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lij14

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  • TW 10:00-11:30
  • And By Appointment

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* Accessible version of PDF available upon request.

Jing Li

Associate Professor

Economics

Profile Biography Courses

Academic Background

  • Ph.D., Economics, University of Alabama, December 2006
  • M.A., Finance, Xiamen University, July, 2002
  • B.A., Finance, Chongqing Technology and Business University, July 1999

Academic & Professional Experience

  • Miami University, Assistant Professor of Economics, Fall 2011 - Present
  • South Dakota State University, Assistant Professor of Economics, Spring 2008 - Spring 2011
  • Auburn University, Visiting Assistant Professor of Economics, Fall 2006 - Fall 2007

Recent Publications

  • Jing Li, "Effects of Filtering Data on Testing Asymmetry in Threshold Autoregressive Models", Studies in Nonlinear Dynamics & Econometrics, Forthcoming
  • Jing Li, "System-Equation ADL Test For Threshold Cointegration With An Application Using The Term Structure Of Interest Rates", Oxford Bulletin of Economics and Statistics, Forthcoming
  • Jing Li and Walter Enders, “Trend-Cycle Decomposition Allowing for Multiple Smooth Structural Changes in the Trend of US Real GDP”, Journal of Macroeconomics, 4 (2015), 71-81
  • Jing Li and Junsoo Lee, “Improved Autoregressive Forecasting Under Non-Normality Using Residual Augmented Least Squares”, Journal of Statistical Computation and Simulation, 85 (2015), 2936-2952
  • Benjamin Taylor and Jing Li, “Do Fewer Guns Lead to Less Crime? Evidence from Australia”, International Review of Law and Economics, 42 (2015), 72-78
  • Jing Li and Norman C. Miller, “Foreign Exchange Market Inefficiency and Exchange Rate Anomalies”, Journal of International Financial Markets, Institutions & Money, 34 (2015), 311-320
  • Junsoo Lee, Jing Li and Mark C. Strazicich, "Performance of Threshold Cointegration Tests", Journal of Statistical Computation and Simulation, 83 (2013), 791-807
  • Scott W. Fausti, Matthew A. Diersen, Bashir A. Qasmi, Jing Li and Brent Lange, "The Effect of Animal Gender on Producer Marketing Behavior", Applied Economics Letters, 20 (2013), 180-185
  • Jing Li, ``Bootstrap Prediction Intervals for SETAR Models", International Journal of Forecasting, 27 (2011), 320-332
  • Jing Li and Junsoo Lee, "ADL tests for Threshold Cointegration", Journal of Time Series Analysis, 31 (2010), 241-254
  • Jing Li and Henry Thompson, "A Note of the Oil Price Trend and {GARCH} Shocks", Energy Journal, 31 (2010), 185-191