Research Interest:
Econometrics theory, Spatial econometrics model, Regional and urban economics, Social network and peer effects
Publications:
1. Estimating the spatial econometric model of complex FDI: a study on the influencing factors of the third-party country (with Liangjun Su), The Journal of Quantitative and Technical Economics (Chinese), Issue 2 (2009), 88-101.
2. Xi Qu* and Lung-fei Lee,LM tests for spatial correlation in spatial models with limited dependent variables, Regional Science and Urban Economics, 42 (May 2012), 430-445.
3. Xi Qu and Rober de Jong*, Sums of exponentials of random walks with drift, Econometric Theory, 28 (August 2012), 915-924.
4. Xi Qu* and Lung-fei Lee, Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model, Regional Science and Urban Economics, 43 (March 2013), 307-321.
5. Xi Qu* and Lung-fei Lee, Estimating a spatial autoregressive model with an endogenous spatial weight matrix, Journal of Econometrics, 184 (2015), 209-232.(Web of Science High Citation Paper in 2016 and 2017)
6. Xi Qu*, Xiaoliang Wang, and Lung-fei Lee, Instrumental variable estimation of a spatial dynamic panel data model with endogenous spatial weight matrices when T is small, Econometrics Journal, 19 (2016), 261-290.
7. Liangjun Su* and Xi Qu, Specification test for spatial autoregressive models, Journal of Business & Economic Statistics, 35:4 (2017), 572-584.
8. Xi Qu*, Lung-fei Lee, and Jihai Yu, QML Estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices, Journal of Econometrics, 197 (2017), 173-201.
9. Chao Yang, Lung-fei Lee, and Xi Qu*, Tobit Models with Social Interactions: Complete vs Incomplete Information, Regional Science and Urban Economics, 73 (2018), 30-50.
10. Juncong Guo* and Xi Qu, Spatial interactive effects on housing prices in Shanghai and Beijing, forthcoming in Regional Science and Urban Economics. (with my Phd student Juncong Guo)
Working Papers:
1. A nonparametric test of continuous-time models based on kernel estimation of transition distribution (with Xu Zheng).
2. How transaction taxes affect housing prices–evidence from Shanghai (with my Phd students Juncong Guo and Chuanmin Zhao).
3. Keeping up with peers in India: A new social interactions model of perceived needs (with Arthur Lewbel, Samuel Norris, and Krishna Pendakur).
4. Estimating a SAR model with spatial weights constructed by endogenous bilateral variables (with Lung-fei Lee), under revision for Journal of Econometrics.
5. Sieve estimation of a SAR model with an endogenous spatial weight matrix (with Hanghui Zhang and Lung-fei Lee).
6. Local tax incentives and behavior of foreign enterprises: evidence from a large developing country (with Jing Xing and Wei Cui).
7. Dynamic regional expenditure competition in China: based on a SAR model with time varying spatial coefficients (with my Phd student Juncong Guo)
8. Impact of the InnoCom Program on Corporate Innovation Performance in China: Evidence from Shanghai (with my Phd student Chuanmin Zhao and my colleague Shougui Luo), revised and resubmitted to Technological Forecasting and Social Change.
9. Local Government Debt and Regional Competition in China (with Zhiwei Xu and Jun Zhu).
Econometrics theory, Spatial econometrics model, Regional and urban economics, Social network and peer effects
Publications:
1. Estimating the spatial econometric model of complex FDI: a study on the influencing factors of the third-party country (with Liangjun Su), The Journal of Quantitative and Technical Economics (Chinese), Issue 2 (2009), 88-101.
2. Xi Qu* and Lung-fei Lee,LM tests for spatial correlation in spatial models with limited dependent variables, Regional Science and Urban Economics, 42 (May 2012), 430-445.
3. Xi Qu and Rober de Jong*, Sums of exponentials of random walks with drift, Econometric Theory, 28 (August 2012), 915-924.
4. Xi Qu* and Lung-fei Lee, Locally most powerful tests for spatial interactions in the simultaneous SAR Tobit model, Regional Science and Urban Economics, 43 (March 2013), 307-321.
5. Xi Qu* and Lung-fei Lee, Estimating a spatial autoregressive model with an endogenous spatial weight matrix, Journal of Econometrics, 184 (2015), 209-232.(Web of Science High Citation Paper in 2016 and 2017)
6. Xi Qu*, Xiaoliang Wang, and Lung-fei Lee, Instrumental variable estimation of a spatial dynamic panel data model with endogenous spatial weight matrices when T is small, Econometrics Journal, 19 (2016), 261-290.
7. Liangjun Su* and Xi Qu, Specification test for spatial autoregressive models, Journal of Business & Economic Statistics, 35:4 (2017), 572-584.
8. Xi Qu*, Lung-fei Lee, and Jihai Yu, QML Estimation of spatial dynamic panel data models with endogenous time varying spatial weights matrices, Journal of Econometrics, 197 (2017), 173-201.
9. Chao Yang, Lung-fei Lee, and Xi Qu*, Tobit Models with Social Interactions: Complete vs Incomplete Information, Regional Science and Urban Economics, 73 (2018), 30-50.
10. Juncong Guo* and Xi Qu, Spatial interactive effects on housing prices in Shanghai and Beijing, forthcoming in Regional Science and Urban Economics. (with my Phd student Juncong Guo)
Working Papers:
1. A nonparametric test of continuous-time models based on kernel estimation of transition distribution (with Xu Zheng).
2. How transaction taxes affect housing prices–evidence from Shanghai (with my Phd students Juncong Guo and Chuanmin Zhao).
3. Keeping up with peers in India: A new social interactions model of perceived needs (with Arthur Lewbel, Samuel Norris, and Krishna Pendakur).
4. Estimating a SAR model with spatial weights constructed by endogenous bilateral variables (with Lung-fei Lee), under revision for Journal of Econometrics.
5. Sieve estimation of a SAR model with an endogenous spatial weight matrix (with Hanghui Zhang and Lung-fei Lee).
6. Local tax incentives and behavior of foreign enterprises: evidence from a large developing country (with Jing Xing and Wei Cui).
7. Dynamic regional expenditure competition in China: based on a SAR model with time varying spatial coefficients (with my Phd student Juncong Guo)
8. Impact of the InnoCom Program on Corporate Innovation Performance in China: Evidence from Shanghai (with my Phd student Chuanmin Zhao and my colleague Shougui Luo), revised and resubmitted to Technological Forecasting and Social Change.
9. Local Government Debt and Regional Competition in China (with Zhiwei Xu and Jun Zhu).