Curriculum Vitae

Chien-Ho Wang

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Contract address:

Department of Economics

National Taipei University

3F36 Social Sciences Building

151, University  Road

San Shia district, New Taipei city, 23741

Taiwan, ROC

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Phone: 886-2-86747111 ext. 67172

Fax: 886-2-2673-9727

E-mail: wangchi3 at mail dot ntpu dot edu dot tw

Homepage: http://web.ntpu.edu.tw/~wangchi3

Education:

Ph.D. , Economics (2003), Michigan State University, East Lansing, Michigan, USA

    Dissertation title: Essays on nonlinear transformations of nonstationary time series

    Main advisor: Robert M. de Jong

    Committees: Richard Baillie, Peter Schmidt, Jeffrey Wooldridge

M.S., Economics (1997), University of Illinois at Urbana-Champaign, Urbana, Illinois, USA

B.A., Economics (1991), Chinese Culture University, Taipei City, Taiwan ROC.

Current Position:

February 2015-now, Associate Professor, Department of Economics, National Taipei University

Experience

August 2003 - January 2015, Assistant Professor, Department of Economics, National Taipei University

September 2007, Visiting Scholar, Department of Economics, Ohio State University

Summer 2004, Visiting Scholar, Department of Economics, Ohio State University

Publications:

1. Chen Wan-Jiun and Wang, Chien-Ho (2020). A General Cross-Country Panel Analysis for the Effects of Capitals and Energy, on Economic Growth and Carbon Dioxide Emissions. Sustainability, 12,5916. (SSCI)

2.Wang, Chien-Ho, Shu-Hui Lin, Chang-Ching Lin and Hung-Yu Lai (2020). A new dynamic hedging model with futures:the Kalman filter error-correction model. Journal of Risk, 22 (4), 61-78. (SSCI)

3.Wang, Chien-Ho, Ming-Hui Ko and Wan-Jiun Chen (2019). Effects of Kyoto Protocol on CO2 Emissions: A Five-Country Rolling Regression Analysis. Sustainability, 11,744. (SSCI)

4. Shu-Hui Lin, Chien-Ho Wang, Tsai-Ching Liu, Chin-Shyan Chen (2015). Stroke: a Hidden Danger of Margin Trading in Stock Markets. Journal of Urban Health, 92 (5), 995-1006. (SCI)

5. Wang, Chien-Ho, Chin-Shyan Chen, Chung-Liang Lin (2014). The threat of Asian dust storms on asthma patients: a population-based study in Taiwan. Global Public Health, 9(9),1040-52. (SSCI)

6. Wang, Chien-Ho (2014). Note on fully modified estimation for three-regime threshold cointegration model. Theoretical Economics Letters, 4(6), 506-512. (Econlit)

7. Wang, Chien-Ho, Robert M. de Jong (2013). Asymptotics for weighted periodic transformations of integrated time series. International Journal of Statistics and Economics, 11, 14-30 . (JEL; EconLit)

8. Wang, Chien-Ho, Robert M. de Jong (2013). Unit root tests when the data are a trigonometric transformation of an integrated process. South African Statistical Journal, 47(2), 83-90. (CIS)

9. Wang, Chien-Ho (2012). Further results on convergence for nonlinear transformations of fractional integrated time series. Theoretical Economics Letters, 2(4), 408-411.(Econlit)

10. de Jong Robert M. and Chien-Ho Wang (2005): ˇ§Further Results on the Asymptotics for Nonlinear Transformations of Integrated Time Seriesˇ¨, Econometric Theory, 21, 413-430 (SSCI, Econlit)

Working papers:

"High Intraday Volatility in the Stock Market is Likely to Damage the Health of Your Heart" (with Shu-Hui Lin, Chien-Ho Wang, Tsai-Ching Liu, Chin-Shyan Chen), submitted, May 2020.

 "Intraday arbitrage opportunities of basis trading in current futures markets: an application of the threshold autoregressive model" (with Wen-Chung Guo), May 2014.

"The effect of prenatal care use on birth outcome" (with Chin-Shyan Chen), February 2014.

"Panel threshold model with endogenous threshold variables", (with Shih-Chang Eric Lin), February 2012.

"Correlation robust threshold unit root tests", (with Robert M. de Jong and Youngsoo Bae), February 2007.

Conferences and Seminars:

1.        "Correlation robust threshold unit root tests", IAAE conference, Thessaloniki, Greece June 25, 2015.

2.        "Fact or Fiction: The relationship between carbon linkage and carbon dioxide environmental Kuznets curve ", 20th International panel data conference, Tokyo, Japan, July 10, 2014.

3.        "Intraday arbitrage opportunities of basis trading in current futures markets: an application of the threshold autoregressive model", SETA meeting paper, Taipei, Taiwan ROC, May 29, 2014.

4.        "New dynamic hedging model with futures: Kalman filter error correction model", European financial management association annual meeting, Far Eastern meeting of Econometric society, Singapore, July, 2013.

5.        "A new dynamic hedging model with futures: Kalman filter error correction model", European financial management association annual meeting, Barcelona, Spain, June 28, 2012.

6.        "A new dynamic hedging model with futures: Kalman filter error correction model", Taiwan economics association annual meeting, Taipei city, Taiwan ROC, December 18, 2010.

7.        "A new dynamic hedging model with futures: Kalman filter error correction model", Taiwan econometric society annual meeting, Taipei city, Taiwan ROC, October 30, 2010.

8.        "Panel threshold regression models with endogenous threshold variables", 16th International Panel Data Conference, Amsterdam, Netherlands, July 04, 2010.

9.        "Panel threshold regression models with endogenous threshold variables", SETA meeting, Singapore May 01, 2010.

10.     "Asymptotics for scaled periodic transformations of integrated time series", Far Eastern meeting of Econometric society, Tokyo, Japan, August 03, 2009

11.     "Estimation of growth convergence using common correlated effects approach", The tenth annual conference on empirical economics, Chiayi, Taiwan, May 23, 2009.

12.     "Unit root tests when the data are a trigonometric transformation of an integrated process", Econometric Society North America Summer meeting paper, Pittsburgh, PA USA, June 20, 2008.

13.     "Asymptotics for scaled periodic transformations of integrated time series", The 2008 International Symposium on Recent Developments of Time Series Econometrics meeting paper, Xiaman China, May 10, 2008.

14.     "Correlation robust threshold unit root tests", 2007 International Conference of Multiple Decision Theory, Statistical Inference and Applications in honor of Professor Deng-Yuan Huang, Taipei county, Taiwan, December 28, 2007.

15.     "Unit root tests when the data are a trigonometric transformation of an integrated process", Far Eastern Econometric Society meeting paper, Taipei City, Taiwan, July 13, 2007.

16.     "Correlation robust threshold unit root tests", SETA meeting paper, HongKong April 14, 2007.

17.     "Correlation robust threshold unit root tests", Econometric society Far Eastern meeting paper, Beijing, Mainland China July 12, 2006.

18.     "Correlation robust unit root tests", Econometric society world congress paper, London, England August 19, 2005.

19.     "Correlation robust unit root tests", Seminar, Institute of Economics, Academia Sinica, Taiwan, September 21, 2004.

20.     "Asymptotic Properties of Threshold Unit Root Tests",  Workshop on Econometric Theory and Applications, Institute of Economics, Academia Sinica, Taiwan, April 24, 2004.

21.     "Further Results on the Asymptotics for Nonlinear Transformations of Integrated Time Series", Econometric Society North American Meeting Paper, Washington D.C. January 04, 2003 (Presented by coauthor.).

22.     "Further Results on the Asymptotics for Nonlinear Transformations of Integrated Time Series.", Midwest Econometric Study Group Annual Meeting, Ohio State University, October 18, 2002.

23.     "Further Results on the Asymptotics for Nonlinear Transformations of Integrated Time Series.",  Econometric Seminars, Michigan State University, October 17, 2002.

24.     "Further Results on the Asymptotics for Nonlinear Transformations of Integrated Time Series.",  Workshop on Econometric Theory and Applications, Institute of Economics, Academia Sinica, Taiwan, September 27, 2002.

25.     "Convergence for integrable and asymptotically homogeneous functions of integrated processes.", Econometric Seminars, Michigan State University, October 18, 2001.

Research interests:

Applied econometrics, Econometric theory, Nonlinear time series models, Health economics, International economics.

Awards: 

Computer Skills:

C, Eviews, Gauss, LaTex, Minitab, MS Office, RATS, SAS, Shazam, S-plus, SPSS, Stata

Referee:

Academia Economics paper; Economic modeling; Econometric theory; Economics Bulletin; Journal of Econometrics; Journal of Money, Credit and Banking; Taiwan Economic inquiry.

Professional Origination:

Econometric Society, The American Economics Association, Taiwan Econometric Society, Taiwan Economics Association.

My Student Placements (in Chinese):

Master of Arts Students

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