Projects per year
Personal profile
Education
- 2003 PhD, Economics, University of Washington
Research Interests
- Econometrics
- International Economics
- Macroeconomics
Experience
- 2003/08 ~ 2011/01 Assistant Professor, Department of Economics and Graduate Institute of Political Economy, National Cheng Kung University
- 2011/02 ~ 2016/07 Associate Professor, Department of Economics and Graduate Institute of Political Economy, National Cheng Kung University
- 2016/08 ~ present Professor, Department of Economics and Graduate Institute of Political Economy, National Cheng Kung University
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Projects
- 13 Finished
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Group Variable Selection without Data-Snooping Bias: Using a Knockoff Filter to Control the False Discovery Rate
20-08-01 → 21-07-31
Project: Research project
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Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty
Hwang, R. C., Chu, C. K. & Chen, Y. C., 2023, In: Quantitative Finance. 23, 1, p. 149-168 20 p.Research output: Contribution to journal › Article › peer-review
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A fresh look at the risk-return tradeoff
Wang, C. S. H., Chen, Y. C. & Lo, H. Y., 2021 Sept, In: Pacific Basin Finance Journal. 68, 101546.Research output: Contribution to journal › Review article › peer-review
2 Citations (Scopus) -
Variable selection in finite mixture of regression models with an unknown number of components
Lee, K. J., Feldkircher, M. & Chen, Y. C., 2021 Jun, In: Computational Statistics and Data Analysis. 158, 107180.Research output: Contribution to journal › Article › peer-review
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A Nonlinear View of Long-Run PPP Using Cross-Sectionally Dependent Heterogeneous Panels
Chen, Y. C., Lin, C. C. & Sin, C. Y., 2019, In: Taiwan Economic Review. 47, 1, p. 1-40 40 p.Research output: Contribution to journal › Article › peer-review
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Of Needles and Haystacks: Revisiting Growth Determinants by Robust Bayesian Variable Selection
Lee, K. J. & Chen, Y. C., 2018 Jun 1, In: Empirical Economics. 54, 4, p. 1517-1547 31 p.Research output: Contribution to journal › Article › peer-review
1 Citation (Scopus)