is it possible that I go to Hong Kong from Wuhan for changing the type of my visa from X to Z?

Please reply as soon as possible
Hi! I am from pakistan, currently studing in Wuhan. My studies are going to finish this june and luckily I have found a job here. Now, I want to change from X to Z. I can only change it by going outside China, either to my country or any other country. I dont wanna go back to Pakistan just for change, rather i would prefer going to Hong Kong for change.
My question is that is it possible that I go to Hong Kong from Wuhan and change the type from X to Z and come back here?
Secondly, what are the requirements generally for acquiring Z? (any medical. police clearance...etc)