李红军

清华大学副教授、博导、副所长

地址：清华大学明斋214，100084

邮箱: hongjunli@tsinghua.edu.cn

https://orcid.org/0009-0006-8405-2431

2021年9月--至今 副教授,社会科学学院经济学研究所，清华大学

2014年4月--2021年9月 副教授，国际经济管理学院，首都经济贸易大学

机器学习方法、计量经济学、人工智能经济学

博士，经济学，德克萨斯A&M大学，2014年

硕士，经济学，北京大学

学士，工程学，清华大学

11. 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).

10. Digital technologies (with Q. Li, Z. Xu, and X. Ye), 2024, Journal of Digital Economy, Volume 3, pp. 240-248.

9. 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.

8. 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.

7. A Modified Bootstrap for Kernel-based Specification Test with Heavy-tailed Data (with T. Huang, and Z. Li), 2020, Economics Letters, Volume 189, 108986.

6. 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.

5. 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.

4. Model Averaging with High-dimensional Dependent Data (with S. Zhao and J. Zhou), 2016, Economics Letters, Volume 148, pp. 68-71.

3. 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.

2. 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.

1. 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.

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. 算力资源的动态共享：价格形成与政策分析（合作者：王勇、傅芳宁）返修中

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

1．Optimal Portfolio Selection with Random Projection

2．Non-asymptotic Inference of Hypothesis Testing (with M. Shum)

3．Market Competition in the Presence of Influential Users

4．Identification and Estimation of Panel Data Model with Latent Groups and Potential Structural Changes (with J. Qian and L. Su)

5．Grouped Factor Model and Its Application to Exchange Rate Analysis (with Q. Wang and Y. Shi)

6．Estimation and Inference of Panel Data Models with Constrained Interactive Effects (with G. Cui and K. Li)

7．Dimension Matters

8．Conditional High Dimensional Portfolio Construction (with Z. Cai)

9．A Machine Learning Approach to the Estimation and Inference of Heterogeneous Linear Regression Models (with M. Iwasawa)

清华大学、北京大学、上海交通大学、香港科技大学、香港中文大学、中国人民大学、上海财经大学、厦门大学、华中科技大学、暨南大学等。

1. 国家自然科学基金青年项目，交互固定效应面板数据模型：理论与应用，主持人，已结项。

2. 国家自然科学基金委专项项目，行为科学视角下经济个体决策模式的理论与实验研究，子课题负责人，在研。

3. 国家社科基金重大项目，数据要素参与分配的价值基础和实现形式研究，子课题负责人，在研

4. 国家社科基金重大项目，党的十八大以来推动数字经济高质量发展的实践和经验研究，子课题负责人，已结项。

5. 清华大学君子文化研究中心，君子文化如何促进企业创新，主持人，在研。

6. 清华大学国家治理与全球治理研究院，算力网络安全监管研究，课题参与人，已结项。

7. 清华大学自主科研项目，数据价值流通模式的演化路径、发展逻辑与未来趋势研究，课题参与人，在研。

8. 北京中交兴路信息科技有限公司， 中国公路货运物流数据治理与商业应用研究，课题参与人，已结项。

清华大学

1. 本科生：产业经济学、经济数学、暑期外语训练、专业实习

2. 研究生：机器学习

首都经济贸易大学：高级计量经济学、计量经济学前沿、经济数学基础、统计推断

2020年北京市优秀指导教师

2022年清华大学粉笔板书比赛二等奖

2024年清华大学青年教师教学基本功大赛一等奖

清华大学数字经济硕士项目联合主管

中国信息经济学会理事

中国信息经济学会数字经济创新专业委员会委员

清华大学计算社会科学平台副主任

Journal of Digital Economy副主编

国家自然科学基金和如下学术期刊：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.