:::
字級: 小字級 中字級 大字級 | 分享:

研究人員

許育進 Hsu, Yu-Chin

許育進 Hsu, Yu-Chin

  • E-Mail:ychsu at econ.sinica.edu.tw
  • 個人網站:http://yuchinhsu.yolasite.com/
  • CV:CV
  • 簡歷:

    Ph.D. in Economics, University of Texas at Austin (2010)
    研究領域:經濟計量

學歷

  • Ph.D. Economics, University of Texas at Austin, June 2010

研究領域

  • 經濟計量

現職

  • 中央研究院經濟研究所副研究員 (2014.11 --)
  • 國立中央大學財務金融學系合聘副教授(2017.8 --)

經歷

  • 中央研究院經濟研究所副研究員 (2012.8 -- 2014.11)
  • 美國密蘇黎大學哥倫比亞分校經濟學系助理教授 (2010.9 -- 2012.6)

得獎紀錄

  • 年輕學者創新獎--傑出人才發展基金會(2017)
  • 世界科學院--TWAS青年學者 (2016)
  • 臺灣財務金融學會--富邦論文獎 (2016)
  • 中央研究院年輕學者研究著作獎 (2015)
  • 中央研究院前瞻計畫 (2015-2019)
  • 科技部優秀年輕學者研究計畫 103-2628-H-001-001-MY4 (2014-2018)
  • 科技部吳大猷先生紀念獎 (2014)
  • 積極爭取國外優秀年輕學者獎助--傑出人才發展基金會 (2012-2017)

著作目錄

期刊(點擊展開)

  • Yu-Chin Hsu and Chung-Ming Kuan(2008), "Change-point Estimation of Nonstationary I(d) Process," Economics Letters, 98, 115-121. 相關連結(另開新視窗)
  • Chung-Ming Kuan and Jin-Huei Yeh and Yu-Chin Hsu(2009), "Assessing Value at Risk with CARE, the Conditional AutoRegressive Expectile Models," Journal of Econometrics, 150, 261-270. 相關連結(另開新視窗)
  • Po-Hsuan Hsu, Yu-Chin Hsu and Chung-Ming Kuan(2010), "Testing the Predictive Ability of Technical Analysis Using A New Stepwise Test without Data Snooping Bias," Journal of Empirical Finance, 17, 471-484. 相關連結(另開新視窗)
  • Stephen G. Donald and Yu-Chin Hsu(2011), "A New Test for Linear Inequality Constraints When the Variance Covariance Matrix Depends on the Unknown Parameters," Economics Letters, 113, 241-243. 相關連結(另開新視窗)
  • Stephen G. Donald , Yu-Chin Hsu and Garry F. Barrett(2012), "Incorporating Covariates in the Measurement of Welfare and Inequality: Methods and Applications," Econometrics Journal, 15, C1-C30. 相關連結(另開新視窗)
  • Stephen G. Donald and Yu-Chin Hsu(2014), "Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models," Journal of Econometrics, 178, 383-397. 相關連結(另開新視窗)
  • Wei-Ming Lee , Chung-Ming Kuan and Yu-Chin Hsu(2014), "Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix," Journal of Econometrics, 181, 181-193. 相關連結(另開新視窗)
  • Stephen G. Donald, Yu-Chin Hsu and Robert P. Lieli(2014), "Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT," Journal of Business and Economic Statistics, 32, 395-415. 相關連結(另開新視窗)
  • Yu-Chin Hsu, Chung-Ming Kuan and Meng-Feng Yen(2014), "A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testingg," Journal of Financial Econometrics, 12 730-755. 相關連結(另開新視窗)
  • Stephen G. Donald, Yu-Chin Hsu and Robert P. Lieli(2014), "Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion," Statistics and Probability Letters, 95 132-138. 相關連結(另開新視窗)
  • Wei-Ming Lee , Yu-Chin Hsu and Chung-Ming Kuan(2015), "Robust Hypothesis Tests for M-Estimators with Possibly Non-differentiable Estimating Functions," Econometrics Journal, 18(1), 95-116. 相關連結(另開新視窗)
  • Tsung-Hsun Lu, Yi-Chi Chen and Yu-Chin Hsu(2015), "Trend Definition or Holding Strategy: What Determines the Profitability of Candlestick Charting?," Journal of Banking and Finance, 61 172-183. 相關連結(另開新視窗)
  • Jason Abrevaya, Yu-Chin Hsu and Robert P. Lieli(2015), "Estimating Conditional Average Treatment Effects," Journal of Business and Economic Statistics, 33 485-505. 相關連結(另開新視窗)
  • Stephen G. Donald and Yu-Chin Hsu(2016), "Improving the Power of Tests of Stochastic Dominance," Econometric Reviews,(35), 553-585. 相關連結(另開新視窗)
  • Garry F. Barrett, Stephen G. Donald and Yu-Chin Hsu(2016), "Consistent Tests for Poverty Dominance Relations," Journal of Econometrics,(191), 360-373. 相關連結(另開新視窗)
  • Yu-Chin Hsu(2017), "Consistent Tests for Conditional Treatment Effects," Econometrics Journal,(20), 1-22. 相關連結(另開新視窗)
  • Yu-Chin Hsu and Xiaoxia Shi(2017), 「Model Selection Tests for Conditional Moment Restriction Models」,《Econometrics Journal》(20), 52-85。 相關連結(另開新視窗)

專書(點擊展開)

  • Hsu, Yu-Chin and Joseph H. Haslag(2012), "Cyclical Co-movement between Output, the Price Level, and Inflation," Dek Terrell, Daniel Millimet (ed.), 30th Anniversary Edition (Advances in Econometrics, Volume 30), 359-384, United Kingdom:Emerald Group Publishing Limited.
TOP