研究人員

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研究員 (2019.4 --)
中央研究院經濟研究所副所長 (2019.8 -- )
國立中央大學財務金融學系合聘教授(2019.8 --)
國立政治大學經濟學系合聘教授(2019.8 --)

經歷

國立政治大學經濟學系合聘副教授(2018.3 --2019.7)
國立中央大學財務金融學系合聘副教授(2017.8 -- 2019.8)
中央研究院經濟研究所副研究員 (2014.11 -- 2019.4)
中央研究院經濟研究所助研究員 (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

年輕學者獎--台灣計量經濟學會(2018)
傑出研究獎--科技部 (2018)
年輕學者奬--TRIA 台灣風險與保險學會 (2017)
年輕學者創新獎--傑出人才發展基金會 (2017)
TWAS青年學者--世界科學院 (2016)
富邦論文獎--臺灣財務金融學會 (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)
吳大猷先生紀念獎--科技部 (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)
Kendro Vincent, Yu-Chin Hsu and Hsiou-Wei Lin (2018), "Analyzing the Performance of Multi-Factor Investment Strategies under Multiple Testing Framework," Journal of Portfolio Management, 44, 113-126. 相關連結(另開新視窗)
Yu-Chin Hsu and Tsung-Chih Lai(2018), "Treatment Effect Models: A Brief Review," Taiwan Economic Review, 46(4), 501–521. 相關連結(另開新視窗)
Robert P. Lieli and Yu-Chin Hsu(2018), "Using the Estimated AUC to Test the Adequacy of Binary Predictors," Journal of Nonparametric Statistics, 31(1), 100-130. 相關連結(另開新視窗)
Yu-Chin Hsu, Martin Huber and Tsung-Chih Lai(2018), "Nonparametric Estimation of Natural Direct and Indirect Effects Based on Inverse Probability Weighting," Journal of Econometric Methods, 8(1),. 相關連結(另開新視窗)
Yi-Ting Chen, Yu-Chin Hsu and Hung-Jen Wang(2018), "A Stochastic Frontier Model with Endogenous Treatment Status and Mediator," Journal of Business and Economic Statistics, forthcoming.
Yu-Chin Hsu, Chu-An Liu and Xiaoxia Shi(2018), "Testing Generalized Regression Monotonicity," Econometric Theory, 35(6), 1146-1200.
Yu-Chin Hsu and Shu Shen(2019), "Testing Treatment Effect Heterogeneity in Regression Discontinuity Design," Journal of Econometrics, 208(2), 468-486. 相關連結(另開新視窗)
Harold D. Chiang, Yu-Chin Hsu and Yuya Sasaki(2019), "Robust Uniform Inference for Quantile Treatment Effects in Regression Discontinuity Designs," Journal of Econometrics, 211(2), 589-618.
Yu-Chin Hsu, Kamhon Kan and Tsung-Chih Lai(2019), "Quantile Structural Treatment Effect: Application to Smoking Wage Penalty and its Determinants," Econometric Reviews, forthcoming.
Yu-Chin Hsu, Martin Huber, Ying-Ying Lee and Layal Pipoz(2019), "Direct and Indirect Effects of Continuous Treatments Based on Generalized Propensity Score Weighting," Journal of Applied Econometrics, forthcoming. 相關連結(另開新視窗)
Yu-Chin Hsu, Yi-Ting Chen and Hung-Jen Wang(2020), "A Stochastic Frontier Model with Endogenous Treatment Status and Mediator," Journal of Business and Economic Statistics, 38(2), 243-256. 相關連結(另開新視窗)
Yu-Chin Hsu, Tsung-Chih Lai and Robert P. Lieli(2020), "Counterfactual Treatment Effects: Estimation and Inference," Journal of Business and Economic Statistics, forthcoming. 相關連結(另開新視窗)
Yu-Chin Hsu, Qingliang Fan, Robert P. Lieli and Yichong Zhang(2020), "Estimating Conditional Average Treatment with High-Dimensional Data," Journal of Business and Economic Statistics, forthcoming. 相關連結(另開新視窗)
Yu-Chin Hsu, Hsiou-Wei Lin and Kendro Vincent(2020), 「Investment Styles and the Multiple Testing of Cross-Sectional Stock Return Predictability」,《Journal of Financial Markets》, forthcoming。
Yu-Chin Hsu, Shu Shen(2020), 「Testing Monotonicity of Conditional Treatment Effects Under Regression Discontinuity Designs」,《Journal of Applied Econometrics》, forthcoming。
Yu-Chin Hsu, Ji-Liang Shiu(2020), 「Nonlinear Panel Data Models with Distribution-Free Correlated Random Effects」,《Econometric Theory》, forthcoming。

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.

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