Yu-Wei Hsieh
Personal Details
First Name: | Yu-Wei |
Middle Name: | |
Last Name: | Hsieh |
Suffix: | |
RePEc Short-ID: | phs24 |
https://sites.google.com/site/yuweihsieh01/ | |
Affiliation
Department of Economics
University of Southern California
Los Angeles, California (United States)https://dornsife.usc.edu/econ/
(213) 740-8335
(213) 740-8543
KAP 300, University Park Campus, Los Angeles, CA-90089
RePEc:edi:deuscus (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Yu-Wei Hsieh & Xiaoxia Shi & Matthew Shum, 2017. "Inference on Estimators defined by Mathematical Programming," Papers 1709.09115, arXiv.org.
- Chung-Ming Kuan & Yu-Wei Hsieh, 2006.
"Improved HAC Covariance Matrix Estimation Based on Forecast Errors,"
IEAS Working Paper : academic research
06-A008, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Kuan, Chung-Ming & Hsieh, Yu-Wei, 2008. "Improved HAC covariance matrix estimation based on forecast errors," Economics Letters, Elsevier, vol. 99(1), pages 89-92, April.
Articles
- Duan, Jin-Chuan & Fulop, Andras & Hsieh, Yu-Wei, 2020. "Data-cloning SMC2: A global optimizer for maximum likelihood estimation of latent variable models," Computational Statistics & Data Analysis, Elsevier, vol. 143(C).
- Kuan, Chung-Ming & Hsieh, Yu-Wei, 2008.
"Improved HAC covariance matrix estimation based on forecast errors,"
Economics Letters, Elsevier, vol. 99(1), pages 89-92, April.
- Chung-Ming Kuan & Yu-Wei Hsieh, 2006. "Improved HAC Covariance Matrix Estimation Based on Forecast Errors," IEAS Working Paper : academic research 06-A008, Institute of Economics, Academia Sinica, Taipei, Taiwan.
Chapters
- Yu-Wei Hsieh & Matthew Shum, 2020. "Bayesian Estimation of Linear Sum Assignment Problems," Advances in Econometrics, in: Tong Li & M. Hashem Pesaran & Dek Terrell (ed.), Essays in Honor of Cheng Hsiao, volume 41, pages 323-339, Emerald Publishing Ltd.
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-Wei Hsieh & Xiaoxia Shi & Matthew Shum, 2017.
"Inference on Estimators defined by Mathematical Programming,"
Papers
1709.09115, arXiv.org.
Cited by:
- Pawel Dziewulski & Roy Allen & John Rehbeck, 2021.
"Revealed statistical consumer theory,"
Working Paper Series
0221, Department of Economics, University of Sussex Business School.
- Roy Allen & Pawel Dziewulski & John Rehbeck, 2019. "Revealed statistical consumer theory," Working Paper Series 1119, Department of Economics, University of Sussex Business School.
- Zach Flynn, 2020.
"Identifying productivity when it is a factor of production,"
RAND Journal of Economics, RAND Corporation, vol. 51(2), pages 496-530, June.
- Flynn, Zach, 2018. "Identifying productivity when it is a factor of production," SocArXiv bwxfz, Center for Open Science.
- Christopher Hojny & Tristan Gally & Oliver Habeck & Hendrik Lüthen & Frederic Matter & Marc E. Pfetsch & Andreas Schmitt, 2020. "Knapsack polytopes: a survey," Annals of Operations Research, Springer, vol. 292(1), pages 469-517, September.
- Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2019.
"Inference for Linear Conditional Moment Inequalities,"
NBER Working Papers
26374, National Bureau of Economic Research, Inc.
- Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2019. "Inference for Linear Conditional Moment Inequalities," Papers 1909.10062, arXiv.org.
- Pawel Dziewulski & Roy Allen & John Rehbeck, 2021.
"Revealed statistical consumer theory,"
Working Paper Series
0221, Department of Economics, University of Sussex Business School.
- Chung-Ming Kuan & Yu-Wei Hsieh, 2006.
"Improved HAC Covariance Matrix Estimation Based on Forecast Errors,"
IEAS Working Paper : academic research
06-A008, Institute of Economics, Academia Sinica, Taipei, Taiwan.
- Kuan, Chung-Ming & Hsieh, Yu-Wei, 2008. "Improved HAC covariance matrix estimation based on forecast errors," Economics Letters, Elsevier, vol. 99(1), pages 89-92, April.
Cited by:
- Luke Hartigan, 2016.
"Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties,"
Discussion Papers
2016-06, School of Economics, The University of New South Wales.
- Hartigan, Luke, 2018. "Alternative HAC covariance matrix estimators with improved finite sample properties," Computational Statistics & Data Analysis, Elsevier, vol. 119(C), pages 55-73.
Articles
- Kuan, Chung-Ming & Hsieh, Yu-Wei, 2008.
"Improved HAC covariance matrix estimation based on forecast errors,"
Economics Letters, Elsevier, vol. 99(1), pages 89-92, April.
See citations under working paper version above.Sorry, no citations of articles recorded.
- Chung-Ming Kuan & Yu-Wei Hsieh, 2006. "Improved HAC Covariance Matrix Estimation Based on Forecast Errors," IEAS Working Paper : academic research 06-A008, Institute of Economics, Academia Sinica, Taipei, Taiwan.
Chapters
-
Sorry, no citations of chapters recorded.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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 1 paper 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 (1) 2017-10-01
Corrections
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