Publications
"Testing the impacts on inefficiency in a semiparametric stochastic frontier model" (with Xiaojun Song and Hung-Jen Wang), Econometric Reviews, accepted, August 2025.
"Ask more, awarded more: Evidence from Taiwan's courts" (withYun-chien Chang, Kong-Pin Chen and Chang-Ching Lin), International Review of Law and Economics, 76, December 2023, 106171.
"Two-step series estimation and specification testing of (partially) linear models with generated regressors" (with Yu-Chin Hsu and Eric S. Lin), Econometric Reviews, 41(9), 985-1007, August 2022.
"Simple estimation of an endogenous switching regression model with endogenous censored regressors", Advances in Financial Planning and Forecasting, 10, 1-19, 2022.
"The impact of labor market work and educational tracking on student educational outcomes: Evidence from Taiwan" (with Fung-Mey Huang and Chin-Chun Yi), Economics of Education Review, 77, August 2020, 101955.
"Optimal multi-step VAR forecast averaging" (with Wen-Jen Tsay), Econometric Theory, 36(6), December 2020, 1099-1126. [online appendix]
The earlier version of the paper is under the title "Multivariate Least Squares Forecasting by Vector Autoregressive Models"
"The mixed choice models of car ownership, use, and mode to work derived from the same utility of household: The empirical analysis of Taiwan" (with Yu-Sheng Chiang), Transportation Planning Journal, 27(4), 543-582 (in Chinese).
Working Papers
"Inflation targeting and central bank independence: An empirical application of estimating conditional average treatment effects" (with Huai-De Huang), coming soon
"Nonparametric estimation and testing for heteroskedasticity in sample selection models" (with Le-Yu Chen and Xiaojun Song)
"GMM long-run variance estimation via VAR averaging," under revision
"Sieve estimation in triangular models of binary response under quantile restrictions" [pdf]
"Nonparametric additive quantile regression with nonparametrically generated regressors," available upon request
"Nonparametric estimation of nonseparable sample selection models," under revision
Work in Progress
"A nonparametric consistent test of exogeneity in quantile regression models," (with Xiaojun Song)
"Estimation window selection and averaging for multi-step forecasting"
"Testing treatment effect monotonicity under unconfounderness" (with Yu-Chin Hsu, Tsung-Chih Lai and Ying-Ying Lee)