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My authors Follow this authorYu-Chin Hsu
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Yu-Chin Hsu & Robert P. Lieli, 2021.
"Inference for ROC Curves Based on Estimated Predictive Indices,"
Papers
2112.01772, arXiv.org.
Cited by:
- Kajal Lahiri & Cheng Yang, 2023. "A tale of two recession-derivative indicators," Empirical Economics, Springer, vol. 65(2), pages 925-947, August.
- 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.
Cited by:
- Colubi, Ana & Ramos-Guajardo, Ana Belén, 2023. "Fuzzy sets and (fuzzy) random sets in Econometrics and Statistics," Econometrics and Statistics, Elsevier, vol. 26(C), pages 84-98.
- Santiago Acerenza & Otávio Bartalotti & Désiré Kédagni, 2023.
"Testing identifying assumptions in bivariate probit models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 407-422, April.
- Acerenza, Santiago & Bartalotti, Otávio & Kedagni, Desire, 2021. "Testing Identifying Assumptions in Bivariate Probit Models," ISU General Staff Papers 202103290700001124, Iowa State University, Department of Economics.
- Matias D. Cattaneo & Rocio Titiunik, 2021.
"Regression Discontinuity Designs,"
Papers
2108.09400, arXiv.org, revised Feb 2022.
- Matias D. Cattaneo & Rocio Titiunik & Gonzalo Vazquez-Bare, 2019. "The Regression Discontinuity Design," Papers 1906.04242, arXiv.org, revised Jun 2020.
- Matias D. Cattaneo & Rocío Titiunik, 2022. "Regression Discontinuity Designs," Annual Review of Economics, Annual Reviews, vol. 14(1), pages 821-851, August.
- Fiorini, Mario & Stevens, Katrien, 2021.
"Scrutinizing the Monotonicity Assumption in IV and fuzzy RD designs,"
Working Papers
2021-01, University of Sydney, School of Economics.
- Mario Fiorini & Katrien Stevens, 2021. "Scrutinizing the Monotonicity Assumption in IV and fuzzy RD designs," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(6), pages 1475-1526, December.
- Atı̇la Abdulkadı̇roğlu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2022.
"Breaking Ties: Regression Discontinuity Design Meets Market Design,"
Econometrica, Econometric Society, vol. 90(1), pages 117-151, January.
- Atila Abdulkadiroglu & Joshua Angrist & Yusuke Narita & Parag Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Working Papers 2019-024, Human Capital and Economic Opportunity Working Group.
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag Pathak, 2020. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Papers 2101.01093, arXiv.org.
- Abdulkadiroglu, Atila & Angrist, Joshua & Narita, Yusuke & Pathak, Parag A., 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," IZA Discussion Papers 12205, Institute of Labor Economics (IZA).
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag A. Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Cowles Foundation Discussion Papers 2170, Cowles Foundation for Research in Economics, Yale University.
- Atila Abdulkadiroglu & Joshua D. Angrist & Yusuke Narita & Parag A. Pathak, 2019. "Breaking Ties: Regression Discontinuity Design Meets Market Design," Cowles Foundation Discussion Papers 2170R Publication Status:, Cowles Foundation for Research in Economics, Yale University, revised Dec 2020.
- Joshua Angrist, 2022.
"Empirical Strategies in Economics: Illuminating the Path from Cause to Effect,"
NBER Working Papers
29726, National Bureau of Economic Research, Inc.
- Angrist, Joshua, 2021. "Empirical strategies in economics: Illuminating the path from cause to effect," Nobel Prize in Economics documents 2021-4, Nobel Prize Committee.
- Joshua D. Angrist, 2022. "Empirical Strategies in Economics: Illuminating the Path From Cause to Effect," Econometrica, Econometric Society, vol. 90(6), pages 2509-2539, November.
- 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).
- Takuya Ishihara & Masayuki Sawada, 2020. "Manipulation-Robust Regression Discontinuity Designs," Papers 2009.07551, arXiv.org, revised Oct 2023.
- Matias D. Cattaneo & Luke Keele & Rocio Titiunik, 2023. "A Guide to Regression Discontinuity Designs in Medical Applications," Papers 2302.07413, arXiv.org, revised May 2023.
- Yingying DONG & Ying-Ying LEE & Michael GOU, 2019. "Regression Discontinuity Designs with a Continuous Treatment," Discussion papers 19058, Research Institute of Economy, Trade and Industry (RIETI).
- Blaise Melly & Rafael Lalive, 2020. "Estimation, Inference, and Interpretation in the Regression Discontinuity Design," Diskussionsschriften dp2016, Universitaet Bern, Departement Volkswirtschaft.
- 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.
Cited by:
- Shi, Pengfei & Zhang, Xinyu & Zhong, Wei, 2024. "Estimating conditional average treatment effects with heteroscedasticity by model averaging and matching," Economics Letters, Elsevier, vol. 238(C).
- Michael Lechner & Jana Mareckova, 2024. "Comprehensive Causal Machine Learning," Papers 2405.10198, arXiv.org.
- Kyle Colangelo & Ying-Ying Lee, 2019. "Double debiased machine learning nonparametric inference with continuous treatments," CeMMAP working papers CWP54/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Ganesh Karapakula, 2023. "Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap," Papers 2301.05703, arXiv.org, revised Jan 2023.
- Michael Zimmert & Michael Lechner, 2019. "Nonparametric estimation of causal heterogeneity under high-dimensional confounding," Papers 1908.08779, arXiv.org.
- Daniel Jacob, 2019. "Group Average Treatment Effects for Observational Studies," Papers 1911.02688, arXiv.org, revised Mar 2020.
- Gregory Faletto, 2023. "Fused Extended Two-Way Fixed Effects for Difference-in-Differences with Staggered Adoptions," Papers 2312.05985, arXiv.org, revised Apr 2024.
- Adam Baybutt & Manu Navjeevan, 2023. "Doubly-Robust Inference for Conditional Average Treatment Effects with High-Dimensional Controls," Papers 2301.06283, arXiv.org.
- Masahiro Kato, 2024. "Triple/Debiased Lasso for Statistical Inference of Conditional Average Treatment Effects," Papers 2403.03240, arXiv.org.
- Agboola, Oluwagbenga David & Yu, Han, 2023. "Neighborhood-based cross fitting approach to treatment effects with high-dimensional data," Computational Statistics & Data Analysis, Elsevier, vol. 186(C).
- Huang, W. & Linton, O. & Zhang, Z., 2021.
"A Unified Framework for Specification Tests of Continuous Treatment Effect Models,"
Cambridge Working Papers in Economics
2113, Faculty of Economics, University of Cambridge.
- Wei Huang & Oliver Linton & Zheng Zhang, 2021. "A Unified Framework for Specification Tests of Continuous Treatment Effect Models," Papers 2102.08063, arXiv.org, revised Sep 2021.
- Heiler, Phillip & Knaus, Michael C., 2022.
"Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments,"
IZA Discussion Papers
15580, Institute of Labor Economics (IZA).
- Phillip Heiler & Michael C. Knaus, 2021. "Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments," Papers 2110.01427, arXiv.org, revised Aug 2023.
- Kyle Colangelo & Ying-Ying Lee, 2020. "Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments," Papers 2004.03036, arXiv.org, revised Sep 2023.
- 'Agoston Reguly, 2021. "Heterogeneous Treatment Effects in Regression Discontinuity Designs," Papers 2106.11640, arXiv.org, revised Oct 2021.
- Knaus, Michael C., 2020.
"Double Machine Learning Based Program Evaluation under Unconfoundedness,"
IZA Discussion Papers
13051, Institute of Labor Economics (IZA).
- Michael C. Knaus, 2020. "Double Machine Learning based Program Evaluation under Unconfoundedness," Papers 2003.03191, arXiv.org, revised Jun 2022.
- Knaus, Michael C., 2020. "Double Machine Learning based Program Evaluation under Unconfoundedness," Economics Working Paper Series 2004, University of St. Gallen, School of Economics and Political Science.
- Yang Ning & Sida Peng & Jing Tao, 2020. "Doubly Robust Semiparametric Difference-in-Differences Estimators with High-Dimensional Data," Papers 2009.03151, arXiv.org.
- Zimmert, Franziska & Zimmert, Michael, 2020. "Paid parental leave and maternal reemployment: Do part-time subsidies help or harm?," Economics Working Paper Series 2002, University of St. Gallen, School of Economics and Political Science.
- Riccardo Di Francesco, 2022. "Aggregation Trees," CEIS Research Paper 546, Tor Vergata University, CEIS, revised 20 Nov 2023.
- Kazuhiko Shinoda & Takahiro Hoshino, 2022. "Orthogonal Series Estimation for the Ratio of Conditional Expectation Functions," Papers 2212.13145, arXiv.org.
- Claudia Noack & Tomasz Olma & Christoph Rothe, 2021. "Flexible Covariate Adjustments in Regression Discontinuity Designs," Papers 2107.07942, arXiv.org, revised Jul 2024.
- Arthur Charpentier & Emmanuel Flachaire & Ewen Gallic, 2023. "Optimal Transport for Counterfactual Estimation: A Method for Causal Inference," Papers 2301.07755, arXiv.org.
- 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.
Cited by:
- Kyle Colangelo & Ying-Ying Lee, 2019. "Double debiased machine learning nonparametric inference with continuous treatments," CeMMAP working papers CWP72/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Stefan Tubbicke, 2020.
"Entropy Balancing for Continuous Treatments,"
Papers
2001.06281, arXiv.org, revised May 2020.
- Stefan Tübbicke, 2020. "Entropy Balancing for Continuous Treatments," CEPA Discussion Papers 21, Center for Economic Policy Analysis.
- Tübbicke Stefan, 2022. "Entropy Balancing for Continuous Treatments," Journal of Econometric Methods, De Gruyter, vol. 11(1), pages 71-89, January.
- Kyle Colangelo & Ying-Ying Lee, 2019. "Double debiased machine learning nonparametric inference with continuous treatments," CeMMAP working papers CWP54/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Martin Huber & Anna Solovyeva, 2020.
"Direct and Indirect Effects under Sample Selection and Outcome Attrition,"
Econometrics, MDPI, vol. 8(4), pages 1-25, December.
- Huber, Martin & Solovyeva, Anna, 2018. "Direct and indirect effects under sample selection and outcome attrition," FSES Working Papers 496, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Yuya Sasaki & Takuya Ura & Yichong Zhang, 2022.
"Unconditional quantile regression with high‐dimensional data,"
Quantitative Economics, Econometric Society, vol. 13(3), pages 955-978, July.
- Yuya Sasaki & Takuya Ura & Yichong Zhang, 2020. "Unconditional Quantile Regression with High Dimensional Data," Papers 2007.13659, arXiv.org, revised Feb 2022.
- 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.
- Huang, W. & Linton, O. & Zhang, Z., 2021.
"A Unified Framework for Specification Tests of Continuous Treatment Effect Models,"
Cambridge Working Papers in Economics
2113, Faculty of Economics, University of Cambridge.
- Wei Huang & Oliver Linton & Zheng Zhang, 2021. "A Unified Framework for Specification Tests of Continuous Treatment Effect Models," Papers 2102.08063, arXiv.org, revised Sep 2021.
- Ying-Ying Lee, 2018. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Papers 1811.00157, arXiv.org.
- Numair Sani & Yizhen Xu & AmirEmad Ghassami & Ilya Shpitser, 2021. "Multiply Robust Causal Mediation Analysis with Continuous Treatments," Papers 2105.09254, arXiv.org, revised Feb 2024.
- Isaac Meza & Rahul Singh, 2021. "Nested Nonparametric Instrumental Variable Regression: Long Term, Mediated, and Time Varying Treatment Effects," Papers 2112.14249, arXiv.org, revised Mar 2024.
- 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.
Cited by:
- Halko, Marja-Liisa & Lappalainen, Olli & Sääksvuori, Lauri, 2021. "Do non-choice data reveal economic preferences? Evidence from biometric data and compensation-scheme choice," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 87-104.
- Miguel Angel Saldarriaga, 2017.
"Credit Booms in Commodity Exporters,"
Working Papers
98, Peruvian Economic Association.
- Saldarriaga, Miguel, 2018. "Credit Booms in Commodity Exporters," Working Papers 2018-008, Banco Central de Reserva del Perú.
- Kajal Lahiri & Cheng Yang, 2023.
"ROC and PRC Approaches to Evaluate Recession Forecasts,"
Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 19(2), pages 119-148, September.
- Kajal Lahiri & Cheng Yang, 2023. "ROC and PRC Approaches to Evaluate Recession Forecasts," CESifo Working Paper Series 10449, CESifo.
- 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.
- Christiansen, Charlotte & Eriksen, Jonas N. & Møller, Stig V., 2019. "Negative house price co-movements and US recessions," Regional Science and Urban Economics, Elsevier, vol. 77(C), pages 382-394.
- 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.
Cited by:
- Wunsch, Conny & Strobl, Renate, 2018.
"Identification of Causal Mechanisms Based on Between-Subject Double Randomization Designs,"
IZA Discussion Papers
11626, Institute of Labor Economics (IZA).
- Conny Wunsch & Renate Strobl, 2018. "Identification of Causal Mechanisms Based on Between-Subject Double Randomization Design," CESifo Working Paper Series 7142, CESifo.
- Strobl, Renate & Wunsch, Conny, 2018. "Identification of causal mechanisms based on between-subject double randomization designs," Working papers 2018/19, Faculty of Business and Economics - University of Basel.
- Wunsch, Conny & Strobl, Renate, 2018. "Identification of causal mechanisms based on between-subject double randomization designs," CEPR Discussion Papers 13028, C.E.P.R. Discussion Papers.
- 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.
- 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 & 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.
Cited by:
- Dichtl, Hubert & Drobetz, Wolfgang & Neuhierl, Andreas & Wendt, Viktoria-Sophie, 2021. "Data snooping in equity premium prediction," International Journal of Forecasting, Elsevier, vol. 37(1), pages 72-94.
- 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.
Cited by:
- 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, 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, 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.
- Kantorowicz, Jarosław & Köppl-Turyna, Monika, 2017.
"Disentangling fiscal effects of local constitutions,"
Working Papers
06, Agenda Austria.
- Köppl-Turyna, Monika & Kantorowicz, Jarosław, 2017. "Disentangling fiscal effects of local constitutions," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168163, Verein für Socialpolitik / German Economic Association.
- Kantorowicz, Jarosław & Köppl–Turyna, Monika, 2019. "Disentangling the fiscal effects of local constitutions," Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 63-87.
- Maria Paula Gerardino & Stephan Litschig & Dina Pomeranz, 2017.
"Distortion by Audit: Evidence from Public Procurement,"
NBER Working Papers
23978, National Bureau of Economic Research, Inc.
- Pomeranz, Dina & Gerardino, Maria Paula & Litschig, Stephan, 2017. "Distortion by Audit: Evidence from Public Procurement," CEPR Discussion Papers 12529, C.E.P.R. Discussion Papers.
- 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.
- 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.
- Yu-Chin Hsu, 2016.
"Multiplier Bootstrap for Empirical Processes,"
IEAS Working Paper : academic research
16-A010, Institute of Economics, Academia Sinica, Taipei, Taiwan.
Cited by:
- 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, 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, 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.
- Hsu, Yu-Chin & Shen, Shu, 2019. "Testing treatment effect heterogeneity in regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 208(2), pages 468-486.
- Ying-Ying Lee, 2018. "Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models," Papers 1811.00157, arXiv.org.
- 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.
- 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.
Cited by:
- Ismael Mourifie & Marc Henry & Romuald Meango, 2017.
"Sharp bounds and testability of a Roy model of STEM major choices,"
Papers
1709.09284, arXiv.org, revised Nov 2019.
- Ismaël Mourifié & Marc Henry & Romuald Méango, 2020. "Sharp Bounds and Testability of a Roy Model of STEM Major Choices," Journal of Political Economy, University of Chicago Press, vol. 128(8), pages 3220-3283.
- Ismael Mourifie & Marc Henry & Romuald Meango, 2018. "Sharp Bounds And Testability Of A Roy Model Of Stem Major Choices," Working Papers tecipa-624, University of Toronto, Department of Economics.
- Ismael Mourifié & Marc Henry & Romuald Méango, 2018. "Sharp Bounds and Testability of a Roy Model of STEM Major Choices," Working Papers 2018-084, Human Capital and Economic Opportunity Working Group.
- Lixiong Li & D'esir'e K'edagni & Ismael Mourifi'e, 2020.
"Discordant Relaxations of Misspecified Models,"
Papers
2012.11679, arXiv.org, revised Apr 2024.
- Kedagni, Desire & Li, Lixiong & Mourifie, Ismael, 2021. "Discordant Relaxations of Misspecified Models," ISU General Staff Papers 202107280700001131, Iowa State University, Department of Economics.
- Henry, Marc & Méango, Romuald & Mourifié, Ismaël, 2024. "Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice," Journal of Econometrics, Elsevier, vol. 238(2).
- Yoichi Arai & Taisuke Otsu & Mengshan Xu, 2022.
"GLS under Monotone Heteroskedasticity,"
Papers
2210.13843, arXiv.org, revised Jan 2024.
- Yoici Arai & Taisuke Otsu & Mengshan Xu, 2022. "GLS under monotone heteroskedasticity," STICERD - Econometrics Paper Series 625, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- 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.
- 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.
- Denis Chetverikov & Daniel Wilhelm & Dongwoo Kim, 2020.
"An Adaptive Test of Stochastic Monotonicity,"
CeMMAP working papers
CWP17/20, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Denis Chetverikov & Daniel Wilhelm & Dongwoo Kim, 2018. "An adaptive test of stochastic monotonicity," CeMMAP working papers CWP24/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Chetverikov, Denis & Wilhelm, Daniel & Kim, Dongwoo, 2021. "An Adaptive Test Of Stochastic Monotonicity," Econometric Theory, Cambridge University Press, vol. 37(3), pages 495-536, June.
- Denis Chetverikov & Daniel Wilhelm & Dongwoo Kim, 2019. "An adaptive test of stochastic monotonicity," CeMMAP working papers CWP49/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Matthew A. Masten & Alexandre Poirier, 2018. "Interpreting Quantile Independence," Papers 1804.10957, arXiv.org.
- Sun, Zhenting, 2023. "Instrument validity for heterogeneous causal effects," Journal of Econometrics, Elsevier, vol. 237(2).
- Zheng Fang & Juwon Seo, 2019. "A Projection Framework for Testing Shape Restrictions That Form Convex Cones," Papers 1910.07689, arXiv.org, revised Sep 2021.
- 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.
Cited by:
- Maasoumi, Esfandiar & Wang, Le, 2017. "What can we learn about the racial gap in the presence of sample selection?," Journal of Econometrics, Elsevier, vol. 199(2), pages 117-130.
- 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.
Cited by:
- Blaise Melly und Kaspar W thrich, 2016. "Local quantile treatment effects," Diskussionsschriften dp1605, Universitaet Bern, Departement Volkswirtschaft.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2017.
"Generic inference on quantile and quantile effect functions for discrete outcomes,"
CeMMAP working papers
CWP23/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Iván Fernández-Val & Blaise Melly & Kaspar Wüthrich, 2020. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 115(529), pages 123-137, January.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2017. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers 23/17, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar W thrich, 2016. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Diskussionsschriften dp1607, Universitaet Bern, Departement Volkswirtschaft.
- Chernozhukov, Victor & Fernández-Val, Iván & Melly, Blaise & Wüthrich, Kaspar, 2020. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," University of California at San Diego, Economics Working Paper Series qt5zm6m9rq, Department of Economics, UC San Diego.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2016. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers CWP35/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly & Kaspar Wüthrich, 2016. "Generic inference on quantile and quantile effect functions for discrete outcomes," CeMMAP working papers 35/16, Institute for Fiscal Studies.
- Victor Chernozhukov & Iv'an Fern'andez-Val & Blaise Melly & Kaspar Wuthrich, 2016. "Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes," Papers 1608.05142, arXiv.org, revised Aug 2018.
- Huber, Martin & Wüthrich, Kaspar, 2019.
"Local Average and Quantile Treatment Effects Under Endogeneity: A Review,"
University of California at San Diego, Economics Working Paper Series
qt4j29d8sc, Department of Economics, UC San Diego.
- Huber Martin & Wüthrich Kaspar, 2019. "Local Average and Quantile Treatment Effects Under Endogeneity: A Review," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-27, January.
- Huber, Martin & Wüthrich, Kaspar, 2017. "Evaluating local average and quantile treatment effects under endogeneity based on instruments: a review," FSES Working Papers 479, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Wüthrich, Kaspar, 2019.
"A closed-form estimator for quantile treatment effects with endogeneity,"
Journal of Econometrics, Elsevier, vol. 210(2), pages 219-235.
- Wüthrich, Kaspar, 2019. "A closed-form estimator for quantile treatment effects with endogeneity," University of California at San Diego, Economics Working Paper Series qt99n9197q, Department of Economics, UC San Diego.
- 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.
Cited by:
- Mariateresa Ciommi & Chiara Gigliarano & Francesco M. Chelli, 2021. "Incidence, intensity and inequality of poverty in Italy," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, vol. 75(4), pages 31-41, October-D.
- David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2017.
"Bayesian Assessment of Lorenz and Stochastic Dominance,"
Department of Economics - Working Papers Series
2029, The University of Melbourne.
- David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2020. "Bayesian assessment of Lorenz and stochastic dominance," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(2), pages 767-799, May.
- David Lander & David Gunawan & William Griffiths & Duangkamon Chotikapanich, 2017. "Bayesian assessment of Lorenz and stochastic dominance," Monash Econometrics and Business Statistics Working Papers 15/17, Monash University, Department of Econometrics and Business Statistics.
- David Lander & David Gunawan & William E. Griffiths & Duangkamon Chotikapanich, 2016. "Bayesian Assessment of Lorenz and Stochastic Dominance Using a Mixture of Gamma Densities," Department of Economics - Working Papers Series 2023, The University of Melbourne.
- Naouel Chtioui & Mohamed Ayadi, 2018. "Rank-based poverty measures and poverty ordering with an application to Tunisia," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 17(2), pages 117-139, July.
- Greg Kaplan & Gianni La Cava & Tahlee Stone, 2018.
"Household Economic Inequality in Australia,"
The Economic Record, The Economic Society of Australia, vol. 94(305), pages 117-134, June.
- Rosetta Dollman & Greg Kaplan & Gianni La Cava & Tahlee Stone, 2015. "Household Economic Inequality in Australia," RBA Research Discussion Papers rdp2015-15, Reserve Bank of Australia.
- Tahsin Mehdi, 2020. "Testing for Stochastic Dominance up to a Common Relative Poverty Line," Econometrics, MDPI, vol. 8(1), pages 1-9, February.
- Edwin Fourrier-Nicolai & Michel Lubrano, 2017.
"Bayesian Inference for TIP curves: An Application to Child Poverty in Germany,"
AMSE Working Papers
1710, Aix-Marseille School of Economics, France.
- Edwin Fourrier-Nicolaï & Michel Lubrano, 2020. "Bayesian inference for TIP curves: an application to child poverty in Germany," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 18(1), pages 91-111, March.
- Edwin Fourrier-Nicolai & Michel Lubrano, 2017. "Bayesian Inference for TIP curves: An Application to Child Poverty in Germany," Working Papers halshs-01494354, HAL.
- Edwin Fourrier-Nicolai & Michel Lubrano, 2020. "Bayesian inference for TIP curves: an application to child poverty in Germany," Post-Print hal-02477216, HAL.
- 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.
Cited by:
- Mattsson, Pontus, 2019. "The impact of labour subsidies on total factor productivity and profit per employee," Economic Analysis and Policy, Elsevier, vol. 62(C), pages 325-341.
- 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.
Cited by:
- 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.
- 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 & 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.
Cited by:
- 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.
- 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.
- 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.
Cited by:
- Huber, Martin, 2019.
"An introduction to flexible methods for policy evaluation,"
FSES Working Papers
504, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Martin Huber, 2019. "An introduction to flexible methods for policy evaluation," Papers 1910.00641, arXiv.org.
- Tymon Sloczynski & Derya Uysal & Jeffrey Wooldridge, 2023.
"Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect,"
Rationality and Competition Discussion Paper Series
424, CRC TRR 190 Rationality and Competition.
- Sloczynski, Tymon & Uysal, Derya & Wooldridge, Jeffrey M., 2022. "Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect," IZA Discussion Papers 15241, Institute of Labor Economics (IZA).
- Tymon Sloczynski & S. Derya Uysal & Jeffrey M. Wooldridge & Derya Uysal, 2022. "Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect," CESifo Working Paper Series 9715, CESifo.
- 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.
- Huber, Martin & Wüthrich, Kaspar, 2019.
"Local Average and Quantile Treatment Effects Under Endogeneity: A Review,"
University of California at San Diego, Economics Working Paper Series
qt4j29d8sc, Department of Economics, UC San Diego.
- Huber Martin & Wüthrich Kaspar, 2019. "Local Average and Quantile Treatment Effects Under Endogeneity: A Review," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-27, January.
- Tymon S{l}oczy'nski & S. Derya Uysal & Jeffrey M. Wooldridge, 2022. "Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect," Papers 2204.07672, arXiv.org, revised Feb 2024.
- Tesfaye, Wondimagegn & Tirivayi, Nyasha, 2016. "The effect of improved storage innovations on food security and welfare in Ethiopia," MERIT Working Papers 2016-063, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- Tesfaye, Wondimagegn & Tirivayi, Nyasha, 2018. "The impacts of postharvest storage innovations on food security and welfare in Ethiopia," Food Policy, Elsevier, vol. 75(C), pages 52-67.
- Huber, Martin & Wüthrich, Kaspar, 2017. "Evaluating local average and quantile treatment effects under endogeneity based on instruments: a review," FSES Working Papers 479, 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.
- 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.
- Phillip Heiler, 2020. "Efficient Covariate Balancing for the Local Average Treatment Effect," Papers 2007.04346, arXiv.org.
- 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.
Cited by:
- Shangkun Deng & Zhihao Su & Yanmei Ren & Haoran Yu & Yingke Zhu & Chenyang Wei, 2022. "Can Japanese Candlestick Patterns be Profitable on the Component Stocks of the SSE50 Index?," SAGE Open, , vol. 12(3), pages 21582440221, August.
- Kevin Rink, 2023. "The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(4), pages 403-456, December.
- 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.
Cited by:
- Chiang, Mi-Hsiu & Chiu, Hsin-Yu & Kuo, Wei-Yu, 2021. "Predictive ability of similarity-based futures trading strategies," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
- Hubert Dichtl, 2020. "Investing in the S&P 500 index: Can anything beat the buy‐and‐hold strategy?," Review of Financial Economics, John Wiley & Sons, vol. 38(2), pages 352-378, April.
- Minyou Fan & Youwei Li & Ming Liao & Jiadong Liu, 2022. "A reexamination of factor momentum: How strong is it?," The Financial Review, Eastern Finance Association, vol. 57(3), pages 585-615, August.
- 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).
- Yang, Junmin & Cao, Zhiguang & Han, Qiheng & Wang, Qiyu, 2019. "Tactical asset allocation on technical trading rules and data snooping," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
- Hassanniakalager, Arman & Sermpinis, Georgios & Stasinakis, Charalampos, 2021. "Trading the foreign exchange market with technical analysis and Bayesian Statistics," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 230-251.
- Hsu, Po-Hsuan & Han, Qiheng & Wu, Wensheng & Cao, Zhiguang, 2018. "Asset allocation strategies, data snooping, and the 1 / N rule," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 257-269.
- Dichtl, Hubert & Drobetz, Wolfgang & Neuhierl, Andreas & Wendt, Viktoria-Sophie, 2021. "Data snooping in equity premium prediction," International Journal of Forecasting, Elsevier, vol. 37(1), pages 72-94.
- Hubert Dichtl & Wolfgang Drobetz & Viktoria‐Sophie Wendt, 2021. "How to build a factor portfolio: Does the allocation strategy matter?," European Financial Management, European Financial Management Association, vol. 27(1), pages 20-58, January.
- Baur, Dirk G. & Dichtl, Hubert & Drobetz, Wolfgang & Wendt, Viktoria-Sophie, 2020. "Investing in gold – Market timing or buy-and-hold?," International Review of Financial Analysis, Elsevier, vol. 71(C).
- 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 & 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.
Cited by:
- Susanne M. Schennach & Daniel Wilhelm, 2014.
"A simple parametric model selection test,"
CeMMAP working papers
10/14, Institute for Fiscal Studies.
- Susanne M. Schennach & Daniel Wilhelm, 2016. "A simple parametric model selection test," CeMMAP working papers CWP30/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Susanne M. Schennach & Daniel Wilhelm, 2017. "A Simple Parametric Model Selection Test," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(520), pages 1663-1674, October.
- Susanne M. Schennach & Daniel Wilhelm, 2014. "A simple parametric model selection test," CeMMAP working papers CWP10/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Susanne M. Schennach & Daniel Wilhelm, 2016. "A simple parametric model selection test," CeMMAP working papers 30/16, Institute for Fiscal Studies.
- Shi, Xiaoxia, 2015. "Model selection tests for moment inequality models," Journal of Econometrics, Elsevier, vol. 187(1), pages 1-17.
- Susanne M. Schennach & Daniel Wilhelm, 2014.
"A simple parametric model selection test,"
CeMMAP working papers
10/14, Institute for Fiscal Studies.
- 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.
Cited by:
- Pedro H. C. Sant’Anna, 2021.
"Nonparametric Tests for Treatment Effect Heterogeneity With Duration Outcomes,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 816-832, July.
- Pedro H. C. Sant'Anna, 2016. "Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes," Papers 1612.02090, arXiv.org, revised Feb 2020.
- Shi, Chengchun & Luo, Shikai & Zhu, Hongtu & Song, Rui, 2021. "An online sequential test for qualitative treatment effects," LSE Research Online Documents on Economics 112521, London School of Economics and Political Science, LSE Library.
- 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.
- Hsu, Yu-Chin & Shen, Shu, 2019. "Testing treatment effect heterogeneity in regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 208(2), pages 468-486.
- Sungwon Lee, 2021. "Partial Identification and Inference for Conditional Distributions of Treatment Effects," Papers 2108.00723, arXiv.org, revised Nov 2023.
- 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 Mourifié & Yuanyuan Wan, 2024. "A Sharp Test for the Judge Leniency Design," NBER Working Papers 32456, National Bureau of Economic Research, Inc.
- 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.
- 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.
- Shi, Chengchun & Lu, Wenbin & Song, Rui, 2019. "A sparse random projection-based test for overall qualitative treatment effects," LSE Research Online Documents on Economics 102107, London School of Economics and Political Science, LSE Library.
- Masahiro Kato, 2024. "Triple/Debiased Lasso for Statistical Inference of Conditional Average Treatment Effects," Papers 2403.03240, arXiv.org.
- Sungwon Lee, 2024. "Partial identification and inference for conditional distributions of treatment effects," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(1), pages 107-127, January.
- 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.
- Zhou, Niwen & Guo, Xu & Zhu, Lixing, 2024. "Significance test for semiparametric conditional average treatment effects and other structural functions," Computational Statistics & Data Analysis, Elsevier, vol. 189(C).
- 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.
Cited by:
- Brock, William A. & Haslag, Joseph H., 2016. "A tale of two correlations: Evidence and theory regarding the phase shift between the price level and output," Journal of Economic Dynamics and Control, Elsevier, vol. 67(C), pages 40-57.
- Joseph H. Haslag & Xue Li, 2017.
"On Phase Shifts in a New Keynesian Model Economy,"
Working Papers
1703, Department of Economics, University of Missouri.
- Li, Xue & Haslag, Joseph H., 2021. "On Phase Shifts In A New Keynesian Model Economy," Macroeconomic Dynamics, Cambridge University Press, vol. 25(8), pages 2080-2101, December.
- Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2021.
"The Relationship between Prices and Output in the UK and the US,"
CESifo Working Paper Series
8970, CESifo.
- Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis Alberiko Gil-Alana, 2022. "The relationship between prices and output in the UK and the US," SN Business & Economics, Springer, vol. 2(6), pages 1-13, June.
- Michal Andrle & Jan Bruha & Serhat Solmaz, 2013.
"Inflation and Output Comovement in the Euro Area: Love at Second Sight?,"
Working Papers
2013/07, Czech National Bank.
- Michal Andrle & Jan Bruha & Mr. Serhat Solmaz, 2013. "Inflation and Output Comovement in the Euro Area: Love at Second Sight?," IMF Working Papers 2013/192, International Monetary Fund.
- Joseph Haslag & William Brock, 2014. "On Understanding the Cyclical Behavior of the Price Level and Inflation," Working Papers 1404, Department of Economics, University of Missouri, revised 01 Jul 2014.
- Antonakakis, Nikolaos & Gupta, Rangan & Tiwari, Aviral K., 2017. "The time-varying correlation between output and prices in the United States over the period 1800–2014," Economic Systems, Elsevier, vol. 41(1), pages 98-108.
- 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.
Cited by:
- Slichter, David, 2020. "Smile: A Simple Diagnostic for Selection on Observables," MPRA Paper 99921, University Library of Munich, Germany.
- Huber, Martin, 2019.
"An introduction to flexible methods for policy evaluation,"
FSES Working Papers
504, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Martin Huber, 2019. "An introduction to flexible methods for policy evaluation," Papers 1910.00641, arXiv.org.
- Gerry H. Makepeace & Michael J. Peel, 2013. "Combining information from Heckman and matching estimators: testing and controlling for hidden bias," Economics Bulletin, AccessEcon, vol. 33(3), pages 2422-2436.
- Dan Black & Joonhwi Joo & Robert LaLonde & Jeffrey Smith & Evan Taylor, 2020.
"Simple Tests for Selection: Learning More from Instrumental Variables,"
Working Papers
2020-048, Human Capital and Economic Opportunity Working Group.
- Black, Dan A. & Joo, Joonhwi & LaLonde, Robert & Smith, Jeffrey A. & Taylor, Evan J., 2022. "Simple Tests for Selection: Learning More from Instrumental Variables," Labour Economics, Elsevier, vol. 79(C).
- Dan A. Black & Joonhwi Joo & Robert LaLonde & Jeffrey A. Smith & Evan J. Taylor, 2022. "Simple Tests for Selection: Learning More from Instrumental Variables," NBER Working Papers 30291, National Bureau of Economic Research, Inc.
- Dan A. Black & Joonhwi Joo & Robert LaLonde & Jeffrey Andrew Smith & Evan J. Taylor, 2017. "Simple Tests for Selection: Learning More from Instrumental Variables," CESifo Working Paper Series 6392, CESifo.
- Tymon S{l}oczy'nski, 2020. "When Should We (Not) Interpret Linear IV Estimands as LATE?," Papers 2011.06695, arXiv.org, revised Sep 2022.
- Bedoya, Guadalupe & Bittarello, Luca & Davis, Jonathan & Mittag, Nikolas, 2018.
"Distributional Impact Analysis: Toolkit and Illustrations of Impacts beyond the Average Treatment Effect,"
IZA Discussion Papers
11863, Institute of Labor Economics (IZA).
- Bedoya Arguelles,Guadalupe & Bittarello,Luca & Davis,Jonathan Martin Villars & Mittag,Nikolas Karl & Bedoya Arguelles,Guadalupe & Bittarello,Luca & Davis,Jonathan Martin Villars & Mittag,Nikolas Karl, 2017. "Distributional impact analysis: toolkit and illustrations of impacts beyond the average treatment effect," Policy Research Working Paper Series 8139, The World Bank.
- 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.
- Huber, Martin & Wüthrich, Kaspar, 2019.
"Local Average and Quantile Treatment Effects Under Endogeneity: A Review,"
University of California at San Diego, Economics Working Paper Series
qt4j29d8sc, Department of Economics, UC San Diego.
- Huber Martin & Wüthrich Kaspar, 2019. "Local Average and Quantile Treatment Effects Under Endogeneity: A Review," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-27, January.
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Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(7), pages 1207-1225, November.
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"Testing identifying assumptions in fuzzy regression discontinuity designs,"
CeMMAP working papers
CWP16/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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"Testing Generalized Regression Monotonicity,"
Econometric Theory, Cambridge University Press, vol. 35(6), pages 1146-1200, December.
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Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-20, January.
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Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 31(1), pages 100-130, January.
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"Robust uniform inference for quantile treatment effects in regression discontinuity designs,"
Journal of Econometrics, Elsevier, vol. 211(2), pages 589-618.
Cited by:
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"Testing identifying assumptions in fuzzy regression discontinuity designs,"
CeMMAP working papers
CWP16/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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"Testing identifying assumptions in fuzzy regression discontinuity designs,"
CeMMAP working papers
CWP16/21, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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"Model‐selection tests for conditional moment restriction models,"
Econometrics Journal, Royal Economic Society, vol. 20(1), pages 52-85, February.
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"Treatment Effect Models with Strategic Interaction in Treatment Decisions,"
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UC3M Working papers. Economics
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"Treatment Effect Models with Strategic Interaction in Treatment Decisions,"
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Econometrics Journal, Royal Economic Society, vol. 20(1), pages 1-22, February.
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"Consistent tests for poverty dominance relations,"
Journal of Econometrics, Elsevier, vol. 191(2), pages 360-373.
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"Improving the Power of Tests of Stochastic Dominance,"
Econometric Reviews, Taylor & Francis Journals, vol. 35(4), pages 553-585, April.
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"Estimating Conditional Average Treatment Effects,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 485-505, October.
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"Trend definition or holding strategy: What determines the profitability of candlestick charting?,"
Journal of Banking & Finance, Elsevier, vol. 61(C), pages 172-183.
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"Robust hypothesis tests for M‐estimators with possibly non‐differentiable estimating functions,"
Econometrics Journal, Royal Economic Society, vol. 18(1), pages 95-116, February.
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"Estimation and inference for distribution functions and quantile functions in treatment effect models,"
Journal of Econometrics, Elsevier, vol. 178(P3), pages 383-397.
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"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.
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"Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion,"
Statistics & Probability Letters, Elsevier, vol. 95(C), pages 132-138.
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"A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing,"
Journal of Financial Econometrics, Oxford University Press, vol. 12(4), pages 730-755.
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Journal of Econometrics, Elsevier, vol. 181(2), pages 181-193.
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"Incorporating covariates in the measurement of welfare and inequality: methods and applications,"
Econometrics Journal, Royal Economic Society, vol. 15(1), pages 1-30, February.
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Journal of Econometrics, Elsevier, vol. 178(P3), pages 383-397.
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"Testing Identification Conditions of LATE in Fuzzy Regression Discontinuity Designs,"
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"Analyzing And Predicting Cat Bond Premiums: A Financial Loss Premium Principle And Extreme Value Modeling,"
ASTIN Bulletin, Cambridge University Press, vol. 48(1), pages 375-411, January.
- Gilles Stupfler & Fan Yang, 2018. "Analyzing and Predicting CAT Bond Premiums: a Financial Loss Premium Principle and Extreme Value Modeling," Post-Print hal-04464416, HAL.
- Marcel Brautigam & Marie Kratz, 2020. "The Impact of the Choice of Risk and Dispersion Measure on Procyclicality," Papers 2001.00529, arXiv.org.
- Lina Liao & Cheolwoo Park & Hosik Choi, 2019. "Penalized expectile regression: an alternative to penalized quantile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(2), pages 409-438, April.
- Zongwu Cai & Ying Fang & Dingshi Tian, 2018. "Assessing Tail Risk Using Expectile Regressions with Partially Varying Coefficients," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201804, University of Kansas, Department of Economics, revised Oct 2018.
- Ren, Rui & Lu, Meng-Jou & Li, Yingxing & Härdle, Wolfgang Karl, 2022. "Financial Risk Meter FRM based on Expectiles," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
- Marcel Bräutigam & Marie Kratz, 2018. "On the Dependence between Quantiles and Dispersion Estimators," Working Papers hal-02296832, HAL.
- Johanna F. Ziegel, 2013. "Coherence and elicitability," Papers 1303.1690, arXiv.org, revised Mar 2014.
- James Ming Chen, 2018. "On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles," Risks, MDPI, vol. 6(2), pages 1-28, June.
- Yingying Jiang & Fuming Lin & Yong Zhou, 2021. "The kth power expectile regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 73(1), pages 83-113, February.
- Syuhada, Khreshna & Hakim, Arief & Suprijanto, Djoko, 2024. "Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives," Energy Economics, Elsevier, vol. 129(C).
- Zhang, Feipeng & Li, Qunhua, 2017. "A continuous threshold expectile model," Computational Statistics & Data Analysis, Elsevier, vol. 116(C), pages 49-66.
- Zongxia Liang & Jianming Xia & Keyu Zhang, 2023. "Equilibrium stochastic control with implicitly defined objective functions," Papers 2312.15173, arXiv.org, revised Dec 2023.
- Damiano Rossello, 2022. "Performance measurement with expectiles," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 343-374, June.
- Huang, Xiaolin & Shi, Lei & Suykens, Johan A.K., 2014. "Asymmetric least squares support vector machine classifiers," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 395-405.
- Huang, Alex YiHou, 2010. "An optimization process in Value-at-Risk estimation," Review of Financial Economics, Elsevier, vol. 19(3), pages 109-116, August.
- Zhang, Yue-Jun & Ma, Shu-Jiao, 2019. "How to effectively estimate the time-varying risk spillover between crude oil and stock markets? Evidence from the expectile perspective," Energy Economics, Elsevier, vol. 84(C).
- Zaevski, Tsvetelin S. & Nedeltchev, Dragomir C., 2023. "From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures," International Review of Financial Analysis, Elsevier, vol. 87(C).
- Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2022. "Spillover effects between commodity and stock markets: A SDSES approach," Resources Policy, Elsevier, vol. 79(C).
- Alex YiHou Huang, 2010. "An optimization process in Value‐at‐Risk estimation," Review of Financial Economics, John Wiley & Sons, vol. 19(3), pages 109-116, August.
- Wolfgang Karl Härdle & Ya’acov Ritov & Song Song, 2010. "Partial Linear Quantile Regression and Bootstrap Confidence Bands," SFB 649 Discussion Papers SFB649DP2010-002, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Bingzhen Geng & Yang Liu & Yimiao Zhao, 2024. "Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification," Papers 2404.18029, arXiv.org.
- Mengmeng Guo & Wolfgang Härdle, 2012. "Simultaneous confidence bands for expectile functions," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 96(4), pages 517-541, October.
- Taoufik Bouezmarni & Mohamed Doukali & Abderrahim Taamouti, 2023.
"Testing Granger Non-Causality in Expectiles,"
University of East Anglia School of Economics Working Paper Series
2023-02, School of Economics, University of East Anglia, Norwich, UK..
- 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.
See citations under working paper version above.
- 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
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Sorry, no citations of software components recorded.
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.
Cited by:
- Yoganathan, Vignesh & Osburg, Victoria-Sophie, 2024. "The mind in the machine: Estimating mind perception's effect on user satisfaction with voice-based conversational agents," Journal of Business Research, Elsevier, vol. 175(C).
- Martin Huber, 2024. "An Introduction to Causal Discovery," Papers 2407.08602, arXiv.org.