Working Papers

1. “Estimating causal effects for cointegrated non-stationary series: An augmented synthetic control approach,” with Pablo Crespo. Submitted.
2. “Nonparametric tests for treatment effect heterogeneity under Regression Kink design.”

Publications

1. Hsu, Yu-Chin, Ta-Cheng Huang, and Haiqing Xu (2023): “Testing for unobserved heterogeneous treatment effects with observational data,” Econometeric Theory, 39(3), pp. 582-622.
2. 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.
3. Crespo, Pablo, and Ta-Cheng Huang (2018): “Implied volatility estimation via ℓ₁ trend filtering,” The Journal of Derivatives, 26(1), pp. 45-66.
4. 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.