Research Fellows

Hsu, Yu-Chin

Title：Associate Research Fellow
E-Mail：ychsu at econ.sinica.edu.tw
Personal Website：http://yuchinhsu.yolasite.com/
CV：CV
curriculum vitae：
Ph.D. in Economics, University of Texas at Austin (2010)
Research Fields: Econometrics

Education background

Ph.D. Economics, University of Texas at Austin May 2010

Research Fields

Econometrics

Current Position

Research Fellow, Institute of Economics, Academia Sinica (2019.4 --)
Deputy Director, Institute of Economics, Academia Sinica (2019.8 --)
Adjunct Professor, Department of Finance, National Central University (2019.8 --)
Associate Professor, Department of Economics, National Chengchi University (2019.8 --)

Experience

Adjunct Associate Professor, Department of Finance, National Central University (2017.8 -- 2019.8)
Associate Research Fellow, Institute of Economics, Academia Sinica (2014.11 -- 2019.4)
Assistant Research Fellow, Institute of Economics, Academia Sinica (2012.8 -- 2014.11)
Assistant Professor, Department of Economics, University of Missouri at Columbia (2010.9 -- 2012.6)
Adjunct Associate Professor, Department of Economics, National Chengchi University (2018.3 --2019.7)

Awards

Young Scholar Award, Taiwan Econometric Society (2018)
Outstanding Research Award, Ministry of Science and Technology (2018)
Young Scholar Award, TRIA Taiwan Risk and Insurance Association (2017)
Young Scholar's Creativity Award, Foundation for the Advancement of Outstanding Scholarship (2017)
TWAS Young Affiliate, The World Academy of Sciences (2016)
Fubon Paper Award, International Conference of Taiwan Finance Association (2016)
Junior Research Investigators Award, Academia Sinica (2015)
Career Development Award, Academia Sinica (2015-2019)
Grant for Excellent Young Researcher, Ministry of Science and Technology 103-2628-H-001-001-MY4 (2014-2018)
Wu Ta-Yu Memorial Award, Ministry of Science and Technology (2014)
Young Faculty Award and Scholarship, Foundation for the Advancement of Outstanding Scholarship, (2012-2017)

Publications

Journals(Click)

Yu-Chin Hsu and Chung-Ming Kuan(2008), "Change-point Estimation of Nonstationary I(d) Process," Economics Letters, 98, 115-121. Links(Open New Window)
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. Links(Open New Window)
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. Links(Open New Window)
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. Links(Open New Window)
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. Links(Open New Window)
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. Links(Open New Window)
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. Links(Open New Window)
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. Links(Open New Window)
Yu-Chin Hsu, Chung-Ming Kuan and Meng-Feng Yen(2014), "A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing," Journal of Financial Econometrics, 12, 730-755. Links(Open New Window)
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. Links(Open New Window)
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. Links(Open New Window)
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. Links(Open New Window)
Jason Abrevaya, Yu-Chin Hsu and Robert P. Lieli(2015), "Estimating Conditional Average Treatment Effects," Journal of Business and Economic Statistics, 33, 485-505. Links(Open New Window)
Stephen G. Donald and Yu-Chin Hsu(2016), "Improving the Power of Tests of Stochastic Dominance," Econometric Reviews, 35, 553-585. Links(Open New Window)
Garry F. Barrett, Stephen G. Donald and Yu-Chin Hsu(2016), "Consistent Tests for Poverty Dominance Relations," Journal of Econometrics, 191, 360-373. Links(Open New Window)
Yu-Chin Hsu(2017), "Consistent Tests for Conditional Treatment Effects," Econometrics Journal, 20, 1-22. Links(Open New Window)
Yu-Chin Hsu and Xiaoxia Shi(2017), "Model Selection Tests for Conditional Moment Restriction Models," Econometrics Journal, 20, 52-85. Links(Open New Window)
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. Links(Open New Window)
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 and Tsung-Chih Lai(2018), "Treatment Effect Models: A Brief Review," Taiwan Economic Review, 46(4), 501–521. Links(Open New Window)
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. Links(Open New Window)
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),. Links(Open New Window)
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.
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. Links(Open New Window)
Yu-Chin Hsu, (2020), "A Stochastic Frontier Model with Endogenous Treatment Status and Mediator," Journal of Business and Economic Statistics, 38(2), 243-256. Links(Open New Window)
Yu-Chin Hsu, Tsung-Chih Lai and Robert P. Lieli(2020), "Counterfactual Treatment Effects: Estimation and Inference," Journal of Business and Economic Statistics, forthcoming. Links(Open New Window)
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. Links(Open New Window)
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.

Books(Click)

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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