CBS Faculty
Dr Guangjie Li (Jack)
Room C06
Aberconway Building
Cardiff Business School
Cardiff University
Cardiff CF10 3EU
United Kingdom
Fax: +44 (0)29 2087 4419
Tel: +44(0)29208 74833
Email: LiGJ@cf.ac.uk
Research Interest
Bayesian Econometrics, Theoretical Econometrics, Computational Economics
Research Papers
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“A Correction Function Approach to Solve the Incidental Parameter Problem”, with Roberto Leon Gonzalez, June 2008
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“Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect”, March 2008
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“The Horizon Effect of Stock Return Predictability and Model Uncertainty on Portfolio Choice: UK Evidence”, Revised April 2008
Teaching
10/2008-12/2008 Selected Topics for Bayesian Econometrics