Jing Li
Professor of Economics
CV
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Jing Li
Professor of Economics CV |
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| Basic R | Slides | R Book 1 | R Book 2 | R Course | Sta Review | Notation | Table G1 | Video1 | Video2 | L1: Simple Regression | Slides | Codes | House Data | TA | HW 1 | Old Exam 1 | Key | Video1 | Video2 |
| L2: Multiple Regression | Slides | Codes | Height Data | TA | Video1 | Video2 | MiniCodes | Proof | |
| L3: Function Form | Slides | Codes | HW 2 | TA | Old Exam 2 | Key | Math | Calculus | Video1 |
| L4: Dummy Variable | Slides | Codes | Wage Data | TA | NBA | NBA Data | ANOVA | Video1 | Video2 |
| L5: DID | Slides | Codes | Gun | Nuclear | HongKong | Trade | Synthetic Control | ||
| L6: Heteroskedasticity | Slides | Codes | Smoke Data | Math | HW 3 | Old Exam 3 | Key | WLS | Video |
| L7: Time Series | Slides | Codes | EZ Data | PE Paper | UKgas | Codes | EMH | Codes | |
| L8: Panel Data | Slides | Codes | Fatality Data | CRSE | |||||
| Project | Instruction | School Data | Codes | ||||||
| Optional Reading | 1.96 | OSTT | LAD | TIE | Geometry | Matrix | CatchMe | Tree | Plot |
| Optional Reading | 315 | RD | PanelDID | ESR | ML | Bayes | IV&2SLS | GLS | Stock |
| Optional Reading | Log | IV | Panel Data | Bootstrap | Logistic | SL | Shiny | Latex | Text |
| Lecture 0: R Loop | Notes | Codes | Video | R Course | R Book | Fun |
| Lecture 1: Monte Carlo Simulation | Notes | Codes | ||||
| Lecture 2: Numerical Method | Notes | Codes | Video | |||
| Lecture 3: Quadratic Programming | Notes | Codes | Video | Practice Exam | ||
| Lecture 4: Markowitz Portfolio Theory | Notes | Codes | Video | Video | ||
| Lecture 5: CAPM | Notes | Codes | Paper1 | Paper2 | Video | |
| Lecture 6: Factor Model | Notes | |||||
| Lecture 7: ARMA and Smoothing | Notes | Codes | Practice Exam | |||
| Project: Efficient Market Hypothesis | Instruction | Article |
Links
| ChatGPT | myMiami | Advising | Pictures | Honors Thesis | Zoom | VirtualPC | OtherClass |
Data and Codes
"System-Equation ADL Test For Threshold Cointegration With An Application Using The Term Structure Of Interest Rates", Oxford Bulletin of Economics and Statistics, 2016 Codes and Data (A Zip File)
"ADL tests for Threshold Cointegration", Journal of Time Series Analysis, 2010 Matlab Code
