Publications

Results 1-44 of 44 (Search time: 0.005 seconds).

Issue DateTitleAuthor(s)RelationscopusWOSFulltext/Archive link
12023Testing for Unobserved Heterogeneous Treatment Effects with Observational DataYu-Chin Hsu ; Ta-Cheng Huang; Haiqing XuECONOMETRIC THEORY 39(3), 582-622
22022Estimation of Conditional Average Treatment Effects with High-dimensional DataFan, Qingliang; Yu-Chin Hsu ; Robert P. Lieli; Yichong ZhangJournal of Business & Economic Statistics 40(1), 313-327
32022Counterfactual Treatment Effects: Estimation and InferenceHsu, Yu-Chin ; Tsung-Chih Lai; Robert P. LieliJournal of Business & Economic Statistics 40(1), 240-255
42022Two-step Series Estimation and Specification Testing of (Partially) Linear Models with Generated RegressorsHsu, Yu-Chin ; Jen-Che Liao; Eric S. LinEconometric Reviews 41(9), 985-1007
52022Testing Identifying Assumptions in Fuzzy Regression Discontinuity DesignsAria, Yoichi; Yu-Chin Hsu ; Toru Kitagawa; Ismael Mourifié; Yuanyuan WanQuantitative Economics 13(1), 1-28
62022Estimation and Inference for Distribution and Quantile Functions in Endogenous Treatment Effect ModelsHsu, Yu-Chin ; Tsung-Chih Lai; Robert P. LieliEconometric Reviews 41(1), 22-50
72021Partial Effects in Non-linear Panel Data Models with Correlated Random EffectsAbrevaya, Jason; Yu-Chin Hsu ECONOMETRICS JOURNAL 24(3), 519-535
82021Quantile Structural Treatment Effects: Application to Smoking Wage Penalty and its DeterminantsHsu, Yu-Chin ; Kamhon Kan ; Tsung-Chih LaiECONOMETRIC REVIEWS 40(2), 128-147
92021Investment Styles and the Multiple Testing of Cross-sectional Stock Return PredictabilityVincent, Kendro; Yu-Chin Hsu ; Hsiou-Wei LinJournal of Financial Markets 56, 100598
102021Testing Monotonicity of Conditional Treatment Effects Under Regression Discontinuity DesignsHsu, Yu-Chin ; Shu ShenJournal of Applied Econometrics 36(3), 346-366
112021Nonlinear Panel Data Models with Distribution-free Correlated Random EffectsHsu, Yu-Chin ; Ji-Liang ShiuEconometric Theory 37(6), 1075-1099
122020A Stochastic Frontier Model with Endogenous Treatment Status and MediatorChen, Y-T ; Hsu, Y-C ; Wang, H-JJOURNAL OF BUSINESS & ECONOMIC STATISTICS 38(2), 243-256
132020Direct and Indirect Effects of Continuous Treatments Based on Generalized Propensity Score WeightingHuber, Martin; Yu-Chin Hsu ; Ying-Ying Lee; Layal LettryJournal of Applied Econometrics 35(7), 814-840
142019Nonparametric Estimation of Natural Direct and Indirect Effects Based on Inverse Probability WeightingHsu, Y-C ; Huber, M; Lai, T-CJournal of Econometric Methods 8(1), 20170016
152019Testing Generalized Regression MonotonicityHsu, Yu-Chin ; Chu-An Liu; Xiaoxia ShiECONOMETRIC THEORY 35(6), 1146-1200
162019Testing Treatment Effect Heterogeneity in Regression Discontinuity DesignHsu, Yu-Chin ; Shu ShenJOURNAL OF ECONOMETRICS 208(2), 468-486
172019Using the Area under an Estimated ROC Curve to Test the Adequacy of Binary PredictorsLieli, Robert P.; Yu-Chin Hsu JOURNAL OF NONPARAMETRIC STATISTICS 31(1), 100-130
182019Robust Uniform Inference for Quantile Treatment Effects in Regression Discontinuity DesignsChiang, Harold D.; Yu-Chin Hsu ; Yuya SasakiJOURNAL OF ECONOMETRICS 211(2), 589-618
192018Analyzing the Performance of Multifactor Investment Strategies under a Multiple Testing FrameworkVincent, K; Hsu, Y-C ; Lin, H-WJOURNAL OF PORTFOLIO MANAGEMENT 44(4), SI, 113-126
202018處理效果文獻回顧許育進 ; 賴宗志經濟論文叢刊 第46卷第4期，頁501-521
212017Monotonicity Test for Local Average Treatment Effects under Regression DiscontinuityHsu, Y-C 
222017Testing Generalized Regression MonotonicityHsu, Y-C 
232017Testing Treatment Effect Monotonicity in Regression Discontinuity DesignHsu, Y-C 
242017Model-Selection Tests for Conditional Moment Restriction ModelsHsu, Yu-Chin ; Xiaoxia ShiECONOMETRICS JOURNAL 20(1), 52-85
252017Consistent Tests for Conditional Treatment EffectsHsu, Yu-Chin ECONOMETRICS JOURNAL 20(1), 1-22
262016Testing for Treatment Effect Heterogeneity in Regression Discontinuity DesignHsu, Y-C ; Shen, S
272016Improving the Power of Tests of Stochastic DominanceDonald, S-G; Hsu, Y-C ECONOMETRIC REVIEWS 35(4), 553-585
282015Consistent Tests in Conditional Treatment Effects許育進 
292015A Stochastic Frontier Model with Endogenous Treatment Status and Mediator陳宜廷 ; 許育進 ; 王泓仁
302015Review on Multiple Hypotheses Testing without Data Snooping Bias許育進 
312015A Stochastic Frontier Model with Endogenous Treatment Status and MediatorChen, Y-T ; Hsu, Y-C ; Wang, H-J
322015Model Selection Tests for Conditional Moment Restriction ModelsHsu, Y-C ; Shi, X
332015Model Selection Tests for Conditional Moment Restriction ModelsHsu, Y-C ; Shi, S
342015Review on Stochastic Dominance Tests and New Directions許育進 
352015Trend Definition or Holding Strategy: What Determines the Profitability of Candlestick Charting?Lu, T-H; Chen, Y-C; Hsu, Y-C JOURNAL OF BANKING & FINANCE 61, 172-183
362015Consistent Tests for Poverty Dominance RelationsBarrett, G.-F.; Donald, S.-G.; Hsu, Y.-C. JOURNAL OF ECONOMETRICS 191(2), 360-373
372015Estimating Conditional Average Treatment EffectsAbrevaya, Jason; Yu-Chin Hsu ; Robert P. LieliJOURNAL OF BUSINESS & ECONOMIC STATISTICS 33(4), 485-505
382014Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATTDonald, Stephen G.; Yu-Chin Hsu ; Robert P. LieliJOURNAL OF BUSINESS & ECONOMIC STATISTICS 32(3), 395-415
392014Testing Over-identifying Restrictions without Consistent Estimation of the Asymptotic Covariance MatrixLee, Wei-Ming; Chung-Ming Kuan; Yu-Chin Hsu JOURNAL OF ECONOMETRICS 181(2), 181-193
402014Estimation and inference for distribution functions and quantile functions in treatment effect modelsDonald, Stephen G.; Yu-Chin Hsu JOURNAL OF ECONOMETRICS 178(part 3), 383-397
412014Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE ExpansionDonald, S-G; Hsu, Y-C ; Lieli, R-PSTATISTICS & PROBABILITY LETTERS 95, 132-138
422014A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities TestingHsu, Yu-Chin ; Chung-Ming Kuan; Meng-Feng YenJournal of Financial Econometrics 12(4), 730-755
432012Cyclical Co-movement between Output, the Price Level, and InflationHaslag, Joseph H.; Hsu, Yu-Chin Advances in Econometrics (USA : Emerald Group Publishing Limited)
442010Three Essays on Hypotheses Testing Involving Inequality ConstraintsHsu, Yu-Chin University of Texas at Austin, Department of Economics, 161 p.