Hongjun LI
Tsinghua University
Associate Professor
Tel: 010-62794810
Address: Room 214, Mingzhai Building, Tsinghua University (100084)
Email: hongjunli@tsinghua.edu.cn
Research Interests
Machine Learning Methods, Econometrics, Artificial Intelligence Economics Associate Professor, Doctoral Supervisor, and Deputy Director of Tsinghua University
Education Background
PhD, Economics, Texas A&M University, 2014
Master's, Economics, Peking University
Bachelor's, Engineering, Tsinghua University
Work Experience
September 2021 – Present: Associate Professor, Institute of Economics, School of Social Sciences, Tsinghua University
April 2014 – September 2021: Associate Professor, School of International Economics and Management, Capital University of Economics and Business
Published papers
Approximation to Smooth Functions by Low-rank Swish Networks (with Z. Li, J. Wang, and K. Tang), 2025, accepted, International Conference on Machine Learning (ICML).
Digital technologies (with Q. Li, Z. Xu, and X. Ye), 2024, Journal of Digital Economy, Volume 3, pp. 240-248.
Assessing the impacts of pandemic and the increase in minimum down payment rate on Shanghai housing prices (with Z. Li and C. Hsiao), 2023, Empirical Economics, Volume 64, pp. 2661-2682.
The Misalignments in Chinese Real Effective Exchange Rate from 1994 to 2020: A Counterfactual Analysis (with Y. Gao and Q. Li), 2022, China Economic Review, Volume 75, 101828.
A Modified Bootstrap for Kernel-based Specification Test with Heavy-tailed Data (with T. Huang, and Z. Li), 2020, Economics Letters, Volume 189, 108986.
Cross-Validated Mixed Data type Bandwidth Selection for Nonparametric Cumulative Distribution and Survivor Functions (with C. Li and J. Racine),2017, Econometric Reviews, Volume 36, pp. 970-987.
Determining the Number of Factors when the Number of Factors Increases with Sample Size (with Q. Li and Y. Shi), 2017, Journal of Econometrics, Volume 197, Issue 1, pp. 76–86.
Model Averaging with High-dimensional Dependent Data (with S. Zhao and J. Zhou), 2016, Economics Letters, Volume 148, pp. 68-71.
Consistent model specification tests based on k-nearest-neighbor estimation method (with Q. Li and R. Liu), 2016, Journal of Econometrics, Volume 194, Issue 1, pp. 187-202.
Estimation of panel data partly specified Tobit regression with fixed effects (with C. Ai, Z. Lin and M. Meng), 2015, Journal of Econometrics, Volume 188, Issue 2, pp. 313-568.
Testing purchasing power parity hypothesis: a semiparametric varying coefficient approach (with Z. Lin and C. Hsiao), 2015, Empirical Economics, Volume 48, Issue 1, pp 427-438.
Working paper
1. Disrupted and Rebuilt: The Untold Impact of Economic Network Restructuring on China’s Post-Lockdown Recovery (with K. Rong et al.) Revised & Resubmitted
2.Dynamic Sharing of Computing Resources: Price Formation and Policy Analysis (Co-authors: Yong Wang, Fangning Fu) Under revision
3. Controlling Interactive Fixed Effect of Panel Data Models Using Diversified Projections (with Q. Li, K. Li and Q. Wang) Submitted
4. The Profitability of Digital Technologies (with X. Ye) Submitted
5. Optimizing the Pre-merger Notification Rule with Regulatory Data: Empirical Analysis Based on China (with Q. Xiong, F. Deng, and D. Xie) Submitted
6. Subsampling-Based Random Projection Regression (with K. Chiong and M. Shum)
7. MRC Estimation of Single Index Model with Varying Coefficient (with J. Li and W. Zhang)
8. Estimation and Inference of Panel Data Models with Constrained Interactive Effects (with K. Li and S. Wang)
9. The Effect of Vertical Specialization on Exchange Rate Pass-through
Research Projects
1. National Natural Science Foundation of China (NSFC) Youth Project, Interactive Fixed Effects Panel Data Model: Theory and Application, Principal Investigator, Completed.
2. NSFC Special Project, Theoretical and Experimental Research on Economic Individual Decision-Making Patterns from a Behavioral Science Perspective, Sub-project Leader, Ongoing.
3. National Social Science Foundation of China (NSFC) Major Project, Research on the Value Basis and Realization Forms of Data Elements Participating in Distribution, Sub-project Leader, Ongoing.
4. NSFC Major Project, Research on the Practice and Experience of Promoting High-Quality Development of the Digital Economy Since the 18th National Congress of the Communist Party of China, Sub-project Leader, Completed.
5. Tsinghua University Gentleman Culture Research Center, How Gentleman Culture Promotes Enterprise Innovation, Principal Investigator, Ongoing.
6. Tsinghua University Institute for National Governance and Global Governance, Research on Computing Power Network Security Supervision, Project Participant, Completed.
7. Tsinghua University Independent Research Project, Research on the Evolution Path, Development Logic, and Future Trends of Data Value Circulation Patterns, Project Participant, Ongoing.
8. Beijing Zhongjiao Xinglu Information Technology Co., Ltd., Research on Data Governance and Commercial Application of China's Highway Freight Logistics, Project Participant, Project Completed.
Honors and Awards
2020 Beijing Outstanding Instructor
2022 Tsinghua University Chalkboard Writing Competition, Second Prize
2024 Tsinghua University Young Faculty Teaching Skills Competition, First Prize
Social Service
Co-Director of Tsinghua University Digital Economy Master's Program
Director of China Information Economics Society
Member of the Digital Economy Innovation Professional Committee of China Information Economics Society
Deputy Director of Tsinghua University Computational Social Science Platform
Associate Editor of Journal of Digital Economy
External audit expert
The National Natural Science Foundation of China and the following academic journals:
Econometric Theory, Journal of the American Statistical Association, Journal of Applied Econometrics, Journal of Business and Economic Statistics, Journal of Econometrics, Computational Statistics & Data Analysis, Economics Letters, International Studies of Economics, Economic Modeling, Statistical Papers, etc.