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Start Over Committee Member Jingzhi Huang

3. Varying-Coefficient Models: New Models, Inference Procedures, and Applications

open_access
Open Access
Author:
Wang, Yang
Title:
Varying-Coefficient Models: New Models, Inference Procedures, and Applications
Graduate Program:
Statistics
Keywords:
Monte Carlo simulation
semi-parametric
semiparametric
nonparametric regression
kernel regression
local likelihood
generalized likelihood ratio test
cross validation
Time-varying-coefficient model
Nonlinear
Local Linear
Varying-coefficient Model
forecasting
bandwidth
bootstraping
bootstrap
File:
Download phdthesis.pdf
Committee Members:
Runze Li, Committee Chair/Co-Chair
Jingzhi Huang, Committee Chair/Co-Chair
James Landis Rosenberger, Committee Member
Damla Senturk, Committee Member

5. Estimation and forecasting methodologies for nonparametric regression models via dynamic linear models

open_access
Open Access
Author:
Jiang, Yuejiao
Title:
Estimation and forecasting methodologies for nonparametric regression models via dynamic linear models
Graduate Program:
Statistics
Keywords:
nonparametric regression models
dynamic linear models
File:
Download YuejiaoJiangdissertation.pdf
Committee Members:
Runze Li, Dissertation Advisor/Co-Advisor
Jingzhi Huang, Committee Member
Murali Haran, Committee Member
Aleksandra B Slavković, Committee Member
Runze Li, Committee Chair/Co-Chair

7. Why Does Hedge Fund Alpha Decrease over Time? Evidence from Individual Hedge Funds

open_access
Open Access
Author:
Zhong, Zhaodong
Title:
Why Does Hedge Fund Alpha Decrease over Time? Evidence from Individual Hedge Funds
Graduate Program:
Business Administration
Keywords:
hedge funds
performance
alpha
flows
capacity constraints
counter-factual analysis
File:
Download Zhaodong-Zhong-Dissertation-final.pdf
Committee Members:
Quanwei Cao, Committee Chair/Co-Chair
Jingzhi Huang, Committee Chair/Co-Chair
William Kracaw, Committee Member
Dennis Kon Jin Lin, Committee Member

8. Essays on Market Frictions in the Real Estate Market

open_access
Open Access
Author:
Park, Sun Young
Title:
Essays on Market Frictions in the Real Estate Market
Graduate Program:
Business Administration
Keywords:
real estate market
market friction
segmentation
loss aversion
File:
Download SYPDissertation0726.pdf
Committee Members:
Brent William Ambrose, Dissertation Advisor/Co-Advisor
Brent William Ambrose, Committee Chair/Co-Chair
Austin Jay Jaffe, Committee Member
N Edward Coulson, Committee Member
Jiro Yoshida, Committee Member
Jingzhi Huang, Committee Member

9. feature screening and variable selection for ultrahigh dimensional data analysis

open_access
Open Access
Author:
Zhong, Wei
Title:
feature screening and variable selection for ultrahigh dimensional data analysis
Graduate Program:
Statistics
Keywords:
ultrahigh dimensionality
distance correlation
feature screening
sure screening property
variable selection
File:
Download PhD-Dissertation-Wei-Zhong-2012.pdf
Committee Members:
Runze Li, Dissertation Advisor/Co-Advisor
Runze Li, Committee Chair/Co-Chair
Bruce G Lindsay, Committee Member
Dennis Kon Jin Lin, Committee Member
Jingzhi Huang, Committee Member

10. Essays on Credit Risk and Corporate Governance

open_access
Open Access
Author:
Wang, Yuan
Title:
Essays on Credit Risk and Corporate Governance
Graduate Program:
Business Administration
Keywords:
Credit risk
Debt covenants
Corporate Governance
Liquidity
File:
Download Yuan_Wang_dissertation.pdfDownload 1-Yuan_Wang_dissertation.pdf
Committee Members:
Jingzhi Huang, Dissertation Advisor/Co-Advisor
Jingzhi Huang, Committee Chair/Co-Chair
Jean Helwege, Committee Member
Laura B Field, Committee Member
Joel Matthew Vanden, Committee Member
Guojin Gong, Special Member

11. The impact of managerial overconfidence on the relationship between equity-based compensation and strategic risk-taking in the U.S. restaurant industry

open_access
Open Access
Author:
Seo, Kwanglim
Title:
The impact of managerial overconfidence on the relationship between equity-based compensation and strategic risk-taking in the U.S. restaurant industry
Graduate Program:
Hotel, Restaurant, and Institutional Management
Keywords:
equity-based compensation
strategic risk-taking
overconfidence
loss aversion
franchising
behavioral finance
File:
Download Dissertation_Kwanglim_Seo.pdf
Committee Members:
Amit Sharma, Dissertation Advisor/Co-Advisor
Amit Sharma, Committee Chair/Co-Chair
Arun Upneja, Committee Member
Martha T Conklin, Committee Member
Jingzhi Huang, Committee Member
Seoki Lee, Special Member

12. The Informational Effects of Firm-funded Certification: Evidence from the Bond Rating Agencies

open_access
Open Access
Author:
Bonsall, Samuel Burton
Title:
The Informational Effects of Firm-funded Certification: Evidence from the Bond Rating Agencies
Graduate Program:
Business Administration
Keywords:
bond rating agencies
issuer-pay model
conflicts of interest
information content
File:
Download bonsall_phd.pdf
Committee Members:
Karl A Muller Iii, Committee Chair/Co-Chair
Paul David Fischer, Committee Member
Dan Givoly, Committee Member
Orie Edwin Barron, Committee Member
Jingzhi Huang, Committee Member

13. Three essays on nonparametric inference for longitudinal data and time series data.

open_access
Open Access
Author:
Kim, Seonjin
Title:
Three essays on nonparametric inference for longitudinal data and time series data.
Graduate Program:
Statistics
Keywords:
Locally stationary process
Longitudinal data
Measurement errors
Nonparametric inference
Quantile regression
Time series
File:
Download YourName-Dissertation.pdf
Committee Members:
Zhibiao Zhao, Dissertation Advisor/Co-Advisor
Zhibiao Zhao, Committee Chair/Co-Chair
Runze Li, Committee Member
Donald Richards, Committee Member
Fuqing Zhang, Committee Member
Jingzhi Huang, Special Member

15. Risk, Ambiguity, and Anomalies in the Fixed Income Market

open_access
Open Access
Author:
Shi, Zhan
Title:
Risk, Ambiguity, and Anomalies in the Fixed Income Market
Graduate Program:
Business Administration
Keywords:
Knightian uncertainty
asset pricing
equity premium
term premium
credit spreads
File:
Download ZhanShi_Dissertation_v2.pdf
Committee Members:
Jingzhi Huang, Dissertation Advisor/Co-Advisor
Jingzhi Huang, Committee Chair/Co-Chair
Heber Farnsworth, Committee Member
Joel Matthew Vanden, Committee Member
Jared Williams, Committee Member
Runze Li, Committee Member

16. Nonparametric Independence Screening And Test-based Screening Via The Variance Of The Regression Function

open_access
Open Access
Author:
Song, Won Chul
Title:
Nonparametric Independence Screening And Test-based Screening Via The Variance Of The Regression Function
Graduate Program:
Statistics
Keywords:
Sure independence screening
test-based screening
Ultrahigh dimensionality
File:
Download WonchulSong_Dissertation.pdf
Committee Members:
Michael G Akritas, Dissertation Advisor/Co-Advisor
Runze Li, Committee Member
Dennis Kon Jin Lin, Committee Member
Jingzhi Huang, Special Member

17. Essays in Predictive Empirical Finance

open_access
Open Access
Author:
Henrichsen, Aaron Peter
Title:
Essays in Predictive Empirical Finance
Graduate Program:
Business Administration
Keywords:
Exchange Traded Funds
Market Prediction
Commodities
Diversification
Governance
File:
Download Aaron_Henrichsen_Dissertation_10APR17.pdf
Committee Members:
Jingzhi Huang, Dissertation Advisor/Co-Advisor
Jingzhi Huang, Committee Chair/Co-Chair
Tim Simin, Committee Member
David Haushalter, Committee Member
John Liechty, Outside Member

19. Essays on Stability and Regulation of the Banking System

open_access
Open Access
Author:
Shakya, Shasta
Title:
Essays on Stability and Regulation of the Banking System
Graduate Program:
Business Administration
Keywords:
Financial stability
connectedness
liquidity requirements
liquidity creation
contagion
banking regulation
File:
Download Dissertation-ShastaShakya.pdf
Committee Members:
Jingzhi Huang, Dissertation Advisor/Co-Advisor
Jingzhi Huang, Committee Chair/Co-Chair
Jess Cornaggia, Committee Member
Joel Matthew Vanden, Committee Member
Brent William Ambrose, Outside Member
Fenghua Song, Committee Chair/Co-Chair

21. Essays on Financial Economics and Econometrics

open_access
Open Access
Author:
Zhu, Shengbo
Title:
Essays on Financial Economics and Econometrics
Graduate Program:
Economics
Keywords:
Ross recovery theorem
equivalent martingale measure
stochastic discount factor
martingale condition
state price
path price
intrinsic inconsistency
implied process
fundamental theorem of asset pricing
canonical probability space
Markovian quasi-MLE
conditional asymptotic independence
mixing condition
near-epoch dependence
File:
Download phd_thesis_shengbo_zhu.pdf
Committee Members:
Andrew Ronald Gallant, Dissertation Advisor/Co-Advisor
Andrew Ronald Gallant, Committee Chair/Co-Chair
Patrik Guggenberger, Committee Member
Keisuke Hirano, Committee Member
Jingzhi Huang, Outside Member
Shouyong Shi, Committee Member
Marc Albert Henry, Program Head/Chair

22. Essays on identification in linear IV models

restricted_to_institution
Restricted (Penn State Only)
Author:
Zhang, Chen
Title:
Essays on identification in linear IV models
Graduate Program:
Economics (PHD)
Keywords:
linear IV regression
invalid instrument
set identification
Wald test
weak IV
Kronecker product
heteroskedasticity
File:
Login to Download
Committee Members:
Keisuke Hirano, Major Field Member
Patrik Guggenberger, Chair & Dissertation Advisor
Joris Pinkse, Major Field Member
Jingzhi Huang, Outside Unit & Field Member
Marc Henry, Program Head/Chair

23. Essays on Bond Markets

restricted_to_institution
Restricted (Penn State Only)
Author:
Ceballos, Luis
Title:
Essays on Bond Markets
Graduate Program:
Business Administration (PHD)
Keywords:
Inflation volatility risk
bond markets
bond risk factors
price pressure
institutional investors
financing decisions
floating rate bonds
government bonds
corporate bonds
File:
Login to Download
Committee Members:
Joel Vanden, Major Field Member
Timothy Simin, Major Field Member
Anh Le, Major Field Member
Jingzhi Huang, Chair & Dissertation Advisor
Brent Ambrose, Outside Unit & Field Member
Brent Ambrose, Program Head/Chair

24. Essays on Housing Prices

open_access
Open Access
Author:
Chen, Yifan
Title:
Essays on Housing Prices
Graduate Program:
Business Administration (PHD)
Keywords:
Housing prices
Information revelation
Value premium
Gun control
File:
Download Yifan_Chen_Dissertation_20220608_Final.pdf
Committee Members:
Liang Peng, Co-Chair & Dissertation Advisor
Jiro Yoshida, Major Field Member
Jingzhi Huang, Outside Unit & Field Member
Brent Ambrose, Co-Chair & Dissertation Advisor
Brent Ambrose, Program Head/Chair
Eva Steiner, Major Field Member
Timothy Simin, Outside Field Member

25. Essays on stochastic volatility and aggregate fluctuations

open_access
Open Access
Author:
Hu, Guanliang
Title:
Essays on stochastic volatility and aggregate fluctuations
Graduate Program:
Economics (PHD)
Keywords:
Stochastic volatility
Business cycle
Misallocation
File:
Download Guanliang_Hu-Dissertation_Updated.pdf
Committee Members:
Neil Wallace, Major Field Member
Jingting Fan, Major Field Member
Jingzhi Huang, Outside Unit & Field Member
Marc Albert Henry, Professor in Charge/Director of Graduate Studies
Russell Cooper, Special Member
David Argente, Major Field Member
Jonathan Eaton, Chair & Dissertation Advisor
Russell Cooper, Special Member

26. Topics on power enhancement in high-dimensional hypothesis tests

open_access
Open Access
Author:
Yu, Xiufan
Title:
Topics on power enhancement in high-dimensional hypothesis tests
Graduate Program:
Statistics (PHD)
Keywords:
power enhancement
high-dimensional tests
multi-factor pricing models
two-sample covariance tests
simultaneous tests
File:
Download Xiufan-Dissertation.pdf
Committee Members:
Lingzhou Xue, Co-Chair & Dissertation Advisor
Bing Li, Major Field Member
Jingzhi Huang, Outside Unit & Field Member
Runze Li, Co-Chair & Dissertation Advisor
Ephraim Hanks, Program Head/Chair