Phillip Li is a Financial Economist in the Credit Risk Analysis Division within the Economics department of the Office of the Comptroller of the Currency (OCC).
Dr. Li's current research interests include credit risk modeling, missing data methods, computational statistics/econometrics, and discrete choice econometrics. His fields of interest include banking, theoretical and applied econometrics (both classical and Bayesian approaches), and applied microeconomics. He holds a doctorate in economics and a master's degree in statistics from University of California, Irvine and an undergraduate degree in economics from University of California, Berkeley.
Li, Phillip (2014), "Estimation of multivariate sample selection models via a parameter-expanded Monte Carlo EM algorithm," Open Journal of Statistics, (forthcoming)".
Li, Phillip (2011). "Estimation of sample selection models with two selection mechanisms," Computational Statistics and Data Analysis, vol. 55, pp. 1099-1108.
Li, Phillip, Min Qi, Xiaofei Zhang, and Xinlei Zhao (2014), “Further Investigation of Parametric Loss Given Default Modeling,” OCC Economics Working Papers WP2014-2
Brownstone, David and Phillip Li (2013). "A model for broad choice data," Working Paper, Office of the Comptroller of the Currency.
Li, Phillip (2013). "A note on speeding up the BLP contraction mapping," Working Paper, Office of the Comptroller of the Currency.
Phillip Li, Mohammad Arshad Rahman (2011), "Bayesian Analysis of Multivariate sample Selection Models Using Gaussian Copulas," in David M. Drukker (ed.) Advances in Econometrics (Missing Data Methods: Cross-sectional Methods and Applications, Volume 27), Emerald Group Publishing Limited, pp. 269-288