HUANG Ta-Cheng
HUANG Ta-Cheng
Lecturer
PhD, Texas A&M University
TEACHING AREAS |
| Econometrics Applied Machine Learning Financial Economics |
RESEARCH AREAS |
| Microeconometrics Applied Machine Learning |
SELECTED PUBLICATIONS |
| Hsu, Yu-Chin, Ta-Cheng Huang, and Haiqing Xu (2023): “Testing for unobserved heterogeneous treatment effects with observational data,” Econometric Theory, 39 (3), pp. 582 – 622.
Huang, Ta-Cheng, Hongjun Li, and Zheng Li (2020): “A modified bootstrap of kernel-based specification test with heavy-tailed data,” Economics Letters, 189, 108986. Crespo,Pablo,andTa-ChengHuang(2018):“Impliedvolatilityestimationvial1trendfiltering,” The Journal of Derivatives, 26(1), pp. 45-66. Chen, Xirong, Ta-Cheng Huang, and Qi Li (2017): “An alternative bandwidth selection method for estimating functional coefficient models,” Economics Letters, 156, pp. 27-31. |