Assessing value at risk with care, the conditional autoregressive expectile models CM Kuan, JH Yeh, YC Hsu Journal of Econometrics 150 (2), 261-270, 2009 | 250 | 2009 |
Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias PH Hsu, YC Hsu, CM Kuan Journal of Empirical Finance 17 (3), 471-484, 2010 | 240 | 2010 |
Estimating conditional average treatment effects J Abrevaya, YC Hsu, RP Lieli Journal of Business & Economic Statistics 33 (4), 485-505, 2015 | 234 | 2015 |
Estimation of conditional average treatment effects with high-dimensional data Q Fan, YC Hsu, RP Lieli, Y Zhang Journal of Business & Economic Statistics 40 (1), 313-327, 2022 | 149 | 2022 |
Estimation and inference for distribution functions and quantile functions in treatment effect models SG Donald, YC Hsu Journal of Econometrics 178, 383-397, 2014 | 108 | 2014 |
Improving the power of tests of stochastic dominance SG Donald, YC Hsu Econometric Reviews 35 (4), 553-585, 2016 | 91 | 2016 |
Testing the unconfoundedness assumption via inverse probability weighted estimators of (L) ATT SG Donald, YC Hsu, RP Lieli Journal of Business & Economic Statistics 32 (3), 395-415, 2014 | 76 | 2014 |
Testing treatment effect heterogeneity in regression discontinuity designs YC Hsu, S Shen Journal of Econometrics 208 (2), 468-486, 2019 | 70 | 2019 |
Consistent tests for conditional treatment effects YC Hsu The econometrics journal 20 (1), 1-22, 2017 | 52 | 2017 |
Trend definition or holding strategy: What determines the profitability of candlestick charting? TH Lu, YC Chen, YC Hsu Journal of Banking & Finance 61, 172-183, 2015 | 49 | 2015 |
Incorporating covariates in the measurement of welfare and inequality: methods and applications SG Donald, YC Hsu, GF Barrett The Econometrics Journal 15 (1), C1-C30, 2012 | 39 | 2012 |
Direct and indirect effects of continuous treatments based on generalized propensity score weighting M Huber, YC Hsu, YY Lee, L Lettry Journal of Applied Econometrics 35 (7), 814-840, 2020 | 32 | 2020 |
A generalized stepwise procedure with improved power for multiple inequalities testing YC Hsu, CM Kuan, MF Yen Journal of Financial Econometrics 12 (4), 730-755, 2014 | 32 | 2014 |
Testing identifying assumptions in fuzzy regression discontinuity designs Y Arai, YC Hsu, T Kitagawa, I Mourifié, Y Wan Quantitative Economics 13 (1), 1-28, 2022 | 29 | 2022 |
Testing generalized regression monotonicity YC Hsu, CA Liu, X Shi Econometric Theory 35 (6), 1146-1200, 2019 | 27 | 2019 |
Robust uniform inference for quantile treatment effects in regression discontinuity designs HD Chiang, YC Hsu, Y Sasaki Journal of Econometrics 211 (2), 589-618, 2019 | 26 | 2019 |
Counterfactual treatment effects: Estimation and inference YC Hsu, TC Lai, RP Lieli Journal of Business & Economic Statistics 40 (1), 240-255, 2022 | 24 | 2022 |
A stochastic frontier model with endogenous treatment status and mediator YT Chen, YC Hsu, HJ Wang Journal of business & economic statistics 38 (2), 243-256, 2020 | 24 | 2020 |
Using the area under an estimated ROC curve to test the adequacy of binary predictors RP Lieli, YC Hsu Journal of Nonparametric Statistics 31 (1), 100-130, 2019 | 23 | 2019 |
Inverse probability weighted estimation of local average treatment effects: A higher order MSE expansion SG Donald, YC Hsu, RP Lieli Statistics & Probability Letters 95, 132-138, 2014 | 21 | 2014 |