Details about Yu-Chin Hsu

Access statistics for papers by Yu-Chin Hsu.

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

Short-id: phs7

Working Papers

2022

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

2021

2. 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)
3. Inference for ROC Curves Based on Estimated Predictive Indices
   Papers, arXiv.org
4. Testing for Unobserved Heterogeneous Treatment Effects with Observational Data
   Papers, arXiv.org
5. 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

6. 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)
7. 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

8. Analyzing the Performance of Multi-Factor Investment Strategies under Multiple Testing Framework
   IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
9. Estimating Counterfactual Treatment Effects to Assess External Validity
   IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
10. Internally Consistent Estimation of Nonlinear Panel Data Models with Correlated Random Effects
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
11. Monotonicity Test for Local Average Treatment Effects Under Regression Discontinuity
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
12. 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)
13. Quantile Treatment Effects in Regression Discontinuity Designs with Covariates
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan

2016

14. Can Investing in Hedge Funds Improve Efficiency for Economically Important Investors?
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
15. Multiplier Bootstrap for Empirical Processes
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (3)
16. Testing Generalized Regression Monotonicity
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan
    See also Journal Article in Econometric Theory (2019)
17. Testing for Treatment Effect Heterogeneity in Regression Discontinuity Design
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (3)
18. 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

19. 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

20. 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

21. 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)
22. Model Selection Tests for Conditional Moment Inequality Models
    IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan View citations (1)

2012

23. Cyclical Co-movement between Output, the Price Level, and Inflation
    Working Papers, Department of Economics, University of Missouri View citations (4)
24. 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)
25. 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

26. 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

27. 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

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

2021

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

2020

9. A Stochastic Frontier Model with Endogenous Treatment Status and Mediator
   Journal of Business & Economic Statistics, 2020, 38, (2), 243-256 View citations (6)
10. 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

11. 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)
12. Robust uniform inference for quantile treatment effects in regression discontinuity designs
    Journal of Econometrics, 2019, 211, (2), 589-618 View citations (7)
13. TESTING GENERALIZED REGRESSION MONOTONICITY
    Econometric Theory, 2019, 35, (6), 1146-1200 View citations (3)
    See also Working Paper (2016)
14. Testing treatment effect heterogeneity in regression discontinuity designs
    Journal of Econometrics, 2019, 208, (2), 468-486 View citations (5)
15. 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

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

2016

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

2015

20. Estimating Conditional Average Treatment Effects
    Journal of Business & Economic Statistics, 2015, 33, (4), 485-505 View citations (29)
    See also Working Paper (2012)
21. Robust hypothesis tests for M‐estimators with possibly non‐differentiable estimating functions
    Econometrics Journal, 2015, 18, (1), 95-116
22. 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

23. A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing
    Journal of Financial Econometrics, 2014, 12, (4), 730-755 View citations (10)
24. 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)
25. 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)
26. 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)
27. 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

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

2011

29. 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

30. 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

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

2008

32. 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

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