2025

Shrinkage estimation of censored quantile regression for panel data models with grouped latent heterogeneity

Xingyi Chen, Xingyi Chen, Haiqi Li, Haiqi Li, Zhijie Xiao

Econometric Reviews

DOI

2024

Estimating and testing for smooth structural changes in moment condition models

Haiqi Li, Jin Zhou, Yongmiao Hong

Journal Of Econometrics，Vol. 2460, No. 12

DOI

2024

Time-varying forecast combination for factor-augmented regressions with smooth structural changes

Qitong Chen, Yongmiao Hong, Haiqi Li

Journal Of Econometrics，Vol. 2400, No. 1

DOI

2024

金融科技发展对我国共同富裕的影响——基于畅通国内大循环的视角

张晶，王子健，李海奇

《计量经济学报》

2024

股市互联与尾部风险溢出效应研究

钟婉玲，李海奇

《计量经济学报》

2024

Functional-coefficient quantile cointegrating regression with stationary covariates

Haiqi Li, Jing Zhang, Chaowen Zheng

Statistics & Probability Letters

DOI

2023

Complete subset averaging approach for high-dimensional generalized linear models

Xingyi Chen, Haiqi Li, Jing Zhang

Economics Letters，Vol. 226

DOI

2023

Testing the parametric form of the conditional variance in regressions based on distance covariance

Yue Hu, Haiqi Li, Falong Tan

Computational Statistics & Data Analysis

DOI

2022

Shrinkage estimation of panel data models with interactive effects

Haiqi Li, Xingyi Chen, Jufang Liang

Economics Letters，Vol. 210

DOI

2022

金融科技对我国产业结构优化与产业升级的影响

李海奇，张晶

《统计研究》，Vol. 39, No. 10

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2022

国际油价、宏观经济变量与中国股市的尾部风险溢出效应研究

钟婉玲，李海奇

《中国管理科学》

DOI

2021

A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence

Jin Zhou, Haiqi Li, Wanling Zhong

Economics Letters，Vol. 207

DOI

2021

Analysis of blockchain digital currency and market risk based on VAR

Yi Jing, Haiqi Li, Shuheng Ren, Yuan Wang, Chu-Min Huang, Leqin Xu

2021 International Conference on Computer, Blockchain and Financial Development (CBFD)

DOI

2020

A new measure for market efficiency and its application

Jinjin Jiang, Haiqi Li

Finance Research Letters，Vol. 34

DOI

2018

Time-Varying Investor Herding in Chinese Stock Markets

Haiqi Li, Ying Liu, Sung Y. Park

International Review Of Finance，Vol. 180, No. 40

DOI

2018

Generalized empirical likelihood specification test robust to local misspecification

Haiqi Li, Rui Fan, Sung Y. Park

Economics Letters，Vol. 171

DOI

2018

Unit root quantile autoregression testing with smooth structural changes

Haiqi Li, Chaowen Zheng

Finance Research Letters，Vol. 25

DOI

2018

Admissibility of simultaneous prediction for actual and average values in finite population

Chao Bai, Haiqi Li

Journal of Inequalities and Applications

DOI

2018

Simultaneous prediction in the generalized linear model

Chao Bai, Haiqi Li

Open Mathematics

DOI

2017

Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non-causality Test

Haiqi Li, Yu Guo, Sung Y. Park

International Review Of Finance，Vol. 170, No. 40

DOI

2017

Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries

Wei Ma, Haiqi Li, Sung Y. Park

International Review Of Economics & Finance，Vol. 49

DOI

2017

基于时变系数模型的中国股市投机动态行为研究

李海奇，刘敬，黄彩云

《金融理论与实践》

2016

Estimation and test for quantile nonlinear cointegrating regression

Haiqi Li, Chaowen Zheng, Yu Guo

Economics Letters，Vol. 148

DOI

2016

Estimation and Hedging Effectiveness of Time-Varying Hedge Ratio: Nonparametric Approaches

Rui Fan, Haiqi Li, Sung Y. Park

Journal Of Futures Markets，Vol. 360, No. 100

DOI

2016

Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach

Haiqi Li, Myeong Jun Kim, Sung Y. Park

International Review Of Financial Analysis，Vol. 44

DOI

2016

Time-varying saving-investment relationship and the Feldstein-Horioka puzzle

Wei Ma, Haiqi Li

Economic Modelling，Vol. 53

DOI

2016

Generalized cross-spectral test for nonlinear Granger causality with applications to money-output and price-volume relations

Haiqi Li, Wanling Zhong, Sung Y. Park

Economic Modelling，Vol. 52

DOI

2016

Testing for a unit root in a nonlinear quantile autoregression framework

Haiqi Li, Sung Yong Park

Econometric Reviews

DOI

2015

The role of financial speculation in the energy future markets: A new time-varying coefficient approach

Haiqi Li, Hyung-Gun Kim, Sung Y. Park

Economic Modelling，Vol. 51

DOI

2015

Real interest rate parity in Asian countries: evidence from the quantile unit root test

Yunjie Fu, Haiqi Li, Wei Ma

Applied Economics Letters

DOI

2013

基于广义交叉谱密度方法的线性和非线性格兰杰因果关系检验

李海奇，洪永淼，毛尚熠

《数量经济技术经济研究》，Vol. 30, No. 5

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2013

空间面板误差模型中随机效应的C（α）检验

张进峰，李海奇

《商业经济与管理》，No. 8

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2011

Quantile elasticity of international tourism demand for South Korea using the quantile autoregressive distributed lag model

Haiqi Li, Sung Yong Park, Joo Hwan Seo

Tourism Economics，Vol. 170, No. 50

DOI

2011

一个新的稳健ARCH检验和YJ—GARCH模型

李海奇

《统计研究》，Vol. 28, No. 7

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2007

基于小波方法的中国股票市场波动多尺度研究

李海奇

《湘潭大学》

2006

中国股票市场波动长记忆建模研究

李海奇，屠新曙，段琳琳

《统计与决策》，No. 8

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精选作品

期刊论文

政策驱动、数据红利与区域创新效率——来自国家级大数据综合试验区试点的经验证据

“多言多行”还是“寡言少行”:经济政策不确定性对企业数字化转型的影响研究

大数据与时变环境下的原油期货收益率预测研究

Gender bonus: Female Labor Force Participation and corporate debt financing

Time-Varying Model Averaging for FAVAR Models with Smooth Structural Changes

A new self-normalized forecast comparison test

Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure

TIME-VARYING COMPLETE SUBSET AVERAGING IN A DATA-RICH ENVIRONMENT

Shrinkage estimation of censored quantile regression for panel data models with grouped latent heterogeneity

Estimating and testing for smooth structural changes in moment condition models

Time-varying forecast combination for factor-augmented regressions with smooth structural changes

金融科技发展对我国共同富裕的影响——基于畅通国内大循环的视角

股市互联与尾部风险溢出效应研究

Functional-coefficient quantile cointegrating regression with stationary covariates

Complete subset averaging approach for high-dimensional generalized linear models

Testing the parametric form of the conditional variance in regressions based on distance covariance

Shrinkage estimation of panel data models with interactive effects

金融科技对我国产业结构优化与产业升级的影响

国际油价、宏观经济变量与中国股市的尾部风险溢出效应研究

A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence

Analysis of blockchain digital currency and market risk based on VAR

A new measure for market efficiency and its application

Time-Varying Investor Herding in Chinese Stock Markets

Generalized empirical likelihood specification test robust to local misspecification

Unit root quantile autoregression testing with smooth structural changes

Admissibility of simultaneous prediction for actual and average values in finite population

Simultaneous prediction in the generalized linear model

Asymmetric Relationship between Investors' Sentiment and Stock Returns: Evidence from a Quantile Non-causality Test

Empirical conditional quantile test for purchasing power parity: Evidence from East Asian countries

基于时变系数模型的中国股市投机动态行为研究

Estimation and test for quantile nonlinear cointegrating regression

Estimation and Hedging Effectiveness of Time-Varying Hedge Ratio: Nonparametric Approaches

Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach

Time-varying saving-investment relationship and the Feldstein-Horioka puzzle

Generalized cross-spectral test for nonlinear Granger causality with applications to money-output and price-volume relations

Testing for a unit root in a nonlinear quantile autoregression framework

The role of financial speculation in the energy future markets: A new time-varying coefficient approach

Real interest rate parity in Asian countries: evidence from the quantile unit root test

基于广义交叉谱密度方法的线性和非线性格兰杰因果关系检验

空间面板误差模型中随机效应的C（α）检验

Quantile elasticity of international tourism demand for South Korea using the quantile autoregressive distributed lag model

一个新的稳健ARCH检验和YJ—GARCH模型

基于小波方法的中国股票市场波动多尺度研究

中国股票市场波动长记忆建模研究

预印本

Forecasting Tail Risk with Expectile Regression

Adaptive Shrinkage Estimation of High Dimensional Moment Condition Model with Smooth Structural Changes

研究方向