Academia

Publications

  • Fund Managers' Association Networks, Information Sharing and Fund Performance, Applied Economics Letters, forthcoming (H. Liu, K. Liu, D. Li and Y. Li)

  • Real-time Valuation of Large Variable Annuity Portfolios: A Green Mesh Approach,  North American Actuarial Journal, forthcoming (K. Liu and K.S. Tan)

  • Remote Sending Applications for Insurance: An Example of Predicting Forage Crop Loss in the Presence of Systemic Weather Risk, North American Actuarial Journal, forthcoming (B. Porth, L. Porth, W. Zhu, M. Boyd, K.S. Tan, and K. Liu)
  • Semiparametric efficiency for censored linear regression models with heteroskedastic errors, Econometric Theory, 34 (2018), 228-245 (Tao Chen).
  • Differences across versions of Penn World Table: A functional data analysis approach, Economics Letters,170 (2018), 179-184 (T. Chen, J. DeJuan and R. Tian).
  • A Functional Data Approach to Model Score Difference Process in Professional Basketball Games, Journal of Applied Statistics, 45 (2018), 112-127 (T.Chen and Q. Fan).
  • Testing conditional mean independence under symmetry, Journal of Business & Economic Statistics, 36 (2018), 615-627 (T. Chen, Y. Ji, Y. Zhou and P. Zhu).
  • Single Game Career High VS. Highest Season Average of NBA Players, Journal of the Chinese Statistical Association,  56 (2018), 25-36 (T. Chen and Y. Li).
  • A simple consistent test of conditional symmetry in symmetrically trimmed regression models, Journal of Econometrics, 198 (2017), 29-40 (T. Chen and G. Tripathi).
  • Predicting Forage Crop Loss Using Remote Sensing Data: An Insurance Application, Advances in Predictive Analytics Conference（2017), (Liu. K, W. Zhu, K.S. Tan, B. Porth, M. Boyd, and L. Porth)
  • Models specification tests and the estimation of treatment effects: an application with random and nonrandom administrative records, Journal of Economic and Social Measurement, 41 (2016), 1-16 (T. Chen and K. Couch).
  • Changing tastes: Estimating changing attribute prices in hedonic and repeated sales price indices, Journal of Real Estate Finance and Economics, 52 (2016), 141-175 (T. Chen and J. Harding).
  • Nonparametric instrumental variable estimation in practice, Journal of Econometric Methods, 5 (2016), 153-177 （P. Shaw, M. Cohen, and T. Chen).
  • Model-based versus data-driven approach for road safety analysis: Do more data help? Transportation Research Record: Journal of the Transportation Research Board, No. 2061, (2016), (L. Thakali, L. Fu and T. Chen).
  • An approximation of logarithmic functions in the regression setting, Statistical Methodology, 23 (2015), 50-58 (T. Chen and K. Couch).
  • Intragenerational mobility and the ratio of permanent to total inequality, Applied Economics, 46 (2014), 4399-4408 (G. Bayaz, T. Chen and K. Couch).
  • Semiparametric efficiency bound for partially linear single-index regression models, Journal of Multivariate Analysis, 130 (2014), 376-386 (T. Chen and T. Parker).
  • Permanent and transitory inequality and intra-generational mobility, Economics Letters, 120 (2013), 200-202 (T. Chen and K. Couch).
  • Testing conditional symmetry without smoothing, Journal of Nonparametric Statistics, 25 (2013), 273-313 (T. Chen and G. Tripathi).
  • Vibration modes of 3n-gaskets and other fractals, Journal of Physics A: Mathematical and Theoretical, 41 (2008) 015101 (21pp) (N. Bajorin, T. Chen, A. Dagan, C. Emmons, M. Hussein, M. Khalil, P. Mody, B. Steinhurst and A. Teplyaev).
  • Vibration Spectra of Finitely Ramified, Symmetric Fractals. Fractals, 16 (2008), 243-258 (N. Bajorin, T. Chen, A. Dagan, C. Emmons, M. Hussein, M. Khalil, P. Mody, B. Steinhurst and A. Teplyaev).

Working papers

  • The Effectiveness of Consumption Tax on the Reduction of Car Pollution in China (A. Arcila, T. Chen and X. Lu).
  • Assessing the inter-generation mobility - A functional data regression approach (P. Chausse, T. Chen and K. Couch).
  • Selecting the optimal sample size in program evaluation studies: A sequential sampling approach. A structural estimation of the effect of police on crime (T. Chen, P. Curry and A. Sen).
  • Culture and home ownership - evidence from immigrants in Canada (T. Chen, Q. Du and Y. He).
  • A tale of two continuous limits (T. Chen, Y. Li and R. Tian)
  • What determines momentums in professional basketball games? (T. Chen, K. Liu and Q. Fan).
  • Who benefits from IPO's in China - What machine tells from publicly available data (T. Chen, K. Liu and M. Zhong)
  • The impacts of PM2.5 and air-filtration on children’s attentional network and memory (T.Chen, R.B. Freeman and W.Wang)
  • Functional regression: An application to housing valuation (T. Chen, J. Harding and R. Tian).
  • What’s the optimal wage structure for NBA professional teams? (T. Chen, Y. Li and A. Yu).
  • An option value model of mortgage default (T.Chen, S. Ross and Y. Wang).
  • Laboratory evaluation of low cost particle sensors (T. Chen, B. Tan and Z. Tan, under review).
  • A martingale transformation approach of specification test under weak IV (T. Chen, R. Tian and G. Tripathi).
  • Estimating and testing censored regression models with endogenous regressors under conditional symmetry (T. Chen and G. Tripathi).
  • Seeing is “behaving”: Using revealed-strategy approach to understand cooperation in social dilemma (T. Chen, W. Wang, S. Wang and L. Chen).
  • Equity premium puzzle (T. Chen and J. Xu).
  • Functional dynamic factor models (T. Chen, J. Xu and R. Tian ).
  • Think outside the envelope – Efficiency bound estimation through Extreme Value Theory (T. Chen, T. Parker and F. Yang).
  • Estimating the market portfolio using Extreme Value Theory (T. Chen, K. Liu and Y. Li ).
  • Predict and compare single game career highs for NBA players (T. Chen, F. Yang and A. Yu).
  • Asymptotic independence property in nonparametric estimation - A good large sample approximation or just a wishful thinking? (T.Chen, J. Zhang and Y. Zhou).
  • A New Effective Path-Generation Method (K. Liu, J. Imai, and K.S. Tan).
  • Hierarchical Linear Transformation (K. Liu, J. Imai, and K.S. Tan).
  • Representative Portfolio via Complex Network (Liu, H.F., K. Liu, W. Bai ).
  • Dimension Reduction in Portfolio Selection (K. Liu, J., K.S. Tan, and C. Wang).
  • Bootstrap for functional linear regression models (Renfang Tian).
  • Explain Domain-specific Risk Taking with Loss Aversion (Sining Wang).
  • The Role of Risk Aversion and Cautiousness in Belief Formation (Sining Wang).
  • A cognitive dissonance interpretation of the context effect in ethical decision-making experiments – evidence from a laboratory bribery game (S. Wang and T. Chen).
  • Portfolio Selection on Leptokurtic Moments (C. Wang, K. Liu, B. Li, and K.S. Tan).
  • The Cost of Being Wonder Women: Agreeableness and the Gender Wage Gap in Initial Career Stage (S. Wang, Y. Yao and L. Chen).
  • How are countries connected? (J. Wei, K. Liu and T. Chen)