| Nonparametric estimation in large panels with cross-sectional dependence X Huang Econometric Reviews 32 (5-6), 754-777, 2013 | 33 | 2013 |
| Leverage and asymmetric volatility: The firm-level evidence J Ericsson, X Huang, S Mazzotta Journal of Empirical Finance 38, 1-21, 2016 | 23 | 2016 |
| Panel vector autoregression under cross‐sectional dependence X Huang The Econometrics Journal 11 (2), 219-243, 2008 | 14 | 2008 |
| Quasi‐maximum likelihood estimation of discretely observed diffusions X Huang The Econometrics Journal 14 (2), 241-256, 2011 | 8 | 2011 |
| Finite sample properties of FGLS estimator for random-effects model under non-normality A Ullah, X Huang Contributions to Economic Analysis 274, 67-89, 2006 | 7 | 2006 |
| Quasi-maximum likelihood estimation of multivariate diffusions X Huang Studies in Nonlinear Dynamics and Econometrics 17 (2), 179-197, 2013 | 6 | 2013 |
| Leverage and asymmetric volatility: The firm level evidence J Ericsson, X Huang, S Mazzotta Available at SSRN 964447, 2007 | 6 | 2007 |
| Local composite quantile regression for regression discontinuity X Huang, Z Zhan Journal of Business & Economic Statistics 40 (4), 1863-1875, 2022 | 4 | 2022 |
| Machine-learning techniques involving monotonic recurrent neural networks J Boardman, X Huang US Patent App. 17/094,262, 2022 | 3 | 2022 |
| Integrated Gradients is a Nonlinear Generalization of the Industry Standard Approach to Variable Attribution for Credit Risk Models J Boardman, MS Alam, X Huang, Y Xie 2022 IEEE International Conference on Big Data (Big Data), 5012-5023, 2022 | 2 | 2022 |
| Applications of Integrated Gradients in Credit Risk Modeling MS Alam, J Boardman, X Huang, M Turner 2022 IEEE International Conference on Big Data (Big Data), 4997-5005, 2022 | 2 | 2022 |
| Towards Profitability: A Profit-Sensitive Multinomial Logistic Regression for Credit Scoring in Peer-to-Peer Lending Y Wang, XS Ni, X Huang Proceedings of the Future Technologies Conference, 696-718, 2022 | 1 | 2022 |
| Local Composite Quantile Regression Smoothing: A Flexible Data Structure And Cross-Validation X Huang, Z Lin Econometric Theory 37 (3), 613-631, 2021 | 1 | 2021 |
| Dynamic Panels, Cross Sectional Correlation, and Arbitrage in Equities Market X Huang Cross Sectional Correlation, and Arbitrage in Equities Market (April 15, 2016), 2016 | 1 | 2016 |
| Panel vector autoregression under cross sectional dependence X Huang Working paper. University of California, Riverside, 2004 | 1 | 2004 |
| Does Health Behavior Change After Diagnosis? Evidence From Fuzzy Regression Discontinuity X Huang, Z Zhan Journal of Econometric Methods, 2023 | | 2023 |
| Composite Quantile Factor Models X Huang arXiv preprint arXiv:2308.02450, 2023 | | 2023 |
| Boosted p-Values for High-Dimensional Vector Autoregression X Huang arXiv preprint arXiv:2211.02215, 2022 | | 2022 |
| Techniques for prediction models using time series data X Huang, Y Wang US Patent App. 17/218,161, 2022 | | 2022 |
| Lassoed Boosting and Linear Prediction in Equities Market X Huang arXiv preprint arXiv:2112.08934, 2021 | | 2021 |
