本所成員

許育進 Hsu, Yu-Chin

許育進 Hsu, Yu-Chin
E-Mail:ychsu at econ.sinica.edu.tw
  • 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 --)
    • 國立政治大學經濟學系合聘副教授(2018.3 --)

    經歷

    • 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

    • 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.
    • 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, (), forthcoming.
    • 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, (), forthcoming.
    • Yu-Chin Hsu and Tsung-Chih Lai(2018), "Treatment Effect Models: A Brief Review,"Taiwan Economic Review, (), forthcoming.
    • Robert P. Lieli and Yu-Chin Hsu(2018), "Using the Estimated AUC to Test the Adequacy of Binary Predictors,"Journal of Nonparametric Statistics, (), forthcoming.
    • Yu-Chin Hsu and Shu Shen(2018), "Testing Treatment Effect Heterogeneity in Regression Discontinuity Design,"Journal of Econometrics, (), forthcoming.

    專書

    • 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.