Yu-Chin Hsu : Citation Profile


Are you Yu-Chin Hsu?

Academia Sinica

9

H index

9

i10 index

382

Citations

RESEARCH PRODUCTION:

32

Articles

30

Papers

RESEARCH ACTIVITY:

   16 years (2006 - 2022). See details.
   Cites by year: 23
   Journals where Yu-Chin Hsu has often published
   Relations with other researchers
   Recent citing documents: 86.    Total self citations: 24 (5.91 %)

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   Permalink: http://citec.repec.org/phs7
   Updated: 2022-10-01    RAS profile: 2022-05-08    
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Relations with other researchers


Works with:

Lieli, Robert (8)

Huber, Martin (5)

Arai, Yoichi (5)

shi, xiaoxia (2)

Liu, Chu-An (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yu-Chin Hsu.

Is cited by:

Huber, Martin (15)

LINTON, OLIVER (11)

Härdle, Wolfgang (10)

Lechner, Michael (9)

Griffiths, William (8)

Wüthrich, Kaspar (8)

Kaplan, David (8)

Lander, David (8)

STUPFLER, Gilles (7)

Chang, Chia-Lin (6)

Melly, Blaise (6)

Cites to:

Imbens, Guido (50)

Andrews, Donald (37)

shi, xiaoxia (28)

Heckman, James (27)

Whang, Yoon-Jae (19)

Lemieux, Thomas (19)

Newey, Whitney (15)

Frölich, Markus (14)

Vytlacil, Edward (13)

Angrist, Joshua (13)

Lieli, Robert (12)

Main data


Where Yu-Chin Hsu has published?


Journals with more than one article published# docs
Journal of Econometrics6
Journal of Business & Economic Statistics5
Econometrics Journal4
Econometric Reviews3
Journal of Applied Econometrics2
Economics Letters2
Econometric Theory2

Working Papers Series with more than one paper published# docs
IEAS Working Paper : academic research / Institute of Economics, Academia Sinica, Taipei, Taiwan16
Papers / arXiv.org4
CEU Working Papers / Department of Economics, Central European University3
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies3
FSES Working Papers / Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland2

Recent works citing Yu-Chin Hsu (2022 and 2021)


YearTitle of citing document
2021.

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2021.

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2021Inference in the Nonparametric Stochastic Frontier Model. (2021). Zelenyuk, Valentin ; VanKeilegom, Ingrid ; van Keilegom, Ingrid ; Simar, Leopold ; Parmeter, Christopher F. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021029.

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2021A General Framework for Inference on Shape Restrictions. (2019). Seo, Juwon ; Fang, Zheng. In: Papers. RePEc:arx:papers:1910.07689.

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2022Double Machine Learning based Program Evaluation under Unconfoundedness. (2020). Knaus, Michael. In: Papers. RePEc:arx:papers:2003.03191.

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2022Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments. (2020). Lee, Ying-Ying ; Colangelo, Kyle. In: Papers. RePEc:arx:papers:2004.03036.

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2022Coverage Optimal Empirical Likelihood Inference for Regression Discontinuity Design. (2020). Yu, Zhengfei ; Ma, Jun. In: Papers. RePEc:arx:papers:2008.09263.

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2021Causal Inference in Possibly Nonlinear Factor Models. (2020). Feng, Yingjie. In: Papers. RePEc:arx:papers:2008.13651.

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2022Manipulation-Robust Regression Discontinuity Design. (2020). Sawada, Masayuki ; Ishihara, Takuya. In: Papers. RePEc:arx:papers:2009.07551.

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2022Kernel Methods for Policy Evaluation: Treatment Effects, Mediation Analysis, and Off-Policy Planning. (2020). Gretton, Arthur ; Xu, Liyuan ; Singh, Rahul. In: Papers. RePEc:arx:papers:2010.04855.

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2022When Should We (Not) Interpret Linear IV Estimands as LATE?. (2020). Sloczy, Tymon. In: Papers. RePEc:arx:papers:2011.06695.

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2021A Unified Framework for Specification Tests of Continuous Treatment Effect Models. (2021). Zhang, Zheng ; Linton, Oliver ; Huang, Wei. In: Papers. RePEc:arx:papers:2102.08063.

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2021Multiply Robust Causal Mediation Analysis with Continuous Treatments. (2021). Xu, Yizhen ; Sani, Numair ; Ghassami, Amiremad ; Shpitser, Ilya. In: Papers. RePEc:arx:papers:2105.09254.

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2022A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees. (2021). Chernozhukov, Victor ; Singh, Rahul ; Newey, Whitney K. In: Papers. RePEc:arx:papers:2105.15197.

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2021Heterogeneous Treatment Effects in Regression Discontinuity Designs. (2021). 'Agoston Reguly, . In: Papers. RePEc:arx:papers:2106.11640.

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2021Flexible Covariate Adjustments in Regression Discontinuity Designs. (2021). Rothe, Christoph ; Olma, Tomasz ; Noack, Claudia. In: Papers. RePEc:arx:papers:2107.07942.

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2022Partial Identification and Inference for the Conditional Distribution of Treatment Effects. (2021). Lee, Sungwon. In: Papers. RePEc:arx:papers:2108.00723.

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2022Regression Discontinuity Designs. (2021). Titiunik, Rocio ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2108.09400.

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2021A generalized bootstrap procedure of the standard error and confidence interval estimation for inverse probability of treatment weighting. (2021). Lawson, Jordan ; Li, Tenglong. In: Papers. RePEc:arx:papers:2109.00171.

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2021Estimations of the Conditional Tail Average Treatment Effect. (2021). Yen, Yu-Min ; Chen, Le-Yu. In: Papers. RePEc:arx:papers:2109.08793.

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2022Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments. (2021). Heiler, Phillip ; Knaus, Michael C. In: Papers. RePEc:arx:papers:2110.01427.

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2021\beta-Intact-VAE: Identifying and Estimating Causal Effects under Limited Overlap. (2021). Fukumizu, Kenji ; Wu, Pengzhou. In: Papers. RePEc:arx:papers:2110.05225.

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2022Covariate Adjustment in Regression Discontinuity Designs. (2021). Titiunik, Rocio ; Keele, Luke ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2110.08410.

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2021A Finite Sample Theorem for Longitudinal Causal Inference with Machine Learning: Long Term, Dynamic, and Mediated Effects. (2021). Singh, Rahul. In: Papers. RePEc:arx:papers:2112.14249.

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2022Testing the identification of causal effects in data. (2022). Huber, Martin. In: Papers. RePEc:arx:papers:2203.15890.

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2022Abadies Kappa and Weighting Estimators of the Local Average Treatment Effect. (2022). Wooldridge, Jeffrey M ; Uysal, Derya S ; Sloczy, Tymon. In: Papers. RePEc:arx:papers:2204.07672.

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2022Who Benefits from Political Connections in Brazilian Municipalities. (2022). Forquesato, Pedro. In: Papers. RePEc:arx:papers:2204.09450.

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2022Testing Overidentifying Restrictions with High-Dimensional Data and Heteroskedasticity. (2022). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171.

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2022Estimating conditional treatment effects of EIB lending to SMEs in Europe. (2022). Wolski, Marcin ; Gereben, Aron ; Barbera, Alessandro. In: BIS Working Papers. RePEc:bis:biswps:1006.

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2022Finding mover–stayer quantile difference due to unobservables using quantile selection corrections. (2022). Choi, Jin Young ; Lee, Myoungjae. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:704-721.

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2021How to build a factor portfolio: Does the allocation strategy matter?. (2021). Wendt, Viktoriasophie ; Drobetz, Wolfgang ; Dichtl, Hubert. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:20-58.

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2022A reexamination of factor momentum: How strong is it?. (2022). Liu, Jiadong ; Liao, Ming ; Fan, Minyou. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:585-615.

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2021Scrutinizing the Monotonicity Assumption in IV and fuzzy RD designs. (2021). Fiorini, Mario ; Stevens, Katrien. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:6:p:1475-1526.

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2022Nonparametric extreme conditional expectile estimation. (2022). Ussegliocarleve, Antoine ; Stupfler, Gilles ; Girard, Stephane. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:49:y:2022:i:1:p:78-115.

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2022Entropy Balancing for Continuous Treatments. (2022). Tübbicke, Stefan ; Stefan, Tubbicke. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:11:y:2022:i:1:p:71-89:n:7.

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2021A Unified Framework for Specification Tests of Continuous Treatment Effect Models. (2021). Zhang, Z ; Linton, O ; Huang, W. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2113.

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2021Consistent Testing for an Implication of Supermodular Dominance. (2021). , Whang ; Linton, O ; Chung, D. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2134.

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2021When Should We (Not) Interpret Linear IV Estimands as LATE?. (2021). Słoczyński, Tymon ; Sloczynski, Tymon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9064.

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2021The time-varying risk of Italian GDP. (2021). Pacella, Claudia ; Busetti, Fabio ; delle Monache, Davide ; Caivano, Michele. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001115.

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2021Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach. (2021). GUPTA, RANGAN ; Ma, Shu-Jiao ; Bouri, Elie ; Zhang, Yue-Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301868.

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2021Estimation of a level shift in panel data with fractionally integrated errors. (2021). Chang, Seong Yeon. In: Economics Letters. RePEc:eee:ecolet:v:206:y:2021:i:c:s0165176521002482.

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2021ExpectHill estimation, extreme risk and heavy tails. (2021). Stupfler, Gilles ; Girard, Stephane ; Daouia, Abdelaati. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:97-117.

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2021An improved bootstrap test for restricted stochastic dominance. (2021). Tabri, Rami V ; Lok, Thomas M. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:2:p:371-393.

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2022A test of the selection on observables assumption using a discontinuously distributed covariate. (2022). Yildiz, Nee ; Khalil, Umair. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:423-450.

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2022Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models. (2022). LINTON, OLIVER ; Zhang, Zheng ; Ai, Chunrong. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:1:p:39-61.

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2022Functional estimation of extreme conditional expectiles. (2022). Usseglio-Carleve, Antoine ; Stupfler, Gilles ; Girard, Stephane. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:131-158.

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2021Heterogeneous effects of fiscal rules: The Maastricht fiscal criterion and the counterfactual distribution of government deficits?. (2021). Wingender, Philippe ; Caselli, Francesca. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s001429212100101x.

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2021Trading the foreign exchange market with technical analysis and Bayesian Statistics. (2021). Stasinakis, Charalampos ; Sermpinis, Georgios ; Hassanniakalager, Arman. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:230-251.

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2021Measuring the risk of Chinese Fintech industry: evidence from the stock index. (2021). Sun, Xiaolei ; Li, Jian Ping ; Yao, Yinhong. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319311055.

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2021Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices. (2021). Psaradellis, Ioannis ; Stasinakis, Charalampos ; Hassanniakalager, Arman ; Sermpinis, Georgios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100072x.

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2022Performance of intraday technical trading in China’s gold market. (2022). Jin, Xiaoye. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001876.

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2021Data snooping in equity premium prediction. (2021). Wendt, Viktoria-Sophie ; Neuhierl, Andreas ; Drobetz, Wolfgang ; Dichtl, Hubert. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:72-94.

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2021Testing forecast accuracy of expectiles and quantiles with the extremal consistent loss functions. (2021). Yen, Tso-Jung. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:733-758.

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2021Evaluating quantile-bounded and expectile-bounded interval forecasts. (2021). Taylor, James W. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:800-811.

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2021Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models. (2021). Anghel, Dan Gabriel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000716.

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2022Information asymmetry and the profitability of technical analysis. (2022). Lai, Hung-Neng ; Hung, Chiayu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002983.

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2021Do non-choice data reveal economic preferences? Evidence from biometric data and compensation-scheme choice. (2021). Halko, Marja-Liisa ; Saaksvuori, Lauri ; Lappalainen, Olli. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:87-104.

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2021The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data. (2021). Bouzebda, Salim ; Mohammedi, Mustapha ; Laksaci, Ali. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:181:y:2021:i:c:s0047259x20302542.

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2022K-expectiles clustering. (2022). Hardle, Wolfgang Karl ; Li, Yingxing ; Wang, Bingling. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001470.

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2022Financial Risk Meter FRM based on Expectiles. (2022). Hardle, Wolfgang Karl ; Li, Yingxing ; Lu, Meng-Jou ; Ren, Rui. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:189:y:2022:i:c:s0047259x21001597.

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2021Predictive ability of similarity-based futures trading strategies. (2021). Kuo, Wei-Yu ; Chiu, Hsin-Yu ; Chiang, Mi-Hsiu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001232.

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2021Systemic-systematic risk in financial system: A dynamic ranking based on expectiles. (2021). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:330-365.

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2021An online sequential test for qualitative treatment effects. (2021). Shi, Chengchun ; Song, Rui ; Zhu, Hongtu ; Luo, Shikai . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:112521.

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2021Semiparametric Estimation of a Corporate Bond Rating Model. (2021). Jiang, Yixiao. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:23-:d:564043.

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2021Multi-Factorized Semi-Covariance of Stock Markets and Gold Price. (2021). Shi, Yun ; Huang, Jun Steed ; Yang, Lin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:172-:d:533407.

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2021Extreme Conditional Expectile Estimation in Heavy-Tailed Heteroscedastic Regression Models. (2021). STUPFLER, Gilles ; Usseglio-Carleve, Antoine ; Girard, Stephane. In: Post-Print. RePEc:hal:journl:hal-03306230.

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2021Testing Identifying Assumptions in Bivariate Probit Models. (2021). Kedagni, Desire ; Bartalotti, Otavio ; Acerenza, Santiago. In: ISU General Staff Papers. RePEc:isu:genstf:202103290700001124.

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2021Discordant Relaxations of Misspecified Models. (2021). Li, Lixiong ; Kedagni, Desire ; Mourifie, Ismael. In: ISU General Staff Papers. RePEc:isu:genstf:202107280700001131.

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2021Incidence, intensity and inequality of poverty in Italy. (2021). Chelli, Francesco M ; Gigliarano, Chiara ; Ciommi, Mariateresa. In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies. RePEc:ite:iteeco:210404.

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2022Abadies Kappa and Weighting Estimators of the Local Average Treatment Effect. (2022). Wooldridge, Jeffrey M ; Uysal, Derya ; Sloczynski, Tymon. In: IZA Discussion Papers. RePEc:iza:izadps:dp15241.

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2021Estimating Partially Conditional Quantile Treatment Effects. (2021). Tang, Shengfang ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202103.

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2021A Nonparametric Test for Testing Heterogeneity in Conditional Quantile Treatment Effects. (2021). Tang, Shengfang ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202117.

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2021Testing Conditional Independence in Macroeconomic Policy Evaluation for Time Series Data. (2021). Cai, Zongwu ; Tang, Shengfang ; Lin, Ming ; Fang, Ying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202118.

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2022Causal Inference During a Pandemic: Evidence on the Effectiveness of Nebulized Ibuprofen as an Unproven Treatment for COVID-19 in Argentina. (2022). Di Tella, Rafael ; DiTella, Rafael ; Calonico, Sebastian ; Lopez, Juan Cruz. In: NBER Working Papers. RePEc:nbr:nberwo:30084.

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2021Inference in the Nonparametric Stochastic Frontier Model. (2021). Zelenyuk, Valentin ; van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Simar, Leopold ; Parameter, Christopher F. In: CEPA Working Papers Series. RePEc:qld:uqcepa:167.

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2021The kth power expectile regression. (2021). Lin, Fuming ; Jiang, Yingying ; Zhou, Yong. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:73:y:2021:i:1:d:10.1007_s10463-019-00738-y.

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2022A tail-revisited Markowitz mean-variance approach and a portfolio network centrality. (2022). Recchioni, Maria Cristina ; Polinesi, Gloria ; Mariani, Francesca. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:3:d:10.1007_s10287-022-00422-2.

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2021COVID-19 and instability of stock market performance: evidence from the U.S.. (2021). Lee, Chien-Chiang ; Bian, Zhicun ; Hong, Hui. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00229-1.

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2021Estimating multiple breaks in mean sequentially with fractionally integrated errors. (2021). Pang, Tianxiao. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:1:d:10.1007_s00362-019-01104-z.

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2021The Effect of Retirement on Mental Health: Indirect Treatment Effects and Causal Mediation. (2021). Xie, Mingjia ; Siflinger, Bettina ; Salm, Martin. In: Other publications TiSEM. RePEc:tiu:tiutis:e28efa7f-8219-437c-a26d-2d66384f90ee.

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2022Breaking Ties: Regression Discontinuity Design Meets Market Design. (2022). Angrist, Joshua ; Pathak, Parag ; Narita, Yusuke ; Abdulkadirolu, Atila. In: Econometrica. RePEc:wly:emetrp:v:90:y:2022:i:1:p:117-151.

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2021Impact of bitcoin futures on the informational efficiency of bitcoin spot market. (2021). Shynkevich, Andrei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:1:p:115-134.

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2021A unified framework for efficient estimation of general treatment models. (2021). Zhang, Zheng ; Motegi, Kaiji ; Linton, Oliver ; Ai, Chunrong. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:3:p:779-816.

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2022Estimating conditional treatment effects of EIB lending to SMEs in Europe. (2022). Wolski, Marcin ; Gereben, Aron ; Barbera, Alessandro. In: EIB Working Papers. RePEc:zbw:eibwps:202203.

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2021K-expectiles clustering. (2021). Härdle, Wolfgang ; Hardle, Wolfgang ; Li, Yingxing ; Wang, Bingling. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021003.

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2021Financial Risk Meter based on expectiles. (2021). Härdle, Wolfgang ; Hardle, Wolfgang ; Li, Yingxing ; Lu, Meng-Jou ; Ren, Rui. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021008.

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Works by Yu-Chin Hsu:


YearTitleTypeCited
2021Testing for Unobserved Heterogeneous Treatment Effects with Observational Data In: Papers.
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paper0
2021Estimation of Conditional Average Treatment Effects with High-Dimensional Data In: Papers.
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paper11
2022Estimation of Conditional Average Treatment Effects With High-Dimensional Data.(2022) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 11
article
2022Testing Monotonicity of Mean Potential Outcomes in a Continuous Treatment with High-Dimensional Data In: Papers.
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paper0
2021Inference for ROC Curves Based on Estimated Predictive Indices In: Papers.
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paper0
2019Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting In: Journal of Econometric Methods.
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article4
2017Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting.(2017) In: FSES Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2012Estimating Conditional Average Treatment Effects In: CEU Working Papers.
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paper33
2015Estimating Conditional Average Treatment Effects.(2015) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 33
article
2010Inverse Propensity Score Weighted Estimation of Local Average Treatment Effects and a Test of the Unconfoundedness Assumption In: CEU Working Papers.
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paper1
2018Using the Area Under an Estimated ROC Curve to Test the Adequacy of Binary Predictors In: CEU Working Papers.
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paper4
2019Using the area under an estimated ROC curve to test the adequacy of binary predictors.(2019) In: Journal of Nonparametric Statistics.
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