Details about Yu-Chin Hsu
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Short-id: phs7
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Working Papers
2024
- A Sharp Test for the Judge Leniency Design
NBER Working Papers, National Bureau of Economic Research, Inc 
Also in Papers, arXiv.org (2024)
Working Papers, University of Toronto, Department of Economics (2024)
2023
- Doubly Robust Estimation of Direct and Indirect Quantile Treatment Effects with Machine Learning
Papers, arXiv.org
- Subvector inference for Varying Coefficient Models with Partial Identification
Working Papers, University of Toronto, Department of Economics
- Testing Identification Conditions of LATE in Fuzzy Regression Discontinuity Designs
Working Papers, University of Toronto, Department of Economics
See also Journal Article Testing identification conditions of LATE in fuzzy regression discontinuity designs, Journal of Econometrics, Elsevier (2024) (2024)
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 Estimation of Conditional Average Treatment Effects With High-Dimensional Data, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) View citations (19) (2022)
- Inference for ROC Curves Based on Estimated Predictive Indices
Papers, arXiv.org View citations (1)
- Testing for Unobserved Heterogeneous Treatment Effects with Observational Data
Papers, arXiv.org
See also Journal Article TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA, Econometric Theory, Cambridge University Press (2023) (2023)
- Testing identifying assumptions in fuzzy regression discontinuity designs
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (2)
Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2019) View citations (5)
Working Papers, University of Toronto, Department of Economics (2018) View citations (5)
CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (4)
See also Journal Article Testing identifying assumptions in fuzzy regression discontinuity designs, Quantitative Economics, Econometric Society (2022) View citations (5) (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 (5)
See also Journal Article Direct and indirect effects of continuous treatments based on generalized propensity score weighting, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020) View citations (9) (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 Using the area under an estimated ROC curve to test the adequacy of binary predictors, Journal of Nonparametric Statistics, Taylor & Francis Journals (2019) View citations (7) (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
- Do Cross-Sectional Stock Return Predictors Pass the Test without Data-Snooping Bias?
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (1)
- 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 (5)
See also Journal Article Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting, Journal of Econometric Methods, De Gruyter (2019) View citations (1) (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
- Distribution and Quantile Structural Functions in Treatment Effect Models: Application to Smoking Effects on Wages
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (1)
- Multiplier Bootstrap for Empirical Processes
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (6)
- Testing Generalized Regression Monotonicity
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (5)
See also Journal Article TESTING GENERALIZED REGRESSION MONOTONICITY, Econometric Theory, Cambridge University Press (2019) View citations (15) (2019)
- Testing for Treatment Effect Heterogeneity in Regression Discontinuity Design
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (6)
- 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
- A Stochastic Frontier Model with an Effect Stochastic Frontier Models with Endogenous Selection
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (1)
- Consistent Tests for Conditional Treatment Effects
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
See also Journal Article Consistent tests for conditional treatment effects, Econometrics Journal, Royal Economic Society (2017) View citations (12) (2017)
- Consistent Tests for Poverty Dominance Relations
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
See also Journal Article Consistent tests for poverty dominance relations, Journal of Econometrics, Elsevier (2016) View citations (9) (2016)
- 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)
- Trend Definition or Holding Strategy: What Determines the Profitability of Candlestick Technical Trading Strategies?
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (2)
2014
- Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (8)
See also Journal Article Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion, Statistics & Probability Letters, Elsevier (2014) View citations (10) (2014)
- Robust Hypothesis Tests for M-Estimators with Possibly Non-differentiable Estimating Functions
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (1)
See also Journal Article Robust hypothesis tests for M‐estimators with possibly non‐differentiable estimating functions, Econometrics Journal, Royal Economic Society (2015) (2015)
- 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 Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix, Journal of Econometrics, Elsevier (2014) (2014)
2013
- A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
See also Journal Article A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing, Journal of Financial Econometrics, Oxford University Press (2014) View citations (11) (2014)
- Improving the Power of Tests of Stochastic Dominance
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (10)
See also Journal Article Improving the Power of Tests of Stochastic Dominance, Econometric Reviews, Taylor & Francis Journals (2016) View citations (37) (2016)
- Model Selection Tests for Conditional Moment Inequality Models
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (4)
2012
- Cyclical Co-movement between Output, the Price Level, and Inflation
Working Papers, Department of Economics, University of Missouri View citations (8)
- Estimating Conditional Average Treatment Effects
CEU Working Papers, Department of Economics, Central European University View citations (4)
See also Journal Article Estimating Conditional Average Treatment Effects, Journal of Business & Economic Statistics, Taylor & Francis Journals (2015) View citations (62) (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 Estimation and inference for distribution functions and quantile functions in treatment effect models, Journal of Econometrics, Elsevier (2014) View citations (50) (2014)
- Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT
IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (6)
See also Journal Article Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT, Journal of Business & Economic Statistics, Taylor & Francis Journals (2014) View citations (40) (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 Change-point estimation of nonstationary I(d) processes, Economics Letters, Elsevier (2008) View citations (7) (2008)
Journal Articles
2024
- Non-representative sampled networks: Estimation of network structural properties by weighting
Journal of Econometrics, 2024, 240, (1) View citations (2)
- Retrieving almost stochastic Dominance momentum in Taiwan stock market
Pacific-Basin Finance Journal, 2024, 83, (C) View citations (1)
- Testing identification conditions of LATE in fuzzy regression discontinuity designs
Journal of Econometrics, 2024, 241, (1)
See also Working Paper Testing Identification Conditions of LATE in Fuzzy Regression Discontinuity Designs, Working Papers (2023) (2023)
2023
- TESTING FOR UNOBSERVED HETEROGENEOUS TREATMENT EFFECTS WITH OBSERVATIONAL DATA
Econometric Theory, 2023, 39, (3), 582-622
See also Working Paper Testing for Unobserved Heterogeneous Treatment Effects with Observational Data, Papers (2021) (2021)
2022
- Counterfactual Treatment Effects: Estimation and Inference
Journal of Business & Economic Statistics, 2022, 40, (1), 240-255 View citations (4)
- 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 View citations (19)
See also Working Paper Estimation of Conditional Average Treatment Effects with High-Dimensional Data, Papers (2021) View citations (11) (2021)
- Testing identifying assumptions in fuzzy regression discontinuity designs
Quantitative Economics, 2022, 13, (1), 1-28 View citations (5)
See also Working Paper Testing identifying assumptions in fuzzy regression discontinuity designs, CeMMAP working papers (2021) View citations (2) (2021)
- Two-step series estimation and specification testing of (partially) linear models with generated regressors
Econometric Reviews, 2022, 41, (9), 985-1007
2021
- Investment styles and the multiple testing of cross-sectional stock return predictability
Journal of Financial Markets, 2021, 56, (C) View citations (1)
- NONLINEAR PANEL DATA MODELS WITH DISTRIBUTION-FREE CORRELATED RANDOM EFFECTS
Econometric Theory, 2021, 37, (6), 1075-1099 View citations (3)
- Partial effects in non-linear panel data models with correlated random effects
The Econometrics Journal, 2021, 24, (3), 519-535 View citations (7)
- Quantile structural treatment effects: application to smoking wage penalty and its determinants
Econometric Reviews, 2021, 40, (2), 128-147 View citations (1)
- Testing monotonicity of conditional treatment effects under regression discontinuity designs
Journal of Applied Econometrics, 2021, 36, (3), 346-366 View citations (1)
2020
- A Stochastic Frontier Model with Endogenous Treatment Status and Mediator
Journal of Business & Economic Statistics, 2020, 38, (2), 243-256 View citations (11)
- Direct and indirect effects of continuous treatments based on generalized propensity score weighting
Journal of Applied Econometrics, 2020, 35, (7), 814-840 View citations (9)
See also Working Paper Direct and indirect effects of continuous treatments based on generalized propensity score weighting, FSES Working Papers (2018) View citations (5) (2018)
2019
- Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting
Journal of Econometric Methods, 2019, 8, (1), 20 View citations (1)
See also Working Paper Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting, FSES Working Papers (2017) View citations (5) (2017)
- Robust uniform inference for quantile treatment effects in regression discontinuity designs
Journal of Econometrics, 2019, 211, (2), 589-618 View citations (15)
- TESTING GENERALIZED REGRESSION MONOTONICITY
Econometric Theory, 2019, 35, (6), 1146-1200 View citations (15)
See also Working Paper Testing Generalized Regression Monotonicity, IEAS Working Paper : academic research (2016) View citations (5) (2016)
- Testing treatment effect heterogeneity in regression discontinuity designs
Journal of Econometrics, 2019, 208, (2), 468-486 View citations (17)
- 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 (7)
See also Working Paper Using the Area Under an Estimated ROC Curve to Test the Adequacy of Binary Predictors, CEU Working Papers (2018) View citations (2) (2018)
2017
- Consistent tests for conditional treatment effects
Econometrics Journal, 2017, 20, (1), 1-22 View citations (12)
See also Working Paper Consistent Tests for Conditional Treatment Effects, IEAS Working Paper : academic research (2015) (2015)
- Model‐selection tests for conditional moment restriction models
Econometrics Journal, 2017, 20, (1), 52-85 View citations (9)
2016
- Consistent tests for poverty dominance relations
Journal of Econometrics, 2016, 191, (2), 360-373 View citations (9)
See also Working Paper Consistent Tests for Poverty Dominance Relations, IEAS Working Paper : academic research (2015) (2015)
- Improving the Power of Tests of Stochastic Dominance
Econometric Reviews, 2016, 35, (4), 553-585 View citations (37)
See also Working Paper Improving the Power of Tests of Stochastic Dominance, IEAS Working Paper : academic research (2013) View citations (10) (2013)
2015
- Estimating Conditional Average Treatment Effects
Journal of Business & Economic Statistics, 2015, 33, (4), 485-505 View citations (62)
See also Working Paper Estimating Conditional Average Treatment Effects, CEU Working Papers (2012) View citations (4) (2012)
- Robust hypothesis tests for M‐estimators with possibly non‐differentiable estimating functions
Econometrics Journal, 2015, 18, (1), 95-116
See also Working Paper Robust Hypothesis Tests for M-Estimators with Possibly Non-differentiable Estimating Functions, IEAS Working Paper : academic research (2014) View citations (1) (2014)
- Trend definition or holding strategy: What determines the profitability of candlestick charting?
Journal of Banking & Finance, 2015, 61, (C), 172-183 View citations (8)
2014
- A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing
Journal of Financial Econometrics, 2014, 12, (4), 730-755 View citations (11)
See also Working Paper A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing, IEAS Working Paper : academic research (2013) (2013)
- Estimation and inference for distribution functions and quantile functions in treatment effect models
Journal of Econometrics, 2014, 178, (P3), 383-397 View citations (50)
See also Working Paper Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models, IEAS Working Paper : academic research (2012) (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 (10)
See also Working Paper Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion, IEAS Working Paper : academic research (2014) View citations (8) (2014)
- Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
Journal of Econometrics, 2014, 181, (2), 181-193
See also Working Paper Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix, IEAS Working Paper : academic research (2014) View citations (1) (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 (40)
See also Working Paper Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT, IEAS Working Paper : academic research (2012) View citations (6) (2012)
2012
- Incorporating covariates in the measurement of welfare and inequality: methods and applications
Econometrics Journal, 2012, 15, (1), C1-C30 View citations (25)
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 (6)
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 (71)
2009
- Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
Journal of Econometrics, 2009, 150, (2), 261-270 View citations (104)
2008
- Change-point estimation of nonstationary I(d) processes
Economics Letters, 2008, 98, (2), 115-121 View citations (7)
See also Working Paper Change-Point Estimation of Nonstationary I(d) Processes, IEAS Working Paper : academic research (2006) (2006)
Chapters
2022
- The Use of Machine Learning in Treatment Effect Estimation
Springer View citations (3)
2012
- Cyclical Co-Movement Between Output, the Price-Level, and the Inflation Rate
A chapter in 30th Anniversary Edition, 2012, pp 359-384 View citations (1)
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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