Publications

  • 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 andJ. 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).