4 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
9 papers
Model Selection in Utility-Maximizing Binary Prediction
Jiun-Hua Su
The maximum utility estimation proposed by Elliott and Lieli (2013) can be viewed as cost-sensitive binary classification; thus, its in-sample overfitting issue is similar to that…
Evolution of Preferences in Multiple Populations
Yu-Sung Tu, Wei-Torng Juang
We study the evolution of preferences in multi-population settings that allow matches across distinct populations. Each individual has subjective preferences over potential outcome…
Nonparametric Regression with Multiple Thresholds: Estimation and Inference
Yan-Yu Chiou, Mei-Yuan Chen, Jau-er Chen
This paper examines nonparametric regression with an exogenous threshold variable, allowing for an unknown number of thresholds. Given the number of thresholds and corresponding th…
The Payoff Region of a Strategic Game and Its Extreme Points
Yu-Sung Tu, Wei-Torng Juang
The range of a payoff function for an -player finite strategic game is investigated using a novel approach, the notion of extreme points of a non-convex set. The shape of a nonc…
Robust Uniform Inference for Quantile Treatment Effects in Regression Discontinuity Designs
Harold D. Chiang, Yu-Chin Hsu, Yuya Sasaki
The practical importance of inference with robustness against large bandwidths for causal effects in regression discontinuity and kink designs is widely recognized. Existing robust…
Best Subset Binary Prediction
Le-Yu Chen, Sokbae Lee
We consider a variable selection problem for the prediction of binary outcomes. We study the best subset selection procedure by which the covariates are chosen by maximizing Manski…
Breaking the curse of dimensionality in conditional moment inequalities for discrete choice models
Le-Yu Chen, Sokbae Lee
This paper studies inference of preference parameters in semiparametric discrete choice models when these parameters are not point-identified and the identified set is characterize…
Maximum Score Estimation of Preference Parameters for a Binary Choice Model under Uncertainty
Le-Yu Chen, Sokbae Lee, Myung Jae Sung
This paper develops maximum score estimation of preference parameters in the binary choice model under uncertainty in which the decision rule is affected by conditional expectation…
Forecasting unstable processes
Jin-Lung Lin, Ching-Zong Wei
Previous analysis on forecasting theory either assume knowing the true parameters or assume the stationarity of the series. Not much are known on the forecasting theory for nonstat…