Biography

Xiao Huang is a Professor of Economics at Kennesaw State University. His research interests include econometric and statistical modeling of panel data, time series, and their applications in financial econometrics. His research covers topics such as the estimation of continuous-time processes and jump-diffusion processes, panel vector autoregression, nonparametric estimation in panel data, functional coefficient model, and quantitative models for equities market.

He teaches in a variety of areas in econometrics, time series, forecasting, computing methods, macroeconomics, statistics for business analysis at the undergraduate, MBA, and doctoral levels.

You can find his C.V. here.

I have developed the following R packages for some of my research:

• boostvar: An R package to compute the estimates, standard errors, and p-values for the least-squares boosting method in vector autoregression models. This package implements the method in Huang (2022) and provides the standard error and p-value for all parameter estimates at every boosting step.
• lboost: An R packages that implements lassoed boosting for high-dimensional linear regressions. Huang (2021) shows that combining the lasso with boosting can yield good accuracy and sparcity recovery in estimation.
• rdcqr: An compaion R package for the estimation and inference in sharp and fuzzy regression discontinuity designs in causal analysis. This package implements the local composite quantile regression method in Huang and Zhan (2021) and can give accurate estimation and inference results when data are non-normal.

I offer several courses at Kennesaw State University.

• Econ 2200: Principles of Economics - Macroeconomics
• Econ 4490: Computing Methods for Business Data (an R programming class with business applications)
• Econ 4610: Macroeconomics
• Econ 4710: Econometrics
• Econ 4760: Business Forecasting (an applied time series class)
• Econ 7710: Statistics for Business Analysis (special topic, MBA level. We use R in business applications.)
• Econ 8700: Econometrics and Forecasting Methods (MBA level)
• Econ 8900: Statistical Learning of Financial Markets (special topic, Ph.D. level)
• DBA 9104: Applied Methodologies in Finance and Accounting (DBA level)

I also teach a time series course at the Department of Economics in Georgia State University.

• Econ 9740: Time Series Analysis (Ph.D. level)

• xhuang3@kennesaw.edu
• (470) 578-6318
• 570 Parliament Garden Way Northwest, MD #403, Kennesaw, GA 30144
• Tuesday 1:00 pm to 3:00 pm or by appointment