Hanqing Li Hanqing Li 李汉青

Preprints

  1. Li, H., Lu, X., & Chen, Y. (2026). Bayesian model averaging under predictor redundancy via density-ratio posterior compression. arXiv preprint arXiv:2606.21080.

  2. Li, H., & Lu, X. (2026). Bernstein-von Mises theorem for sparse generalized linear models. arXiv preprint arXiv:2605.27137.

Journal papers

  1. Chen, Y., & Li, H. (2026). Variance component estimation under a general area-level model. The Survey Statistician, 93, 52-61.

  2. Zeng, K., Luo, L., & Li, H. (2025). Does policy finance promote domestic industrial gradient relocation? Evidence from China. Quantitative Finance and Economics, 9(4), 810-831.

  3. Fan, Y., Liu, X., Luo, T., Rao, Y., & Li, H. (2024). Testing serial correlation in a general d-factor model with possible infinite variance. Journal of Applied Statistics, 51(9), 1709-1728.

  4. Li, H., Liu, X., Chen, Y., & Fan, Y. (2022). Testing for serial correlation in autoregressive exogenous models with possible GARCH errors. Entropy, 24(8), 1076.

Prépublications

  1. Li, H., Lu, X., & Chen, Y. (2026). Bayesian model averaging under predictor redundancy via density-ratio posterior compression. arXiv preprint arXiv:2606.21080.

  2. Li, H., & Lu, X. (2026). Bernstein-von Mises theorem for sparse generalized linear models. arXiv preprint arXiv:2605.27137.

Articles de revue

  1. Chen, Y., & Li, H. (2026). Variance component estimation under a general area-level model. The Survey Statistician, 93, 52-61.

  2. Zeng, K., Luo, L., & Li, H. (2025). Does policy finance promote domestic industrial gradient relocation? Evidence from China. Quantitative Finance and Economics, 9(4), 810-831.

  3. Fan, Y., Liu, X., Luo, T., Rao, Y., & Li, H. (2024). Testing serial correlation in a general d-factor model with possible infinite variance. Journal of Applied Statistics, 51(9), 1709-1728.

  4. Li, H., Liu, X., Chen, Y., & Fan, Y. (2022). Testing for serial correlation in autoregressive exogenous models with possible GARCH errors. Entropy, 24(8), 1076.

预印本

  1. Li, H., Lu, X., & Chen, Y. (2026). Bayesian model averaging under predictor redundancy via density-ratio posterior compression. arXiv preprint arXiv:2606.21080.

  2. Li, H., & Lu, X. (2026). Bernstein-von Mises theorem for sparse generalized linear models. arXiv preprint arXiv:2605.27137.

期刊论文

  1. Chen, Y., & Li, H. (2026). Variance component estimation under a general area-level model. The Survey Statistician, 93, 52-61.

  2. Zeng, K., Luo, L., & Li, H. (2025). Does policy finance promote domestic industrial gradient relocation? Evidence from China. Quantitative Finance and Economics, 9(4), 810-831.

  3. Fan, Y., Liu, X., Luo, T., Rao, Y., & Li, H. (2024). Testing serial correlation in a general d-factor model with possible infinite variance. Journal of Applied Statistics, 51(9), 1709-1728.

  4. Li, H., Liu, X., Chen, Y., & Fan, Y. (2022). Testing for serial correlation in autoregressive exogenous models with possible GARCH errors. Entropy, 24(8), 1076.