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Ke-Li Xu
Address Department of Economics • 3063 Allen Bldg • 4228 TAMU • College Station • Texas • 77843-4228 • USA
Office (979) 845-7352 • Fax (979) 847-8757
E-mail keli.xu@tamu.edu • Web http://econweb.tamu.edu/keli/
VITAE DATE March 2015
ACADEMIC POSITIONS
201220122014 (Jan-May)
2015 (Jan-May)
2010-2012
2007-2010
Associate Professor, Department of Economics, Texas A&M University
Ray A. Rothrock '77 Fellow, College of Liberal Arts, Texas A&M University
Adjunct Associate Professor, Dept. of Economics, University of Texas-Austin
Visiting Associate Professor, Dept. of Economics & Cowles Foundation, Yale
University
Assistant Professor, Department of Economics, Texas A&M University
Assistant Professor, Department of Finance and Management Science, School
of Business, University of Alberta, Canada
FIELDS OF CONCENTRATION
Teaching
Research
Econometrics (micro-/macro-), Applied Econometrics, Financial Econometrics
Econometric Theory (time series, volatility models, non-/semi-parametric
methods, treatment effects)
EDUCATION
2007
Ph.D., Yale University
Dissertation Title: Semi-Parametric and Non-Parametric Inference in Non-Linear
Dynamic Models (Committee: Peter Phillips (Chair), Donald Andrews, Yuichi Kitamura)
2004
2002
2000
M.Phil., Yale University
M.S., University of Science and Technology of China
B.S., Wuhan University
TEACHING
Texas A&M University (2010- )
ECMT 675
ECMT 676
ECMT 679
ECMT 670
Econometrics I (PhD, core)
Econometrics II (PhD, core)
Time Series Econometrics (PhD, field course)
Econometric Analysis of Financial Data (Master)
University of Alberta (2007-2010)
MGTSC 312
MGTSC 705
MGTSC 707
Probability and Statistics in Business (Undergrad, multiple sessions)
Multivariate Data Analysis (PhD, first-year)
Advanced Statistical Techniques in Business: Time Series and Panel Data
Methods (PhD, second-year)
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REFEREED JOURNAL ARTICLES
[16] Robust Testing for Structural Change under Nonstationary Variances. Econometrics
Journal, forthcoming.
[15] Model-Free Inference for Tail Risk Measures. Econometric Theory, forthcoming.
[14] Empirical Likelihood for Regression Discontinuity Design (with Taisuke Otsu and Yukitoshi
Matsushita). Journal of Econometrics, forthcoming.
[13] Towards Efficient Trend Estimation under Weak/Strong Correlation and Nonstationary
Volatility (with Jui-Chung Yang). Scandinavian Journal of Statistics 42 (Issue 1, 2015), 6386.
[12] Power Monotonicity in Detecting Volatility Levels Change. Economics Letters 121 (Issue 1,
2013), 64-69.
[11] Estimation and Inference of Discontinuity in Density (with Taisuke Otsu and Yukitoshi
Matsushita). Journal of Business and Economic Statistics 31, (Issue 4, 2013), 507-524.
[10] Powerful Tests of Structural Changes in Volatility. Journal of Econometrics 173 (Issue 1,
2013), 126-142.
[9]
Nonparametric Inference for Conditional Quantiles of Time Series. Econometric Theory
29 (Issue 4, 2013), pp 673 – 698.
[8]
Robustifying Multivariate Trend Tests to Nonstationary Volatility. Journal of Econometrics
169 (Issue 2, 2012), 147-154.
[7]
Tilted Nonparametric Estimation of Volatility Functions with Empirical Applications. (with
Peter Phillips). Journal of Business and Economic Statistics 29 (Issue 4, 2011), 518-528.
[6]
Re-weighted Functional Estimation of Diffusion Models. Econometric Theory 26 (Issue 2,
2010), 541-563.
[5]
Empirical Likelihood-Based Inference for Nonparametric Recurrent Diffusions. Journal of
Econometrics 153 (Issue 1, 2009), 65-82.
[4]
Adaptive Estimation of Autoregressive Models with Time-Varying Variances. (with Peter
Phillips). Journal of Econometrics 142 (Issue 1, 2008), 265-280.
[3]
Testing Against Nonstationary Volatility in Time Series. Economics Letters 101 (Issue 3,
2008), 288-292.
[2]
Bootstrapping Autoregression under Nonstationary Volatility. Econometrics Journal 11
(Issue 1, 2008), 1-26. Lead Article.
[1]
Inference in Autoregression under Heteroskedasticity. (with Peter Phillips). Journal of
Time Series Analysis 27 (Issue 2, 2006), 289-308. Featured Article.
WORKING PAPERS
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Subvector Inference for Local Regression.
Estimation and Inference under Weak Identification and Persistence in Dynamic Nonlinear
Regression: An Application to Forecast-Based Monetary Policy Reaction Function (with JuiChung Yang).
Multivariate Trend Function Testing with Mixed Stationary and Integrated Errors.
PUBLICATIONS IN MATHEMATICS
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On Restricted Edge-connectivity of Graphs (with J. Xu), Discrete Mathematics (2002), 243,
291-298
Restricted Fault-tolerant Diameter of Hypercube Networks (with Y. Yao and J. Xu), Acta
Mathematicae Applicatae Sinica (English Series) (2003), 19B, 247-254.
PH.D. STUDENTS SUPERVISED
Guangyi Ma* (Bank of America, 2012), Zhongwen Liang (AP, SUNY-Albany, 2012), Jui-Chung
Yang* (Postdoc, USC, 2014), Guannan Liu*, Zhongjian Lin (AP, Emory, 2014), Hongjun Li (AP,
Capital U. of Econ. & Business, 2014), Shuang Yao† (AP, Wuhan Univ., 2014), Napon
Hongsakulvasu*, Hsin-Hung Yao*, Ta-Cheng Huang.
External:
Junyi Chen (ag econ), Lu Fang (ag econ), Lei Gao (ag econ), Ruoxi Lu (ag econ), Yu Zhang (ag
econ), Jing Yi (ag econ), Paul Navas Alban (ag econ), Nicole Hanson (marketing), Xin Zhao
(finance), Syed Haque (finance).
Outside dissertation examiner: UBC (2014).
Note: * committee chair; † committee co-chair; dissertation committee member otherwise
OTHER TEACHING EXPERIENCE
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Teaching Fellow, Yale University (2003 – 2007)
Time Series Econometrics (Grad), Econometrics (Undergrad), Introduction to
Quantitative Thinking (Undergrad), Theory of Statistics (Grad & Undergrad)
Tutor, Science and Quantitative Reasoning Program (Undergrad), Yale College (2005 – 2007)
Teaching Fellow, University of Science and Technology of China (2001 – 2002)
Advanced Linear Algebra (Undergrad), Multivariate Calculus (Undergrad)
FELLOWSHIP AND AWARDS
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Ray A. Rothrock '77 Fellowship, College of Liberal Arts, Texas A&M University, 2012-2015
Canadian Utilities Faculty Award, University of Alberta School of Business, 2009-2010
Killam Research Awards (Two), University of Alberta, 2009
J. D. Muir Fellowship, University of Alberta School of Business, 2008-2009
H. E. Pearson Faculty Award, University of Alberta School of Business, 2007-2008
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Cowles Foundation Prize, Cowles Foundation for Research in Economics, Yale University,
2005
University Graduate Fellowship, Yale University, 2002-2007
Distinctions in Comprehensive Exams of the Ph.D. program, Yale University, 2004
Undergraduate Fellowship, Wuhan University, 1996-2000
Pei Xin-Xin Scholarship for Honors, Wuhan University, 1998
Outstanding Students’ Model, Wuhan University, 1998
Captain, Men’s Basketball Team of School of Math, Wuhan University, 1998-1999, USTC,
2000-2001
PROFESSIONAL ACTIVITIES
Disciplinary Service
 Referee for Chapman & Hall/CRC Press (3), John Wiley & Sons (2), Econometrica, Journal of
Econometrics (13), Econometric Theory (10), ET NP, Journal of Business and Economic
Statistics (7), Journal of Applied Econometrics (2), Journal of Financial Econometrics,
Econometric Reviews (4), Econometris Journal, Economics Letters (2), Journal of Economic
Behavior and Organization, Bulletin of Economic Research, Journal of Multivariate Analysis,
Statistica Sinica, Journal of Nonparametric Statistics (4), Statistics and Probability Letters (3),
Journal of Time Series Analysis (2), Metrika, Computational Statistics and Data Analysis (2),
Communications in Statistics, Studies in Nonlinear Dynamics & Econometrics, Australian &
New Zealand Journal of Statistics, Science China (Mathematics), Mathematics Reviews.
[Average load is about 12 articles per year]
 Reviewer of National Science Foundation (NSF) Grants (3).
 Reviewer of Social Sciences and Humanities Research Council of Canada (SSHRC) Grants.
 Reviewer of Natural Sciences and Engineering Research Council of Canada (NSERC) Grants.
 Reviewer of NSA Mathematical Sciences Grant Program, 2015.
 Local organizing committee, NBER/NSF Time Series Conference 2012.
 Organizer, 16th Texas Camp Econometrics, Cypress, TX, Feb 12-13, 2011.
 Session Chair, Midwest Econometrics Conference 2011 (Chicago Booth), North American
Econometric Society Summer Meeting 2011 (St. Louis), CIREQ Time Series Conference 2009
(Montreal), NBER/NSF Time Series Conference 2012 (College Station).
Department/College Service
Texas A&M University
 Department of Economics: Executive Committee (elected), 2013-2014, 2014-2015; Graduate
Instruction Committee, 2011-2013; Master Program Committee, 2013-2014; Faculty
Recruiting Committee, 2013-2014; Coordinator, Econometrics Seminar, 2010-now; Ph.D.
Qualifier Exam Committee, 2010-now; Ph.D. Admission Committee, 2010-now.
 College Advisory Committee, Winter Institute in Social Science Research Methods (hosted by
Department of Political Science), 2012-now.
University of Alberta
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Ph.D. Candidacy Committee, School of Business, January & February 2010; Department of
Electrical and Computing Engineering, University of Alberta, July 2010.
Management Science Ph.D. Comprehensive Exam Committee, School of Business, June 2009.
Management Science Ph.D. Committee Representative, School of Business, 2009-2010.
Faculty Recruiting Committee (Business Statistics & Econometrics), School of Business, 20072008, 2008-2009; Department of Economics, 2009-2010.
CONFERENCE PRESENTATIONS AND INVITED TALKS
2015
2014
2013
2012
2011
2010
2009
2008
2007
2006
2005
University of Wisconsin-Milwaukee • Yale University (Econ & Math)
University of Illinois at Urbana-Champaign • Vanderbilt University • University
of British Columbia • Econometric Society Summer Meeting (Minneapolis) •
Midwest Econometrics Meeting (Iowa) • Canadian Econometrics Study Group
(Vancouver).
University of Science and Technology of China • Southwest University of
Finance and Economics • International Conference in Financial Econometrics
(Jinan, invited) • Joint Statistical Meetings (Montreal, invited session) •
Canadian Econometrics Study Group (Waterloo, discussant) • Metro-Atlanta
Econometric Study Group (Emory).
TAMU (Statistics).
Meetings of the Midwest Econometrics Group (Chicago) • North American
Summer Meeting of Econometric Society (St. Louis) • CIREQ Time Series
Conference (Montreal) • University of Texas-Dallas (Statistics) • Texas Camp
Econometrics (Cypress) • Rice University • North American Winter Meeting of
Econometric Society (Denver. Presenter; Discussant of Chalak).
Université de Montréal • Canadian Econometrics Study Group (Vancouver.
Presenter; Discussant of Sakata) • University of Guelph • Queen’s University
TAMU • Far Eastern Meeting of Econometric Society (Tokyo) • International
Symposium on Econometric Theory and Application (Kyoto) • North American
Summer Meeting of Econometric Society (Boston) • CIREQ Time Series
Conference (Montreal) • University of Waterloo.
Joint Statistical Meetings (invited session, Denver) • Canadian Econometrics
Study Group Conference (Concordia) • Conference in Honor of Peter C. B.
Phillips (Singapore) • Far Eastern Meeting of Econometric Society (Singapore) •
Hong Kong University of Science and Technology.
Canadian Econometrics Study Group Conference (McGill) • University of
Maryland • Boston College • University of Alberta (School of Business) •
University of Illinois at Urbana-Champaign • Yale University • University of
Science and Technology of China • Shandong University • Anhui University.
Greater New York Metropolitan Area Econometrics Colloquium (Yale) • NBERNSF Time Series Conference (Montreal) • International Symposium on
Econometric Theory and Application (Xiamen).
Yale University • Singapore Econometrics Study Group Conference (SMU).
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REFERENCES
Available upon request
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