Cong LI


Associate Professor (with Tenure)
Econometrics, Health Economics
(Ph.D., McMaster University, 2011)

Office Address
309, School of Economics
111 Wuchuan Rd

Contact Information:
Telephone:  86-021-3530-6344
Personal Web Page:
Currently Teaching


Professor Cong Li received his Ph.D. in 2011 from McMaster University. He joined the School of Economics at Shanghai University of Finance & Economics in 2011. His areas of specialization include Econometrics, Health Economics.  


  1. Cross-Validated Mixed-Datatype Bandwidth Selection For Nonparametric Cumulative Distribution/Survivor Functions (with H. Li and J. Racine), 2016, Econometric Reviews, doi: 10.1080/07474938.2017.1307900.

  2. Gradient-based bandwidth selection for estimating average derivatives (with Y. Wang), 2016, Economics letters, Vol. 140, Pages 19-22.

  3. Binary Response Correlated Random Coefficient Panel Data Models (with Y. Gao and Z. Liang), 2015, Journal of Econometrics, Vol. 188, Issue 2, Pages 421-434.

  4. Asymptotics for nonparametric and semiparametric fixed effects panel models (with Z. Liang), 2015, Journal of Econometrics, Vol. 185, Issue 2, Pages 420-434.

  5. A Smooth Nonparametric Conditional Density Test for Categorical Responses (with J. Racine), 2013, Econometric Theory, Vol. 29, Pages 629-641.

  6. Nonparametric Regression with Weakly Dependent Data: The Discrete and Continuous Regressor Case (with D. Ouyang and J. Racine), 2009, Journal of Nonparametric Statistics, Vol. 21, No. 6, Pages 697-711.

Currently Teaching

Advanced Econometrics II, Econometrics