Zhenhong Huang

About Me

I am a fourth year statistics Ph.D. student at The University of Hong Kong, where I am privileged to be advised by Prof. Jianfeng Yao and Dr. Chen Wang.

Working Papers

1. Testing Endogeneity with Many Endogenous variables
   • Presented at HKEA2023, SETA2024
2. Anderson-Rubin test with many unbalanced instruments, with Chen Wang and Jianfeng Yao, 2023
3. Confidence intervals for the signal strength in moderately high dimensional multivariate linear regression models, with Chen Wang, 2023
4. Assessing the strength of many instruments with the first-stage F and Cragg-Donald statistics, with Chen Wang and Jianfeng Yao, 2023
   • Presented at SWETA2023, IAAE2023 and AMES2023.
   • Winner of 2023 IAAE Travel Grant Award.
5. On Bekker’s Many Instruments Asymptotics, with Chen Wang and Jianfeng Yao, 2023
   • Presented at EcoStat2022.
6. Unified and robust Lagrange multiplier type tests for cross-sectional independence in large panel data models, with Zhaoyuan Li and Jianfeng Yao, 2022
   • Presented at YEAP2022.
7. Assessing Risk Spillovers with (Lasso) VAR for Expectile, with Hui-Ching Chuang, O-Chia Chuang and Zaichao Du, 2022

Work In Progress

1. Causal genetic networks analysis in CRISPR data with high dimensional mediators, with Dailin Gan
2. Endogenous Mediation Analysis With Many Weak Instruments, with Chen Wang and Jianfeng Yao
3. DeepMedIV: Semiparametric Endogenous Mediation Analysis With Deep Learning, with Dailin Gan

Talks

1. The 18th International Symposium on Econometric Theory and Applications (SETA2024), Taiwan
2. The 11th Hong Kong Economic Association Biennial Conference (HKEA2023), Hong Kong
3. The 2023 Asian Meeting of the Econometric Society in East and Southeast Asia (AMES2023), Singapore
4. The 2023 International Association for Applied Econometrics Annual Conference (IAAE2023), Oslo, Norway
5. Workshop on Econometric Theory and Applications (SWETA2023), Siena, Italy
6. The 5th International Conference on Econometrics and Statistics (EcoStat2022), Kyoto, Japan
7. The 7th Conference of Young Econometricans in Asia-Pacific (YEAP2022), Shanghai, China

Teaching Assistants

• 2020-2024:
  • STAT3606 Business Logistics (2020 Fall)
  • STAT3609 The Statistics of Investment Risk (2021 Fall, 2023 Fall)
  • STAT3908 Credibility Theory and Loss Distributions (2022 Fall)
  • STAT4608 Market Risk Analysis (2023 Spring)
  • STAT4904 Statistical Learning for Risk Modelling (2021 Spring)
  • STAT7102 Advanced Statistical Modelling (2024 Spring)
• 2017-2020:
  • Real Analysis (2018 Fall)
  • Probability theory (2019 Spring)
  • Statistics (2019 Fall)

Miscellaneous

I enjoy taking photographs including portraits, landscapes and streets. Check out my annually updated collections in ShotbyLance!