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.
Ph.D. in Economics, 2005
University of California, Riverside
B.A. in Economics, 2000
I have developed the following R packages for some of my research:
I offer several courses at Kennesaw State University.
I also teach a time series course at the Department of Economics in Georgia State University.