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: (470) 578-6318

Email: xhuang3 at kennesaw dot edu

c.v. pdf

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,

Studies in Nonlinear Dynamics & Econometrics, vol. 17, pp. 179-197, 2013. pdf

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

Econometric Reviews, vol. 32, pp. 754-777, 2013. 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.    Dynamic Panels, Cross Sectional Correlation, and Arbitrage in Equities Market. pdf

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

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

revise and resubmit, Journal of Empirical Finance. pdf

4.    Understanding the Differences in Longevity Expectancy between Older American Entrepreneurs and Their Peers (with Govind Hariharan and Huan Ni).

TEACHING

1.    Econ 2200 Principle of Economics - Macroeconomics

2.    Econ 4490 Special Topic - Business Forecasting

3.    Econ 4610 Macroeconomics

4.    Econ 4710 Econometrics and Forecasting

5.    Econ 8710 Econometrics and Forecasting Method

6.    DBA 9104 Applied Methodologies in Finance & Accounting