Xiao Huang

Associate Professor of Economics, Kennesaw State University

Department of Economics, Finance and Quantitative Analysis

1000 Chastain Rd. M.D. #403

Kennesaw, GA 30144

Phone: (770) 423-6318

Email: xhuang3 at kennesaw dot edu

EDUCATION

Ph.D. in Economics, University of California, Riverside 6/2005

B.A. in Economics, Fudan University 6/2000

RESEARCH INTERESTS

I am interested in panel data, time series, and their applications in financial econometrics. My recent research interests include factor analysis, time series filtering and forecasting, and volatility modeling.

PUBLICATIONS

1. Quasi-Maximum Likelihood Estimation of Multivariate Diffusions,

forthcoming in Studies in Nonlinear Dynamics & Econometrics. pdf

2. Nonparametric Estimation in Large Panels with Cross Sectional Dependence,

forthcoming in Econometric Reviews. pdf

3. Quasi-maximum Likelihood Estimation of Discretely Observed Diffusions,

Econometrics Journal vol. 14, pp. 241-256, 2011. pdf

4. Panel Vector Autogression under Cross Sectional Dependence,

Econometrics Journal vol. 11, pp. 219-243, 2008. pdf

5. Finite Sample Properties of FGLS Estimator for Random-Effects Model under Nonnormality (with Aman Ullah),

Contributions to Economic Analysis (edited by Badi Baltagi), vol. 274, pp. 67-89, Elsevier B.V., 2006. pdf

WORKING PAPERS

1. Estimation of Multivariate Jump-diffusions with Strong Approximations. pdf

2. Leverage and Asymmetric Volatility: The Firm Level Evidence (with Jan Ericsson and Stefano Mazzotta). pdf

TEACHING

1. Econ 2200 Principle of Economics – Macroeconomics

2. Econ 4610 Macroeconomics (fall 2011)

3. Econ 4710 Econometrics and Forecasting (fall 2011)

4. Econ 4490 Special Topic – Business Forecasting (spring 2012)

5. Econ 8710 Econometrics and Forecasting Method

c.v. pdf