Can I apply for a China X visa in Hong Kong?

Hi, I'm student in Guangdong university of foreign studies, and i have a big problem about my visa, before the come to China i get the F visa, and now I can't change it to student visa(X). and my teacher said that maybe i can go to Hong Kong and again apply to the X visa, i want to know this is possible i go to Hong Kong and at there apply to X visa, if that's possible, could you let me know the china embassy in Hong Kong website ad information. Thanks