← All authors Yu-Min Yen National Chengchi University (from arXiv:2604.03544, 2026) · OpenAlex
16 papers in scope · 14 published · 3 on the econ.EM arXiv · 113 citations · h-index 4 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Henrika Langen Amit Sharma Helmut Farbmacher Martin Huber Victor Chernozhukov Christian Schulz Carlos Cinelli Iván Fernández-Val Lukáš Lafférs Vasilis Syrgkanis Kevin Kloiber Blaise Melly Martin Spindler Yannick Hoga Hugo Bodory Christian Hansen Whitney K. Newey Alexandre Belloni Anthony Strittmatter Rahul Singh Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 16)
Estimation of Direct and Indirect Quantile Treatment Effects with Double Machine Learning
published 2026 · Journal of Business and Economic Statistics
working paper 2026 · arXiv
State-dependent local projections– the dynamic effects of regime transitions
published 2025 · Econometric Reviews · 1 citations
with Hsin-Yi Lin, Yu-Hsiang Hsiao
published 2024 · Journal of Business and Economic Statistics · 1 citations · first circulated 2020
working paper 2023 · arXiv · 1 citations
The lower regression function and testing expectation dependence dominance hypotheses
published 2021 · Econometric Reviews · first circulated 2020
An attention algorithm for solving large scale structured $$l_{0}$$-norm penalty estimation problems
published 2021 · Japanese Journal of Statistics and Data Science · 1 citations
with Tso-Jung Yen
Macroeconomic forecasting using approximate factor models with outliers
published 2019 · International Journal of Forecasting · 5 citations
with Ray Yeutien Chou, Tso-Jung Yen
Forward-looking information on growth and uncertainty implied by derivative securities: Evidence from an emerging market
published 2019 · International Review of Economics & Finance · 1 citations
Risk evaluations with robust approximate factor models
published 2016 · Journal of Banking & Finance · 3 citations
with Ray Yeutien Chou, Tso-Jung Yen
A nonparametric test of a strong leverage hypothesis
published 2016 · Journal of Econometrics · 7 citations · first circulated 2012
Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions
published 2016 · International Journal of Forecasting · 1 citations
with Tso-Jung Yen
Structured variable selection via prior-induced hierarchical penalty functions
published 2015 · Computational Statistics & Data Analysis · 1 citations
with Tso-Jung Yen
Sparse Weighted-Norm Minimum Variance Portfolios
published 2015 · European Finance Review · 34 citations · first circulated 2011
Solving norm constrained portfolio optimization via coordinate-wise descent algorithms
published 2013 · Computational Statistics & Data Analysis · 57 citations
with Tso-Jung Yen
Testing Jumps via False Discovery Rate Control
published 2013 · PLoS ONE · first circulated 2011
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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