Yu-Chin Hsu's CV

Yu-Chin Hsu's CV
(許育進)
July 2024
(pdf version)

Contact Information
      Institute of Economics
      Academia Sinica
      128 Academia Road, Section 2
      Nankang, Taipei, 115 Taiwan
      Office: 886-2-27822791 ext. 322
      Fax: 886-2-2785-3946
      URL: http://yuchinhsu.yolasite.com/
      E-mail: ychsu(AT)econ.sinica.edu.tw

Personal Information
      Gender: Male
      Date of Birth: 10/02/1978
      Citizenship: Taiwan

Current Employment
      Research Fellow, Institute of Economics, Academia Sinica,
           April 2019 -- present
      Adjunct Professor, Department of Finance, National Central University,
           August 2019 -- present
        Adjunct Professor, Department of Economics, National Chengchi University,      
           August 2019 -- present
     Researcher, CRETA, National Taiwan University
           January 2019 -- present

Past Employment   
      Associate Research Fellow, Institute of Economics, Academia Sinica,
           November 2014 -- April 2019
      Adjunct Associate Professor, Department of Finance, National Central University,
           August 2017 -- August 2019
      Adjunct Associate Professor, Department of Economics, National Chengchi University,      
           March 2018 -- August 2019
      Assistant Research Fellow, Institute of Economics, Academia Sinica,
           August 2012 -- November 2014
     Assistant Professor, Department of Economics, University of Missouri at Columbia,
           September 2010 -- May 2012

Education
      University of Texas at Austin, Austin, TX.  Ph.D. Economics, May 2010.
      University of Texas at Austin, Austin, TX.  M.S. Economics, May 2006.
      National Taiwan University, Taipei, Taiwan.  M.A. Economics, June 2002.
      National Taiwan University, Taipei, Taiwan.  B.S. Mathematics, June 2000.

Research Interests
      Econometric Theory

Professional Service
      Associate Editor: 
          Taipei Economic Inquiry, August 2020 – present
          Academia Economic Papers, September 2020 – present
          Journal of Econometric Methods, September 2023 – present
          Journal of Statistical Planning and Inference, September 2023 – present
          Taiwan Economic Review, August 2018 – August 2024
 
Honors and Awards
      Outstanding Research Award, Ministry of Science and Technology (2022, 2018)
      Academia Sinica Investigator Award, Academia Sinica        (2021-2024)
      Fubon Paper Award, International Conference of Taiwan Finance Association          (2019)
                 " Monotonicity Test for Local Average Treatment Effects Under Regression Discontinuity"
                   (shared with She Shen)    
      Young Scholar Award, Taiwan Econometric Society (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
                 "Testing Cross-Sectional Stock Returns Predictability without Data Snooping
                  Bias" (shared with Kendro Vincent) (2016)
      Junior Research Investigators Award, Academia Sinica (2015)
      Career Development Award, Academia Sinica (2015-2019)
      Ministry of Science and Technology Wu Ta-Yu Memorial Award (2014)
      Young Faculty Award, (5-year term), Foundation for the Advancement of                                                    Outstanding Scholarship,  (2012-2017)
      Gordon Fellowship in Institutional Economics (Fall 2008, Spring 2009)
      Hale Fellowship (Summer 2007, 2008)
      Murray S. Johnson Fellowship in Economics (Summer 2006, 2008, 2009)
      Phi-Tau-Phi Scholastic Honor of Society of Republic of China Award (2001)

Grants
      Ministry of Science and Technology--2030 Cross-Generation Young Scholars Program, International Outstanding Young Scholars  110-2628-H-001-007 (2021-2026)
      Ministry of Science and Technology Grant 107-2410-H-001-034-MY3 (2018-2021)
      Ministry of Science and Technology Grant for Excellent Young Researcher  103-2628-H-001-001-MY4 (2014-2018) 
      National Science Council Grant 101-2410-H-001-109-MY2 (2012-2014)

Teaching Experience
      Instructor, University of Missouri at Columbia, Department of Economics.
             Advanced Topics in Econometrics I (graduate),  Fall 2011
             Introduction to Econometrics (undergraduate), Spring 2011
             Econometrics Method I (graduate), Spring 2011
      Instructor, University of Texas at Austin, Department of Economics.
              Math Camp, Summer 2006, Summer 2008, Summer 2009.
      Teaching assistant, University of Texas at Austin, Department of Economics.
              Advanced Econometrics II: Panel Data, Spring 2009.
              Advanced Econometrics II: Time Series Econometrics, Spring 2008, Fall 2008
              Econometrics II, Fall 2006, Fall 2007.
              Econometrics I, Spring 2006.
              Probability and Statistics, Fall 2005.
              Undergraduate Statistics, Spring 2004, Fall 2005.
      Teaching assistant, National Taiwan University, Department of Economics.
              Undergraduate Statistics, Fall 2000, Spring 2001, Fall 2001, Spring 2002.

Research Experience
      Research assistant, University of Texas at Austin, Department of Economics.
              for Stephen G. Donald, Daniel S. Hamermesh and Yingyao Hu,  Spring 2007.
      Research assistant, Academia Sinica, Institute of Economics.
              for Chung-Ming Kuan, 01/2004~06/2004.

Referee Service

       Academia Economic Papers, Annals of Statistics, Economic Inquiry, Emerging Markets Finance and Trade, Econometric Reviews, Econometric Theory, Economics Bulletin, European Journal of Operational Research, International Economic Review, International Journal of Forecasting, Journal of Applied Econometrics, Journal of Business and Economic Statistics, Journal of Econometric Methods, Journal of Econometrics, Management Science, Mathematics and Computers Simulation, Pacific Economic Review, Oxford Bulletin of Economics and Statistics, Review of Economics and Statistics, Statistics and Probability Letters,Taiwan Economic Review.

Publications

1. "Change-point Estimation of Nonstationary I(d) Process," Economics Letters, 98, 115-121, 2008 (joint with Chung-Ming Kuan). [link]
   
   
2. "Assessing Value at Risk with CARE, the Conditional AutoRegressive Expectile Models,"  Journal of Econometrics, 150, 261-270, 2009 (joint with Chung-Ming Kuan and Jin-Huei Yeh). [link]
   
   
3. "Testing the Predictive Ability of Technical Analysis Using A New Stepwise Test without Data Snooping Bias,"  Journal of Empirical Finance, 17, 471-484, 2010 (joint with Po-Hsuan Hsu and Chung-Ming Kuan). [link]
   
   
4. "A New Test for Linear Inequality Constraints When the Variance Covariance Matrix Depends on the Unknown Parameters," Economics Letters, 113, 241-243, 2011 (joint with Stephen G. Donald). [link]
   
   
5. "Incorporating Covariates in the Measurement of Welfare and Inequality: Methods and Applications," Econometrics Journal, 15, C1-C30. 2012 (joint with Stephen G. Donald and Garry F. Barrett). [link] [supplement]
   
   
6. "Cyclical Co-movement between Output, the Price Level, and Inflation," in Dek Terrell, Daniel Millimet (ed.) 30th Anniversary Edition (Advances in Econometrics, Volume 30), Emerald Group Publishing Limited, 359-384, 2012 (joint with Joseph H. Haslag). [link]
   
   
7. "Estimation and Inference for Distribution Functions and Quantile Functions in Treatment Effect Models," Journal of Econometrics, 178, 383-397, 2014 (joint with Stephen G. Donald). [link]
   A previous version was circulated under the title "Testing for Stochastic Dominance in Treatment Effects."
   
   
8. "Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix," Journal of Econometrics, 181, 181-193, 2014 (joint with Wei-Ming Lee and Chung-Ming Kuan). [link] [supplement]
   
   
9. "Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT," Journal of Business and Economic Statistics, 32, 395-415, 2014 (joint with Stephen G. Donald and Robert P. Lieli). [link] [supplement]
   This paper contains partial results of a paper which was previously circulated under the title "Inverse Propensity Score Weighted Estimation of Local Average Treatment Effects and a Test of the Unconfoudedness Assumption."
   
   
10. "A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing," Journal of Financial Econometrics, 12, pp. 730-755, 2014  (joint with Chung-Ming Kuan and Meng-Feng Yen). [link]
    
    
11. "Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion," Statistics and Probability Letters, 95, 132-138, 2014 (joint with Stephen G. Donald and Robert P. Lieli). [link] [supplement]
    This paper contains partial results of a paper which was previously circulated under the title "Inverse Propensity Score Weighted Estimation of Local Average Treatment Effects and a Test of the Unconfoudedness Assumption."
    
    
12. "Robust Hypothesis Tests for M-Estimators with Possibly Non-differentiable Estimating Functions," Econometrics Journal, 18, 95-116, 2015 (joint with Wei-Ming Lee and Chung-Ming Kuan). [link]
    
    
13. "Trend Definition or Holding Strategy: What Determines the Profitability of Candlestick Charting?" Journal of Banking and Finance, 61,172-183, 2015  (joint with Yi-Chi Chen and Tsung-Hsun Lu). [link]
    
    
14. "Estimating Conditional Average Treatment Effects," Journal of Business and Economic Statistics, 33, 485-505,  2015 (joint with Jason Abrevaya and  Robert P. Lieli). [link]
    
    
15. "Improving the Power of Tests of Stochastic Dominance," Econometric Reviews, 35, 553-585, 2016 (joint with Stephen G. Donald). [link]
    
    
16. "Consistent Tests for Poverty Dominance Relations," Journal of Econometrics, 191, 360-373, 2016 (joint with Garry F. Barrett and Stephen G. Donald). [link]
    
    
17. "Consistent Tests for Conditional Treatment Effects," Econometrics Journal, 20, 1-22, 2017. [link] [supplement]
    
    
18. "Model Selection Tests for Conditional Moment Restriction Models," Econometrics Journal, 20, 52-85, 2017 (joint with Xiaoxia Shi). [link]
    
    
19. "Analyzing the Performance of Multi-Factor Investment Strategies under Multiple Testing Framework," Journal of Portfolio Management, 44, 113-126, 2018 (joint with Kendro Vincent and Hsiou-Wei Lin). [link] [on-line supplement]
    
    
20. "Treatment Effect Models: A Brief Review," (in Chinese), Taiwan Economic Review,  46, 501-521, 2018 (joint with Tsung-Chih Lai). [link]
    
    
21. "Using the Area under an Estimated ROC Curve to Test the Adequacy of Binary Predictors," Journal of Nonparametric Statistics, 31, 100-130, 2019 (joint with Robert P. Lieli). [link]
    This article is based on two earlier working papers; one with the same title and one titled "The Null Distribution of the Empirical AUC for Classifiers with Estimated Parameters: a Special Case".
    
    
22. "Nonparametric Estimation of Natural Direct and Indirect Effects Based on Inverse Probability Weighting," Journal of Econometric Methods, 8, 2019 (joint with Martin Huber and Tsung-Chih Lai). [link]
    
    
23. "Testing Treatment Effect Heterogeneity in Regression Discontinuity Design," Journal of Econometrics, 208, 468-486, 2019 (joint with Shu Shen). [link] [supplement]
    
    
24. "Robust Uniform Inference for Quantile Treatment Effects in Regression Discontinuity Designs," Journal of Econometrics, 211, 589-618, 2019 (joint with Harold D. Chiang and Yuya Sasaki). [link]
    
    
25. "Testing Generalized Regression Monotonicity," Econometric Theory, 35, 1146-1200, 2019 (joint with Chu-An Liu and Xiaoxia Shi). [link]
    
    
26. "A Stochastic Frontier Model with Endogenous Treatment Status and Mediator," Journal of Business and Economic Statistics, 38, 243-256, 2020 (joint with Yi-Ting Chen and Hung-Jen Wang). [link]
    
    
27. "Direct and Indirect Effects of Continuous Treatments Based on Generalized Propensity Score Weighting," Journal of Applied Econometrics, 35, 814-840, 2020 (joint with Martin Huber, Ying-Ying Lee and Layal Pipoz). [link]
    
    
28. "Partial Effects in Non-linear Panel Data Models with Correlated Random Effects," Econometrics Journal, 24, 519-535, 2021 (joint with Jason Abrevaya). [link]
    A previous version was circulated under the title "Estimation of Partial Effects in Non-linear Panel Data Models."
    
    
29. "Nonlinear Panel Data Models with Distribution-Free Correlated Random Effects," Econometric Theory, 37, 1075-1099, 2021 (joint with Ji-Liang Shiu). [link]
    A previous version was circulated under the title "Internally Consistent Estimation of Nonlinear Panel Data Models with Correlated Random Effects."
    
    
30. "Investment Styles and the Multiple Testing of Cross-Sectional Stock Return Predictability," Journal of Financial Markets, 56, 2021 (joint with Hsiou-Wei Lin and Kendro Vincent). [link]
    
    
31. "Quantile Structural Treatment Effect: Application to Smoking Wage Penalty and its Determinants," Econometric Reviews, 40, 128-147, 2021 (joint with Kamhon Kan and Tsung-Chih Lai). [link]
    A previous version was circulated under the title "Distribution and Quantile Structural Functions in Treatment Effect Models: Application to Smoking Effects on Wages."
    
    
32. "Testing Monotonicity of Conditional Treatment Effects under Regression Discontinuity Designs," Journal of Applied Econometrics, 36, 271-366, 2021 (joint with Shu Shen). [link]
    A previous version was circulated under the title "Monotonicity Test for Local Average Treatment Effects under Regression Discontinuity."
    
    
33. "Counterfactual Treatment Effects: Estimation and Inference," Journal of Business and Economic Statistics, 40, 240-255, 2022 (joint with Tsung-Chih Lai and Robert P. Lieli). [link] [supplement]
    A previous version was circulated under the title "Forecasting Treatment Effects" and "Estimation and Inference for Counterfactual Treatment Effects".
    
    
34. "Estimating Conditional Average Treatment with High-Dimensional Data," Journal of Business and Economic Statistics, 40, 313-327, 2022 (joint with Qingliang Fan, Robert P. Lieli and Yichong Zhang). [link]
    
    
35. "Testing Identifying Assumptions in Fuzzy Regression Discontinuity Designs," Quantitative Economics, 13, 1-28, 2022 (with Yoichi Arai, Toru Kitagawa, Ismael Mourifie and Yuanyuan Wan). [link]
    
    
36. "Estimation and Inference for Distribution Functions and Quantile Functions in Endogenous Treatment Effect Models," Econometric Reviews, 41, 22-50, 2022 (joint with Tsung-Chih Lai and Robert P. Lieli). [link]
    
    
37. "Two-step Series Estimation and Specification Testing of (Partially) Linear Models with Nonparametrically Generated Regressors," Econometric Reviews, 41, 985-1007, 2022 (joint with Jen-Che Liao and Eric S. Lin). [link]
    
    
38. "The Use of Machine Learning in Treatment Effect Estimation," In F. Chan and L. Matyas (Eds.) Econometrics with Machine Learning, Advanced Studies in Theoretical and Applied Econometrics, vol 53. 2022, Springer, (joint with Robert P. Lieli and Agoston Reguly).
    
    
39. "Testing Unobserved Heterogeneity of Individual Treatment Effects with Observational Data," Econometric Theory, 39, 582-622, 2023 (joint with Ta-Cheng Huang and Haiqing Xu). [link]
    
    
40. "Non-Representative Sample Networks: Estimation of Network Structural Properties by Weighting," Journal of Econometrics, 240, 105689, 2024 (joint with Chih-Sheng Hsieh, Stanley Ko, Jaromir Kovarik, and Trevon D. Logan). [link]
    
    
41. "Retrieving Almost Stochastic Dominance Momentum in Taiwan Stock Market," Pacific-Basin Finance Journal, 83,102268, 2024 (joint with Mi-Hsiu Chiang and Hsin-Yu Chiu). [link]
    
    
42. "Testing Monotonicity of Mean Potential Outcomes in a Continuous Treatment with High-Dimensional Data," forthcoming in Review of Economics and Statistics, (joint with Martin Huber, Ying-Ying Lee and Chu-An Liu). [link]
    
    
43. "Quantile Policy Effects: An Application to U.S. Macroprudential Policy," forthcoming in Journal of Business and Economic Statistics, (joint with Hsin-Yi Lin and Yu-Hsiang Hsiao). [pdf]
    
    
44. "Testing Identification Conditions of LATE in Fuzzy Regression Discontinuity Designs," forthcoming in Journal of Econometrics, (joint with Ji-Liang Shiu and Yuanyuan Wan). [pdf]
    
    
45. "Dynamic Regression Discontinuity under Treatment Effect Heterogeneity," forthcoming in Quantitative Economics, (joint with Shu Shen). [link]