:::
許育進

許育進

研究員兼副所長

Ph.D. in Economics, University of Texas at Austin (2010)

研究領域: 經濟計量


Email : ychsu at econ.sinica.edu.tw

電話 : 02-2782-2791#322

個人網站 CV

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

  • 經濟計量

  • 中央研究院經濟研究所副所長 (2025.1 -- )
  • 中央研究院經濟研究所研究員 (2019.4 --)
  • 國立政治大學經濟學系合聘教授(2019.8 --)
  • 國立中央大學財務金融學系合聘教授(2019.8 --)
  • 國立臺灣大學計量理論與應用研究中心研究員 (2019.1 --)

  • 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)

  • 飛躍講座--傑出人才發展基金會 (2025-2027)
  • 學術獎--教育部 (2024)
  • 中央研究院深耕計畫 (2021-2025)
  • 傑出研究獎--科技部 (2018, 2022)
  • 年輕學者獎--台灣計量經濟學會(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)

  • 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
  • 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
  • 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
  • Stephen G. Donald and Yu-Chin Hs(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
  • 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
  • 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
  • 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
  • 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
  • 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 相關連結
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • Yu-Chin Hsu(2017), "Consistent Tests for Conditional Treatment Effects", Econometrics Journal, 20, 1-22 相關連結
  • Yu-Chin Hsu and Xiaoxia Shi(2017), "Model Selection Tests for Conditional Moment Restriction Models", Econometrics Journal, 20, 52-85 相關連結
  • 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
  • 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
  • Robert P. Lieli and Yu-Chin Hsu(2019), "Using the Estimated AUC to Test the Adequacy of Binary Predictors", Journal of Nonparametric Statistics, 31(1), 100-130 相關連結
  • Yu-Chin Hsu, Martin Huber and Tsung-Chih Lai(2019), "Nonparametric Estimation of Natural Direct and Indirect Effects Based on Inverse Probability Weighting", Journal of Econometric Methods, 8 相關連結
  • Yu-Chin Hsu, Chu-An Liu and Xiaoxia Shi(2019), "Testing Generalized Regression Monotonicity", Econometric Theory, 35, 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
  • Yi-Ting Chen, Yu-Chin Hsu and Hung-Jen Wang(2020), "A Stochastic Frontier Model with Endogenous Treatment Status and Mediator", Journal of Business and Economic Statistics, 38, 243-256
  • Yu-Chin Hsu, Martin Huber, Ying-Ying Lee and Layal Pipoz(2020), "Direct and Indirect Effects of Continuous Treatments Based on Generalized Propensity Score Weighting", Journal of Applied Econometrics, 35, 814-840
  • Yu-Chin Hsu, Kamhon Kan and Tsung-Chih Lai(2021), "Quantile Structural Treatment Effect: Application to Smoking Wage Penalty and its Determinants", Econometric Reviews, 40, 128-147
  • Yu-Chin Hsu, Hsiou-Wei Lin and Kendro Vincent(2021), "Investment Styles and the Multiple Testing of Cross-Sectional Stock Return Predictability", Journal of Financial Markets, 56, 100598
  • Yu-Chin Hsu, Shu Shen(2021), "Testing Monotonicity of Conditional Treatment Effects Under Regression Discontinuity Designs", Journal of Applied Econometrics, 36, 271-366
  • Yu-Chin Hsu, Ji-Liang Shiu(2021), "Nonlinear Panel Data Models with Distribution-Free Correlated Random Effect", Econometric Theory, 37, 1075-1099
  • Jason Abrevaya and Yu-Chin Hsu(2021), "Partial Effects in Non-linear Panel Data Models with Correlated Random Effects", Econometrics Journal, 24, 519-535
  • Yu-Chin Hsu, Tsung-Chih Lai and Robert P. Lieli(2022), "Counterfactual Treatment Effects: Estimation and Inference", Journal of Business and Economic Statistics, 40, 240-255
  • Yu-Chin Hsu, Qingliang Fan, Robert P. Lieli and Yichong Zhang(2022), "Estimating Conditional Average Treatment with High-Dimensional Data", Journal of Business and Economic Statistics,, 40, 313-327
  • Yoichi Arai, Yu-Chin Hsu, Toru Kitagawa, Ismael Mourifie and Yuanyuan Wan(2022), "Testing Identifying Assumptions in Fuzzy Regression Discontinuity Designs", Quantitative Economics, 13, 1-28
  • Yu-Chin Hsu, Tsung-Chih Lai and Robert P. Lieli(2022), "Estimation and Inference for Distribution Functions and Quantile Functions in Endogenous Treatment Effect Models", Econometric Reviews, 41, 22-50
  • Yu-Chin Hsu, Jen-Che Liao and Eric S. Lin(2022), "Two-step Series Estimation and Specification Testing of (Partially) Linear Models with Nonparametrically Generated Regressor", Econometric Reviews, 41, 985-100
  • Yu-Chin Hsu , Ta-Cheng Huang and Haiqing Xu (2023), "Testing Unobserved Heterogeneity of Individual Treatment Effects with Observational Data", Econometric Theory, 39, 582-622
  • Chih-Sheng Hsieh, Yu-Chin Hsu, Stanley Ko, Jaromir Kovarik, and Trevon D. Logan(2024), "Non-Representative Sample Networks: Estimation of Network Structural Properties by Weighting", Journal of Econometrics, 240, 105689
  • Mi-Hsiu Chiang, Hsin-Yu Chiu and Yu-Chin Hsu (2024), "Retrieving Almost Stochastic Dominance Momentum in Taiwan Stock Market", Pacific-Basin Finance Journal, 83,102268
  • Yu-Chin Hsu, Ji-Liang Shiu and Yuanyuan Wan(2024), "Testing Identification Conditions of LATE in Fuzzy Regression Discontinuity Designs", Journal of Econometrics, 241, 105738
  • Yu-Chin Hsu and Shu Shen(2024), "Dynamic Regression Discontinuity under Treatment Effect Heterogeneity", Quantitative Economics, 15, 1035-1064
  • Hsin-Yi Lin, Yu-Hsiang Hsiao and Yu-Chin Hsu(2025), "Quantile Policy Effects: An Application to U.S. Macroprudential Policy", Journal of Business and Economic Statistics, 43, 81-97
  • Yu-Chin Hsu, Martin Huber, Ying-Ying Lee, Chu-An Liu(2024), "Testing Monotonicity of Mean Potential Outcomes in a Continuous Treatment with High-Dimensional Data", The Review of Economics and Statistics, forthcoming

  • 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
  • Robert P. Lieli, Yu-Chin Hsu and Ágoston Reguly(2022), "The Use of Machine Learning in Treatment Effect Estimation", Felix Chan and László Mátyás, Econometrics with Machine Learning, Springer