Details about Yu-Chin Hsu
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Short-id: phs7
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Working Papers
2022
- Testing Monotonicity of Mean Potential Outcomes in a Continuous Treatment with High-Dimensional Data
Papers, arXiv.org
2021
- Estimation of Conditional Average Treatment Effects with High-Dimensional Data
Papers, arXiv.org View citations (11)
See also Journal Article in Journal of Business & Economic Statistics (2022)
- Inference for ROC Curves Based on Estimated Predictive Indices
Papers, arXiv.org
- Testing for Unobserved Heterogeneous Treatment Effects with Observational Data
Papers, arXiv.org
- Testing identifying assumptions in fuzzy regression discontinuity designs
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies 
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (4) Working Papers, University of Toronto, Department of Economics (2018) View citations (4) CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (3)
See also Journal Article in Quantitative Economics (2022)
2018
- Direct and indirect effects of continuous treatments based on generalized propensity score weighting
FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland View citations (3)
See also Journal Article in Journal of Applied Econometrics (2020)
- Using the Area Under an Estimated ROC Curve to Test the Adequacy of Binary Predictors
CEU Working Papers, Department of Economics, Central European University View citations (2)
See also Journal Article in Journal of Nonparametric Statistics (2019)
2017
- Analyzing the Performance of Multi-Factor Investment Strategies under Multiple Testing Framework
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
- Estimating Counterfactual Treatment Effects to Assess External Validity
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
- Internally Consistent Estimation of Nonlinear Panel Data Models with Correlated Random Effects
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
- Monotonicity Test for Local Average Treatment Effects Under Regression Discontinuity
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
- Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting
FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland View citations (4)
See also Journal Article in Journal of Econometric Methods (2019)
- Quantile Treatment Effects in Regression Discontinuity Designs with Covariates
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
2016
- Can Investing in Hedge Funds Improve Efficiency for Economically Important Investors?
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
- Multiplier Bootstrap for Empirical Processes
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (3)
- Testing Generalized Regression Monotonicity
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan 
See also Journal Article in Econometric Theory (2019)
- Testing for Treatment Effect Heterogeneity in Regression Discontinuity Design
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (3)
- The Null Distribution of the Empirical AUC for Classi ers with Estimated Parameters: a Special Case
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
2015
- Estimation and Inference for Distribution Functions and Quantile Functions in Endogenous Treatment Effect Models
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (5)
2014
- Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (1)
See also Journal Article in Journal of Econometrics (2014)
2013
- Improving the Power of Tests of Stochastic Dominance
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (8)
See also Journal Article in Econometric Reviews (2016)
- Model Selection Tests for Conditional Moment Inequality Models
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (1)
2012
- Cyclical Co-movement between Output, the Price Level, and Inflation
Working Papers, Department of Economics, University of Missouri View citations (4)
- Estimating Conditional Average Treatment Effects
CEU Working Papers, Department of Economics, Central European University View citations (4)
See also Journal Article in Journal of Business & Economic Statistics (2015)
- Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan 
See also Journal Article in Journal of Econometrics (2014)
2010
- Inverse Propensity Score Weighted Estimation of Local Average Treatment Effects and a Test of the Unconfoundedness Assumption
CEU Working Papers, Department of Economics, Central European University View citations (1)
2006
- Change-Point Estimation of Nonstationary I(d) Processes
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan 
See also Journal Article in Economics Letters (2008)
Journal Articles
2022
- Counterfactual Treatment Effects: Estimation and Inference
Journal of Business & Economic Statistics, 2022, 40, (1), 240-255
- Estimation and inference for distribution and quantile functions in endogenous treatment effect models
Econometric Reviews, 2022, 41, (1), 22-50
- Estimation of Conditional Average Treatment Effects With High-Dimensional Data
Journal of Business & Economic Statistics, 2022, 40, (1), 313-327 
See also Working Paper (2021)
- Testing identifying assumptions in fuzzy regression discontinuity designs
Quantitative Economics, 2022, 13, (1), 1-28 
See also Working Paper (2021)
2021
- Investment styles and the multiple testing of cross-sectional stock return predictability
Journal of Financial Markets, 2021, 56, (C)
- NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS
Econometric Theory, 2021, 37, (6), 1075-1099
- Quantile structural treatment effects: application to smoking wage penalty and its determinants
Econometric Reviews, 2021, 40, (2), 128-147
- Testing monotonicity of conditional treatment effects under regression discontinuity designs
Journal of Applied Econometrics, 2021, 36, (3), 346-366
2020
- A Stochastic Frontier Model with Endogenous Treatment Status and Mediator
Journal of Business & Economic Statistics, 2020, 38, (2), 243-256 View citations (6)
- Direct and indirect effects of continuous treatments based on generalized propensity score weighting
Journal of Applied Econometrics, 2020, 35, (7), 814-840 View citations (5)
See also Working Paper (2018)
2019
- Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting
Journal of Econometric Methods, 2019, 8, (1), 20 
See also Working Paper (2017)
- Robust uniform inference for quantile treatment effects in regression discontinuity designs
Journal of Econometrics, 2019, 211, (2), 589-618 View citations (7)
- TESTING GENERALIZED REGRESSION MONOTONICITY
Econometric Theory, 2019, 35, (6), 1146-1200 View citations (3)
See also Working Paper (2016)
- Testing treatment effect heterogeneity in regression discontinuity designs
Journal of Econometrics, 2019, 208, (2), 468-486 View citations (5)
- Using the area under an estimated ROC curve to test the adequacy of binary predictors
Journal of Nonparametric Statistics, 2019, 31, (1), 100-130 View citations (5)
See also Working Paper (2018)
2017
- Consistent tests for conditional treatment effects
Econometrics Journal, 2017, 20, (1), 1-22 View citations (7)
- Model‐selection tests for conditional moment restriction models
Econometrics Journal, 2017, 20, (1), 52-85 View citations (3)
2016
- Consistent tests for poverty dominance relations
Journal of Econometrics, 2016, 191, (2), 360-373 View citations (8)
- Improving the Power of Tests of Stochastic Dominance
Econometric Reviews, 2016, 35, (4), 553-585 View citations (16)
See also Working Paper (2013)
2015
- Estimating Conditional Average Treatment Effects
Journal of Business & Economic Statistics, 2015, 33, (4), 485-505 View citations (29)
See also Working Paper (2012)
- Robust hypothesis tests for M‐estimators with possibly non‐differentiable estimating functions
Econometrics Journal, 2015, 18, (1), 95-116
- Trend definition or holding strategy: What determines the profitability of candlestick charting?
Journal of Banking & Finance, 2015, 61, (C), 172-183 View citations (5)
2014
- A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing
Journal of Financial Econometrics, 2014, 12, (4), 730-755 View citations (10)
- Estimation and inference for distribution functions and quantile functions in treatment effect models
Journal of Econometrics, 2014, 178, (P3), 383-397 View citations (25)
See also Working Paper (2012)
- Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion
Statistics & Probability Letters, 2014, 95, (C), 132-138 View citations (5)
- Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
Journal of Econometrics, 2014, 181, (2), 181-193 
See also Working Paper (2014)
- Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT
Journal of Business & Economic Statistics, 2014, 32, (3), 395-415 View citations (27)
2012
- Incorporating covariates in the measurement of welfare and inequality: methods and applications
Econometrics Journal, 2012, 15, (1), C1-C30 View citations (20)
2011
- A new test for linear inequality constraints when the variance–covariance matrix depends on the unknown parameters
Economics Letters, 2011, 113, (3), 241-243 View citations (4)
2010
- Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias
Journal of Empirical Finance, 2010, 17, (3), 471-484 View citations (56)
2009
- Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
Journal of Econometrics, 2009, 150, (2), 261-270 View citations (63)
2008
- Change-point estimation of nonstationary I(d) processes
Economics Letters, 2008, 98, (2), 115-121 View citations (7)
See also Working Paper (2006)
Software Items
2022
- RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD)
Statistical Software Components, Boston College Department of Economics
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