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Details about Yu-Chin Hsu

E-mail:
Homepage:http://yuchinhsu.yolasite.com/
Phone:886-2-27822791 ext. 322
Postal address:Institute of Economics Academia Sinica 128 Academia Road, Section 2 Nankang, Taipei, 115 Taiwan
Workplace:Institute of Economics, Academia Sinica, (more information at EDIRC)

Access statistics for papers by Yu-Chin Hsu.

Last updated 2022-05-08. Update your information in the RePEc Author Service.

Short-id: phs7


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Working Papers

2022

  1. Testing Monotonicity of Mean Potential Outcomes in a Continuous Treatment with High-Dimensional Data
    Papers, arXiv.org Downloads

2021

  1. Estimation of Conditional Average Treatment Effects with High-Dimensional Data
    Papers, arXiv.org Downloads View citations (11)
    See also Journal Article in Journal of Business & Economic Statistics (2022)
  2. Inference for ROC Curves Based on Estimated Predictive Indices
    Papers, arXiv.org Downloads
  3. Testing for Unobserved Heterogeneous Treatment Effects with Observational Data
    Papers, arXiv.org Downloads
  4. Testing identifying assumptions in fuzzy regression discontinuity designs
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) Downloads View citations (4)
    Working Papers, University of Toronto, Department of Economics (2018) Downloads View citations (4)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) Downloads View citations (3)

    See also Journal Article in Quantitative Economics (2022)

2018

  1. 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 Downloads View citations (3)
    See also Journal Article in Journal of Applied Econometrics (2020)
  2. Using the Area Under an Estimated ROC Curve to Test the Adequacy of Binary Predictors
    CEU Working Papers, Department of Economics, Central European University Downloads View citations (2)
    See also Journal Article in Journal of Nonparametric Statistics (2019)

2017

  1. Analyzing the Performance of Multi-Factor Investment Strategies under Multiple Testing Framework
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan Downloads
  2. Estimating Counterfactual Treatment Effects to Assess External Validity
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan Downloads
  3. Internally Consistent Estimation of Nonlinear Panel Data Models with Correlated Random Effects
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan Downloads
  4. Monotonicity Test for Local Average Treatment Effects Under Regression Discontinuity
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan Downloads
  5. 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 Downloads View citations (4)
    See also Journal Article in Journal of Econometric Methods (2019)
  6. Quantile Treatment Effects in Regression Discontinuity Designs with Covariates
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan Downloads

2016

  1. Can Investing in Hedge Funds Improve Efficiency for Economically Important Investors?
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan Downloads
  2. Multiplier Bootstrap for Empirical Processes
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan Downloads View citations (3)
  3. Testing Generalized Regression Monotonicity
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan Downloads
    See also Journal Article in Econometric Theory (2019)
  4. Testing for Treatment Effect Heterogeneity in Regression Discontinuity Design
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan Downloads View citations (3)
  5. 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 Downloads

2015

  1. 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 Downloads View citations (5)

2014

  1. Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2014)

2013

  1. Improving the Power of Tests of Stochastic Dominance
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan Downloads View citations (8)
    See also Journal Article in Econometric Reviews (2016)
  2. Model Selection Tests for Conditional Moment Inequality Models
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan Downloads View citations (1)

2012

  1. Cyclical Co-movement between Output, the Price Level, and Inflation
    Working Papers, Department of Economics, University of Missouri Downloads View citations (4)
  2. Estimating Conditional Average Treatment Effects
    CEU Working Papers, Department of Economics, Central European University Downloads View citations (4)
    See also Journal Article in Journal of Business & Economic Statistics (2015)
  3. 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 Downloads
    See also Journal Article in Journal of Econometrics (2014)

2010

  1. 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 Downloads View citations (1)

2006

  1. Change-Point Estimation of Nonstationary I(d) Processes
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan Downloads
    See also Journal Article in Economics Letters (2008)

Journal Articles

2022

  1. Counterfactual Treatment Effects: Estimation and Inference
    Journal of Business & Economic Statistics, 2022, 40, (1), 240-255 Downloads
  2. Estimation and inference for distribution and quantile functions in endogenous treatment effect models
    Econometric Reviews, 2022, 41, (1), 22-50 Downloads
  3. Estimation of Conditional Average Treatment Effects With High-Dimensional Data
    Journal of Business & Economic Statistics, 2022, 40, (1), 313-327 Downloads
    See also Working Paper (2021)
  4. Testing identifying assumptions in fuzzy regression discontinuity designs
    Quantitative Economics, 2022, 13, (1), 1-28 Downloads
    See also Working Paper (2021)

2021

  1. Investment styles and the multiple testing of cross-sectional stock return predictability
    Journal of Financial Markets, 2021, 56, (C) Downloads
  2. NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS
    Econometric Theory, 2021, 37, (6), 1075-1099 Downloads
  3. Quantile structural treatment effects: application to smoking wage penalty and its determinants
    Econometric Reviews, 2021, 40, (2), 128-147 Downloads
  4. Testing monotonicity of conditional treatment effects under regression discontinuity designs
    Journal of Applied Econometrics, 2021, 36, (3), 346-366 Downloads

2020

  1. A Stochastic Frontier Model with Endogenous Treatment Status and Mediator
    Journal of Business & Economic Statistics, 2020, 38, (2), 243-256 Downloads View citations (6)
  2. Direct and indirect effects of continuous treatments based on generalized propensity score weighting
    Journal of Applied Econometrics, 2020, 35, (7), 814-840 Downloads View citations (5)
    See also Working Paper (2018)

2019

  1. Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting
    Journal of Econometric Methods, 2019, 8, (1), 20 Downloads
    See also Working Paper (2017)
  2. Robust uniform inference for quantile treatment effects in regression discontinuity designs
    Journal of Econometrics, 2019, 211, (2), 589-618 Downloads View citations (7)
  3. TESTING GENERALIZED REGRESSION MONOTONICITY
    Econometric Theory, 2019, 35, (6), 1146-1200 Downloads View citations (3)
    See also Working Paper (2016)
  4. Testing treatment effect heterogeneity in regression discontinuity designs
    Journal of Econometrics, 2019, 208, (2), 468-486 Downloads View citations (5)
  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 Downloads View citations (5)
    See also Working Paper (2018)

2017

  1. Consistent tests for conditional treatment effects
    Econometrics Journal, 2017, 20, (1), 1-22 Downloads View citations (7)
  2. Model‐selection tests for conditional moment restriction models
    Econometrics Journal, 2017, 20, (1), 52-85 Downloads View citations (3)

2016

  1. Consistent tests for poverty dominance relations
    Journal of Econometrics, 2016, 191, (2), 360-373 Downloads View citations (8)
  2. Improving the Power of Tests of Stochastic Dominance
    Econometric Reviews, 2016, 35, (4), 553-585 Downloads View citations (16)
    See also Working Paper (2013)

2015

  1. Estimating Conditional Average Treatment Effects
    Journal of Business & Economic Statistics, 2015, 33, (4), 485-505 Downloads View citations (29)
    See also Working Paper (2012)
  2. Robust hypothesis tests for M‐estimators with possibly non‐differentiable estimating functions
    Econometrics Journal, 2015, 18, (1), 95-116 Downloads
  3. Trend definition or holding strategy: What determines the profitability of candlestick charting?
    Journal of Banking & Finance, 2015, 61, (C), 172-183 Downloads View citations (5)

2014

  1. A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing
    Journal of Financial Econometrics, 2014, 12, (4), 730-755 Downloads View citations (10)
  2. Estimation and inference for distribution functions and quantile functions in treatment effect models
    Journal of Econometrics, 2014, 178, (P3), 383-397 Downloads View citations (25)
    See also Working Paper (2012)
  3. Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion
    Statistics & Probability Letters, 2014, 95, (C), 132-138 Downloads View citations (5)
  4. Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
    Journal of Econometrics, 2014, 181, (2), 181-193 Downloads
    See also Working Paper (2014)
  5. Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT
    Journal of Business & Economic Statistics, 2014, 32, (3), 395-415 Downloads View citations (27)

2012

  1. Incorporating covariates in the measurement of welfare and inequality: methods and applications
    Econometrics Journal, 2012, 15, (1), C1-C30 Downloads View citations (20)

2011

  1. A new test for linear inequality constraints when the variance–covariance matrix depends on the unknown parameters
    Economics Letters, 2011, 113, (3), 241-243 Downloads View citations (4)

2010

  1. 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 Downloads View citations (56)

2009

  1. Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
    Journal of Econometrics, 2009, 150, (2), 261-270 Downloads View citations (63)

2008

  1. Change-point estimation of nonstationary I(d) processes
    Economics Letters, 2008, 98, (2), 115-121 Downloads View citations (7)
    See also Working Paper (2006)

Software Items

2022

  1. 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 Downloads
 
Page updated 2022-05-27