Publications

Leverage and Asymmetric Volatility: The Firm-Level Evidence
Journal of Empirical Finance, vol. 38, pp. 1-21, 2016

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Quasi-maximum Likelihood Estimation of Multivariate Diffusions
Studies in Nonlinear Dynamics & Econometrics, vol. 17, pp. 179-197, 2013

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Quasi-maximum Likelihood Estimation of Discretely Observed Diffusions
The Econometrics Journal, vol. 14, pp. 241-256, 2011

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Panel Vector Autoregression under Cross-Sectional Dependence
The Econometrics Journal, vol. 11, pp. 219-243, 2008

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Finite Sample Properties of FGLS Estimator for Random-Effects Model under Non-normality
Contributions to Economic Analysis, vol. 274, pp. 67-89, 2006

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Teaching

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 8700: Econometrics and Forecasting Methods (MBA level)
  • Econ 8900: Statistics for Business Analysis (MBA level. We use R in business applications.)
  • 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)

Recent Posts

It is not very common to have a long folder path in setwd() in R. However, when you do have a long working folder path and you would like to make several breaks while typing the path inside setwd(), it will be nice to have a simple way to do that. The problem is after a line break, R automatically inserts a new line sign and several space immediately before the next path character.

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There are various ways to organize your regression output tables in the project. The R packages such as stargazer and pander give simple solutions. I give an example of using the stargazer package to present a regression table in word documents. In Rstudio, go to Tools and Install Packages. Install the stargazer package. Let us use the subprime mortgage dataset as an example in the RMD file. # Load data. Mortgage = read.

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