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Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
Kuan, Chung-ming; Yeh, Jin-huei; Hsu, Yu-Chin - In: Journal of econometrics 150 (2009) 2, pp. 261-270
Persistent link: https://www.econbiz.de/10003858604
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A new test for linear inequality constraints when the variance-covariance matrix depends on the unknown parameters
Donald, Stephen G.; Hsu, Yu-Chin - In: Economics letters 113 (2011) 3, pp. 241-243
Persistent link: https://www.econbiz.de/10009503082
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Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias
Hsu, Po-hsuan; Hsu, Yu-Chin; Kuan, Chung-ming - In: Journal of empirical finance 17 (2010) 3, pp. 471-484
Persistent link: https://www.econbiz.de/10009267287
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Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions
Lee, Wei-Ming; Hsu, Yu-Chin; Kuan, Chung-ming - In: The econometrics journal 18 (2015) 1, pp. 95-116
Persistent link: https://www.econbiz.de/10011345990
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Cyclical co-movement between output, the price-level, and the inflation rate
Haslag, Joseph H.; Hsu, Yu-Chin - In: 30th anniversary edition, (pp. 359-384). 2012
Persistent link: https://www.econbiz.de/10009711924
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Treatment effect stochastic frontier models with endogenous selection
Chen, Yi-ting; Hsu, Yu-Chin; Wang, Hung-jen - 2014
Persistent link: https://www.econbiz.de/10010355208
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Robust hypothesis tests for m-estimators with possibly non-differentiable estimating functions
Lee, Wei-ming; Hsu, Yu-Chin; Kuan, Chung-ming - 2014
Persistent link: https://www.econbiz.de/10010355209
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Inverse probability weighted estimation of local average treatment effects : higher order MSE expansion
Donald, Stephen G.; Hsu, Yu-Chin; Lieli, Robert P. - 2014
Persistent link: https://www.econbiz.de/10010246698
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Testing over : identifying restrictions without consistent estimation of the asymptotic covariance matrix
Lee, Wei-ming; Kuan, Chung-ming; Hsu, Yu-Chin - 2014
Persistent link: https://www.econbiz.de/10010246721
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Estimation and inference for distribution functions and quantile functions in treatment effect models
Donald, Stephen G.; Hsu, Yu-Chin - In: Journal of econometrics 178 (2014) 1, pp. 383-397
Persistent link: https://www.econbiz.de/10010256214