Yu-Chin Hsu
Personal Details
First Name: | Yu-Chin |
Middle Name: | |
Last Name: | Hsu |
Suffix: | |
RePEc Short-ID: | phs7 |
[This author has chosen not to make the email address public] | |
http://yuchinhsu.yolasite.com/ | |
Institute of Economics Academia Sinica 128 Academia Road, Section 2 Nankang, Taipei, 115 Taiwan | |
886-2-27822791 ext. |
Affiliation
Institute of Economics
Academia Sinica
Taipei, Taiwanhttp://www.econ.sinica.edu.tw/
RePEc:edi:sinictw (more details at EDIRC)
Research output
Jump to: Working papers Articles Software ChaptersWorking papers
- Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifi'e & Yuanyuan Wan, 2024.
"A Sharp Test for the Judge Leniency Design,"
Papers
2405.06156, arXiv.org.
- Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifie & Yuanyuan Wan, 2024. "A Sharp Test for the Judge Leniency Design," Working Papers tecipa-774, University of Toronto, Department of Economics.
- Mohamed Coulibaly & Yu-Chin Hsu & Ismael Mourifié & Yuanyuan Wan, 2024. "A Sharp Test for the Judge Leniency Design," NBER Working Papers 32456, National Bureau of Economic Research, Inc.
- Yu-Chin Hsu & Martin Huber & Yu-Min Yen, 2023. "Doubly Robust Estimation of Direct and Indirect Quantile Treatment Effects with Machine Learning," Papers 2307.01049, arXiv.org.
- Yu-Chin Hsu & Ji-Liang Shiu & Yuanyuan Wan, 2023.
"Testing Identification Conditions of LATE in Fuzzy Regression Discontinuity Designs,"
Working Papers
tecipa-761, University of Toronto, Department of Economics.
- Hsu, Yu-Chin & Shiu, Ji-Liang & Wan, Yuanyuan, 2024. "Testing identification conditions of LATE in fuzzy regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 241(1).
- Shengjie Hong & Yu-Chin Hsu & Yuanyuan Wan, 2023. "Subvector inference for Varying Coefficient Models with Partial Identification," Working Papers tecipa-756, University of Toronto, Department of Economics.
- Yu-Chin Hsu & Martin Huber & Ying-Ying Lee & Chu-An Liu, 2021. "Testing Monotonicity of Mean Potential Outcomes in a Continuous Treatment with High-Dimensional Data," Papers 2106.04237, arXiv.org, revised Aug 2022.
- Yu-Chin Hsu & Robert P. Lieli, 2021. "Inference for ROC Curves Based on Estimated Predictive Indices," Papers 2112.01772, arXiv.org.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2019.
"Testing identifying assumptions in fuzzy regression discontinuity designs,"
CeMMAP working papers
CWP10/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yoichi Arai & Yu‐Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2022. "Testing identifying assumptions in fuzzy regression discontinuity designs," Quantitative Economics, Econometric Society, vol. 13(1), pages 1-28, January.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifie & Yuanyuan Wan, 2018. "Testing Identifying Assumptions In Fuzzy Regression Discontinuity Designs," Working Papers tecipa-623, University of Toronto, Department of Economics.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2021. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP16/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2018. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP50/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Qingliang Fan & Yu-Chin Hsu & Robert P. Lieli & Yichong Zhang, 2019.
"Estimation of Conditional Average Treatment Effects with High-Dimensional Data,"
Papers
1908.02399, arXiv.org, revised Jul 2021.
- Qingliang Fan & Yu-Chin Hsu & Robert P. Lieli & Yichong Zhang, 2022. "Estimation of Conditional Average Treatment Effects With High-Dimensional Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 313-327, January.
- Yu-Chin Hsu & Ta-Cheng Huang & Haiqing Xu, 2018.
"Testing for Unobserved Heterogeneous Treatment Effects with Observational Data,"
Papers
1803.07514, arXiv.org, revised Aug 2021.
- Hsu, Yu-Chin & Huang, Ta-Cheng & Xu, Haiqing, 2023. "Testing For Unobserved Heterogeneous Treatment Effects With Observational Data," Econometric Theory, Cambridge University Press, vol. 39(3), pages 582-622, June.
- Hsu, Yu-Chin & Huber, Martin & Lee, Ying-Ying & Pipoz, Layal, 2018.
"Direct and indirect effects of continuous treatments based on generalized propensity score weighting,"
FSES Working Papers
495, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Martin Huber & Yu‐Chin Hsu & Ying‐Ying Lee & Layal Lettry, 2020. "Direct and indirect effects of continuous treatments based on generalized propensity score weighting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 814-840, November.
- Robert Pal Lieli & Yu-Chin Hsu, 2018.
"Using the Area Under an Estimated ROC Curve to Test the Adequacy of Binary Predictors,"
CEU Working Papers
2018_1, Department of Economics, Central European University.
- Robert P. Lieli & Yu-Chin Hsu, 2019. "Using the area under an estimated ROC curve to test the adequacy of binary predictors," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 31(1), pages 100-130, January.
- Yu-Chin Hsu & Shu Shen, 2017. "Monotonicity Test for Local Average Treatment Effects Under Regression Discontinuity," IEAS Working Paper : academic research 17-A010, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Yu-Chin Hsu & Chung-Ming Kuan & Giorgio Teng-Yu Lo, 2017. "Quantile Treatment Effects in Regression Discontinuity Designs with Covariates," IEAS Working Paper : academic research 17-A009, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Yu-Chin Hsu & Hsiou-Wei Lin & Kendro Vincent, 2017. "Analyzing the Performance of Multi-Factor Investment Strategies under Multiple Testing Framework," IEAS Working Paper : academic research 17-A001, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Hsu, Yu-Chin & Huber, Martin & Lai, Tsung Chih, 2017.
"Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting,"
FSES Working Papers
482, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Hsu Yu-Chin & Huber Martin & Lai Tsung-Chih, 2019. "Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-20, January.
- Yu-Chin Hsu & Ji-Liang Shiu, 2017. "Internally Consistent Estimation of Nonlinear Panel Data Models with Correlated Random Effects," IEAS Working Paper : academic research 17-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Yu-Chin Hsu & Tsung-Chih Lai & Robert P. Lieli, 2017. "Estimating Counterfactual Treatment Effects to Assess External Validity," IEAS Working Paper : academic research 17-A011, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Yu-Chin Hsu & Hsiou-Wei Lin & Kendro Vincent, 2017. "Do Cross-Sectional Stock Return Predictors Pass the Test without Data-Snooping Bias?," IEAS Working Paper : academic research 17-A003, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Yu-Chin Hsu & Shu Shen, 2016. "Testing for Treatment Effect Heterogeneity in Regression Discontinuity Design," IEAS Working Paper : academic research 16-A005, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Yu-Chin Hsu, 2016. "Multiplier Bootstrap for Empirical Processes," IEAS Working Paper : academic research 16-A010, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Yu-Chin Hsu & Chu-An Liu & Xiaoxia Shi, 2016.
"Testing Generalized Regression Monotonicity,"
IEAS Working Paper : academic research
16-A009, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Hsu, Yu-Chin & Liu, Chu-An & Shi, Xiaoxia, 2019. "Testing Generalized Regression Monotonicity," Econometric Theory, Cambridge University Press, vol. 35(6), pages 1146-1200, December.
- Yu-Chin Hsu & Rachel J. Huang & Larry Y. Tzeng & Christine W. Wang, 2016. "Can Investing in Hedge Funds Improve Efficiency for Economically Important Investors?," IEAS Working Paper : academic research 16-A006, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Robert P. Lieli & Yu-Chin Hsu, 2016. "The Null Distribution of the Empirical AUC for Classi ers with Estimated Parameters: a Special Case," IEAS Working Paper : academic research 16-A007, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Yu-Chin Hsu & Kamhon Kan & Tsung-Chih Lai, 2015. "Distribution and Quantile Structural Functions in Treatment Effect Models: Application to Smoking Effects on Wages," IEAS Working Paper : academic research 15-A001, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised Apr 2016.
- Garry F. Barrett & Stephen G. Donald & Yu-Chin Hsu, 2015.
"Consistent Tests for Poverty Dominance Relations,"
IEAS Working Paper : academic research
15-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Barrett, Garry F. & Donald, Stephen G. & Hsu, Yu-Chin, 2016. "Consistent tests for poverty dominance relations," Journal of Econometrics, Elsevier, vol. 191(2), pages 360-373.
- Yu-Chin Hsu & Robert P. Lieli & Tsung-Chih Lai, 2015. "Estimation and Inference for Distribution Functions and Quantile Functions in Endogenous Treatment Effect Models," IEAS Working Paper : academic research 15-A003, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Wei-Ming Lee & Yu-Chin Hsu & Chung-Ming Kuan, 2014.
"Robust Hypothesis Tests for M-Estimators with Possibly Non-differentiable Estimating Functions,"
IEAS Working Paper : academic research
14-A004, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised Oct 2014.
- Wei‐Ming Lee & Yu‐Chin Hsu & Chung‐Ming Kuan, 2015. "Robust hypothesis tests for M‐estimators with possibly non‐differentiable estimating functions," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 95-116, February.
- Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli, 2014.
"Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion,"
IEAS Working Paper : academic research
14-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised Aug 2014.
- Donald, Stephen G. & Hsu, Yu-Chin & Lieli, Robert P., 2014. "Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion," Statistics & Probability Letters, Elsevier, vol. 95(C), pages 132-138.
- Yi-Ting Chen & Yu-Chin Hsu & Hung-Jen Wang, 2014. "A Stochastic Frontier Model with an Effect Stochastic Frontier Models with Endogenous Selection," IEAS Working Paper : academic research 14-A006, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised Sep 2015.
- Tsung-Hsun Lu & Yi-Chi Chen & Yu-Chin Hsu, 2014. "Trend Definition or Holding Strategy: What Determines the Profitability of Candlestick Technical Trading Strategies?," IEAS Working Paper : academic research 14-A010, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised Jul 2015.
- Wei-Ming Lee & Chung-Ming Kuan & Yu-Chin Hsu, 2014.
"Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix,"
IEAS Working Paper : academic research
14-A001, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Lee, Wei-Ming & Kuan, Chung-Ming & Hsu, Yu-Chin, 2014. "Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix," Journal of Econometrics, Elsevier, vol. 181(2), pages 181-193.
- Wei-Ming Lee & Chung-Ming Kuan, 2006. "Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix," IEAS Working Paper : academic research 06-A009, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Yu-Chin Hsu & Xiaoxia Shi, 2013. "Model Selection Tests for Conditional Moment Inequality Models," IEAS Working Paper : academic research 13-A004, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen, 2013.
"A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing,"
IEAS Working Paper : academic research
13-A001, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen, 2014. "A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing," Journal of Financial Econometrics, Oxford University Press, vol. 12(4), pages 730-755.
- Yu-Chin Hsu, 2013.
"Consistent Tests for Conditional Treatment Effects,"
IEAS Working Paper : academic research
13-A003, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised Sep 2015.
- Yu‐Chin Hsu, 2017. "Consistent tests for conditional treatment effects," Econometrics Journal, Royal Economic Society, vol. 20(1), pages 1-22, February.
- Jason Abrevaya & Yu-Chin Hsu & Robert P. Lieli, 2012.
"Estimating Conditional Average Treatment Effects,"
CEU Working Papers
2012_16, Department of Economics, Central European University, revised 20 Jul 2012.
- Jason Abrevaya & Yu-Chin Hsu & Robert P. Lieli, 2015. "Estimating Conditional Average Treatment Effects," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 485-505, October.
- Joseph Haslag & Yu-Chin Hsu, 2012. "Cyclical Co-movement between Output, the Price Level, and Inflation," Working Papers 1203, Department of Economics, University of Missouri.
- Stephen G. Donald & Yu-Chin Hsu, 2012.
"Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models,"
IEAS Working Paper : academic research
12-A016, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Donald, Stephen G. & Hsu, Yu-Chin, 2014. "Estimation and inference for distribution functions and quantile functions in treatment effect models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 383-397.
- Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli, 2012.
"Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT,"
IEAS Working Paper : academic research
12-A017, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli, 2014. "Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(3), pages 395-415, July.
- Stephen G. Donald & Yu-Chin Hsu, 2012.
"Improving the Power of Tests of Stochastic Dominance,"
IEAS Working Paper : academic research
12-A015, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised Jun 2013.
- Stephen G. Donald & Yu-Chin Hsu, 2016. "Improving the Power of Tests of Stochastic Dominance," Econometric Reviews, Taylor & Francis Journals, vol. 35(4), pages 553-585, April.
- Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli, 2010. "Inverse Propensity Score Weighted Estimation of Local Average Treatment Effects and a Test of the Unconfoundedness Assumption," CEU Working Papers 2012_9, Department of Economics, Central European University, revised 11 Aug 2010.
- Yu-Chin Hsu & Chung-Ming Kuan, 2006.
"Change-Point Estimation of Nonstationary I(d) Processes,"
IEAS Working Paper : academic research
06-A007, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Hsu, Yu-Chin & Kuan, Chung-Ming, 2008. "Change-point estimation of nonstationary I(d) processes," Economics Letters, Elsevier, vol. 98(2), pages 115-121, February.
Articles
- Hsu, Yu-Chin & Shiu, Ji-Liang & Wan, Yuanyuan, 2024.
"Testing identification conditions of LATE in fuzzy regression discontinuity designs,"
Journal of Econometrics, Elsevier, vol. 241(1).
- Yu-Chin Hsu & Ji-Liang Shiu & Yuanyuan Wan, 2023. "Testing Identification Conditions of LATE in Fuzzy Regression Discontinuity Designs," Working Papers tecipa-761, University of Toronto, Department of Economics.
- Hsieh, Chih-Sheng & Hsu, Yu-Chin & Ko, Stanley I.M. & Kovářík, Jaromír & Logan, Trevon D., 2024. "Non-representative sampled networks: Estimation of network structural properties by weighting," Journal of Econometrics, Elsevier, vol. 240(1).
- Chiang, Mi-Hsiu & Chiu, Hsin-Yu & Hsu, Yu-Chin, 2024. "Retrieving almost stochastic Dominance momentum in Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, vol. 83(C).
- Hsu, Yu-Chin & Huang, Ta-Cheng & Xu, Haiqing, 2023.
"Testing For Unobserved Heterogeneous Treatment Effects With Observational Data,"
Econometric Theory, Cambridge University Press, vol. 39(3), pages 582-622, June.
- Yu-Chin Hsu & Ta-Cheng Huang & Haiqing Xu, 2018. "Testing for Unobserved Heterogeneous Treatment Effects with Observational Data," Papers 1803.07514, arXiv.org, revised Aug 2021.
- Qingliang Fan & Yu-Chin Hsu & Robert P. Lieli & Yichong Zhang, 2022.
"Estimation of Conditional Average Treatment Effects With High-Dimensional Data,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 313-327, January.
- Qingliang Fan & Yu-Chin Hsu & Robert P. Lieli & Yichong Zhang, 2019. "Estimation of Conditional Average Treatment Effects with High-Dimensional Data," Papers 1908.02399, arXiv.org, revised Jul 2021.
- Yu-Chin Hsu & Tsung-Chih Lai & Robert P. Lieli, 2022. "Counterfactual Treatment Effects: Estimation and Inference," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 240-255, January.
- Yoichi Arai & Yu‐Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2022.
"Testing identifying assumptions in fuzzy regression discontinuity designs,"
Quantitative Economics, Econometric Society, vol. 13(1), pages 1-28, January.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifie & Yuanyuan Wan, 2018. "Testing Identifying Assumptions In Fuzzy Regression Discontinuity Designs," Working Papers tecipa-623, University of Toronto, Department of Economics.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2021. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP16/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2019. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP10/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yoichi Arai & Yu-Chin Hsu & Toru Kitagawa & Ismael Mourifié & Yuanyuan Wan, 2018. "Testing identifying assumptions in fuzzy regression discontinuity designs," CeMMAP working papers CWP50/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yu-Chin Hsu & Tsung-Chih Lai & Robert P. Lieli, 2022. "Estimation and inference for distribution and quantile functions in endogenous treatment effect models," Econometric Reviews, Taylor & Francis Journals, vol. 41(1), pages 22-50, January.
- Yu-Chin Hsu & Jen-Che Liao & Eric S. Lin, 2022. "Two-step series estimation and specification testing of (partially) linear models with generated regressors," Econometric Reviews, Taylor & Francis Journals, vol. 41(9), pages 985-1007, September.
- Yu-Chin Hsu & Kamhon Kan & Tsung-Chih Lai, 2021. "Quantile structural treatment effects: application to smoking wage penalty and its determinants," Econometric Reviews, Taylor & Francis Journals, vol. 40(2), pages 128-147, February.
- Vincent, Kendro & Hsu, Yu-Chin & Lin, Hsiou-Wei, 2021. "Investment styles and the multiple testing of cross-sectional stock return predictability," Journal of Financial Markets, Elsevier, vol. 56(C).
- Yu‐Chin Hsu & Shu Shen, 2021. "Testing monotonicity of conditional treatment effects under regression discontinuity designs," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(3), pages 346-366, April.
- Jason Abrevaya & Yu-Chin Hsu, 2021. "Partial effects in non-linear panel data models with correlated random effects," The Econometrics Journal, Royal Economic Society, vol. 24(3), pages 519-535.
- Hsu, Yu-Chin & Shiu, Ji-Liang, 2021. "Nonlinear Panel Data Models With Distribution-Free Correlated Random Effects," Econometric Theory, Cambridge University Press, vol. 37(6), pages 1075-1099, December.
- Martin Huber & Yu‐Chin Hsu & Ying‐Ying Lee & Layal Lettry, 2020.
"Direct and indirect effects of continuous treatments based on generalized propensity score weighting,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 814-840, November.
- Hsu, Yu-Chin & Huber, Martin & Lee, Ying-Ying & Pipoz, Layal, 2018. "Direct and indirect effects of continuous treatments based on generalized propensity score weighting," FSES Working Papers 495, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Yi-Ting Chen & Yu-Chin Hsu & Hung-Jen Wang, 2020. "A Stochastic Frontier Model with Endogenous Treatment Status and Mediator," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 243-256, April.
- Hsu, Yu-Chin & Liu, Chu-An & Shi, Xiaoxia, 2019.
"Testing Generalized Regression Monotonicity,"
Econometric Theory, Cambridge University Press, vol. 35(6), pages 1146-1200, December.
- Yu-Chin Hsu & Chu-An Liu & Xiaoxia Shi, 2016. "Testing Generalized Regression Monotonicity," IEAS Working Paper : academic research 16-A009, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Hsu, Yu-Chin & Shen, Shu, 2019. "Testing treatment effect heterogeneity in regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 208(2), pages 468-486.
- Hsu Yu-Chin & Huber Martin & Lai Tsung-Chih, 2019.
"Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting,"
Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-20, January.
- Hsu, Yu-Chin & Huber, Martin & Lai, Tsung Chih, 2017. "Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting," FSES Working Papers 482, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Robert P. Lieli & Yu-Chin Hsu, 2019.
"Using the area under an estimated ROC curve to test the adequacy of binary predictors,"
Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 31(1), pages 100-130, January.
- Robert Pal Lieli & Yu-Chin Hsu, 2018. "Using the Area Under an Estimated ROC Curve to Test the Adequacy of Binary Predictors," CEU Working Papers 2018_1, Department of Economics, Central European University.
- Chiang, Harold D. & Hsu, Yu-Chin & Sasaki, Yuya, 2019. "Robust uniform inference for quantile treatment effects in regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 211(2), pages 589-618.
- Yu‐Chin Hsu & Xiaoxia Shi, 2017. "Model‐selection tests for conditional moment restriction models," Econometrics Journal, Royal Economic Society, vol. 20(1), pages 52-85, February.
- Yu‐Chin Hsu, 2017.
"Consistent tests for conditional treatment effects,"
Econometrics Journal, Royal Economic Society, vol. 20(1), pages 1-22, February.
- Yu-Chin Hsu, 2013. "Consistent Tests for Conditional Treatment Effects," IEAS Working Paper : academic research 13-A003, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised Sep 2015.
- Barrett, Garry F. & Donald, Stephen G. & Hsu, Yu-Chin, 2016.
"Consistent tests for poverty dominance relations,"
Journal of Econometrics, Elsevier, vol. 191(2), pages 360-373.
- Garry F. Barrett & Stephen G. Donald & Yu-Chin Hsu, 2015. "Consistent Tests for Poverty Dominance Relations," IEAS Working Paper : academic research 15-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Stephen G. Donald & Yu-Chin Hsu, 2016.
"Improving the Power of Tests of Stochastic Dominance,"
Econometric Reviews, Taylor & Francis Journals, vol. 35(4), pages 553-585, April.
- Stephen G. Donald & Yu-Chin Hsu, 2012. "Improving the Power of Tests of Stochastic Dominance," IEAS Working Paper : academic research 12-A015, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised Jun 2013.
- Wei‐Ming Lee & Yu‐Chin Hsu & Chung‐Ming Kuan, 2015.
"Robust hypothesis tests for M‐estimators with possibly non‐differentiable estimating functions,"
Econometrics Journal, Royal Economic Society, vol. 18(1), pages 95-116, February.
- Wei-Ming Lee & Yu-Chin Hsu & Chung-Ming Kuan, 2014. "Robust Hypothesis Tests for M-Estimators with Possibly Non-differentiable Estimating Functions," IEAS Working Paper : academic research 14-A004, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised Oct 2014.
- Jason Abrevaya & Yu-Chin Hsu & Robert P. Lieli, 2015.
"Estimating Conditional Average Treatment Effects,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 485-505, October.
- Jason Abrevaya & Yu-Chin Hsu & Robert P. Lieli, 2012. "Estimating Conditional Average Treatment Effects," CEU Working Papers 2012_16, Department of Economics, Central European University, revised 20 Jul 2012.
- Lu, Tsung-Hsun & Chen, Yi-Chi & Hsu, Yu-Chin, 2015. "Trend definition or holding strategy: What determines the profitability of candlestick charting?," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 172-183.
- Donald, Stephen G. & Hsu, Yu-Chin, 2014.
"Estimation and inference for distribution functions and quantile functions in treatment effect models,"
Journal of Econometrics, Elsevier, vol. 178(P3), pages 383-397.
- Stephen G. Donald & Yu-Chin Hsu, 2012. "Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models," IEAS Working Paper : academic research 12-A016, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli, 2014.
"Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(3), pages 395-415, July.
- Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli, 2012. "Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT," IEAS Working Paper : academic research 12-A017, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Donald, Stephen G. & Hsu, Yu-Chin & Lieli, Robert P., 2014.
"Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion,"
Statistics & Probability Letters, Elsevier, vol. 95(C), pages 132-138.
- Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli, 2014. "Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion," IEAS Working Paper : academic research 14-A002, Institute of Economics, Academia Sinica, Taipei, Taiwan, revised Aug 2014.
- Lee, Wei-Ming & Kuan, Chung-Ming & Hsu, Yu-Chin, 2014.
"Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix,"
Journal of Econometrics, Elsevier, vol. 181(2), pages 181-193.
- Wei-Ming Lee & Chung-Ming Kuan & Yu-Chin Hsu, 2014. "Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix," IEAS Working Paper : academic research 14-A001, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Wei-Ming Lee & Chung-Ming Kuan, 2006. "Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix," IEAS Working Paper : academic research 06-A009, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen, 2014.
"A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing,"
Journal of Financial Econometrics, Oxford University Press, vol. 12(4), pages 730-755.
- Yu-Chin Hsu & Chung-Ming Kuan & Meng-Feng Yen, 2013. "A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing," IEAS Working Paper : academic research 13-A001, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Stephen G. Donald & Yu‐Chin Hsu & Garry F. Barrett, 2012. "Incorporating covariates in the measurement of welfare and inequality: methods and applications," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 1-30, February.
- Donald, Stephen G. & Hsu, Yu-Chin, 2011. "A new test for linear inequality constraints when the variance–covariance matrix depends on the unknown parameters," Economics Letters, Elsevier, vol. 113(3), pages 241-243.
- Hsu, Po-Hsuan & Hsu, Yu-Chin & Kuan, Chung-Ming, 2010. "Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias," Journal of Empirical Finance, Elsevier, vol. 17(3), pages 471-484, June.
- Kuan, Chung-Ming & Yeh, Jin-Huei & Hsu, Yu-Chin, 2009. "Assessing value at risk with CARE, the Conditional Autoregressive Expectile models," Journal of Econometrics, Elsevier, vol. 150(2), pages 261-270, June.
- Hsu, Yu-Chin & Kuan, Chung-Ming, 2008.
"Change-point estimation of nonstationary I(d) processes,"
Economics Letters, Elsevier, vol. 98(2), pages 115-121, February.
- Yu-Chin Hsu & Chung-Ming Kuan, 2006. "Change-Point Estimation of Nonstationary I(d) Processes," IEAS Working Paper : academic research 06-A007, Institute of Economics, Academia Sinica, Taipei, Taiwan.
Software components
- Harold D. Chiang & Yu-Chin Hsu & Yuya Sasaki, 2020. "RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD)," Statistical Software Components S458789, Boston College Department of Economics, revised 18 Jan 2022.
Chapters
- Robert P. Lieli & Yu-Chin Hsu & Ágoston Reguly, 2022. "The Use of Machine Learning in Treatment Effect Estimation," Advanced Studies in Theoretical and Applied Econometrics, in: Felix Chan & László Mátyás (ed.), Econometrics with Machine Learning, chapter 0, pages 79-109, Springer.
- Joseph H. Haslag & Yu-Chin Hsu, 2012. "Cyclical Co-Movement Between Output, the Price-Level, and the Inflation Rate," Advances in Econometrics, in: 30th Anniversary Edition, pages 359-384, Emerald Group Publishing Limited.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Distinct Works, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 40 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (33) 2012-12-22 2012-12-22 2013-01-07 2013-02-16 2013-05-11 2013-06-16 2014-02-15 2014-02-15 2014-03-22 2014-04-11 2015-03-27 2015-04-19 2015-08-30 2016-05-21 2016-07-02 2016-07-23 2016-09-11 2017-01-15 2017-05-21 2017-08-27 2017-08-27 2017-08-27 2018-04-16 2018-04-30 2018-06-11 2018-11-26 2019-08-26 2021-06-21 2022-01-10 2023-07-31 2023-09-25 2023-11-06 2024-06-24. Author is listed
- NEP-IAS: Insurance Economics (3) 2018-11-26 2020-01-20 2022-01-17
- NEP-BIG: Big Data (2) 2019-08-26 2023-07-31
- NEP-EFF: Efficiency and Productivity (2) 2014-04-11 2016-06-18
- NEP-GER: German Papers (2) 2014-04-11 2015-08-30
- NEP-MAC: Macroeconomics (2) 2012-04-17 2024-06-24
- NEP-SOG: Sociology of Economics (2) 2014-02-15 2014-02-15
- NEP-CMP: Computational Economics (1) 2023-07-31
- NEP-FMK: Financial Markets (1) 2017-01-22
- NEP-IND: Industrial Organization (1) 2024-06-24
- NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2017-08-27
- NEP-ORE: Operations Research (1) 2012-12-22
- NEP-PAY: Payment Systems and Financial Technology (1) 2019-08-26
- NEP-RMG: Risk Management (1) 2012-11-03
- NEP-SEA: South East Asia (1) 2016-06-18
- NEP-TRA: Transition Economics (1) 2023-11-06
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