Access Statistics for Yingyao Hu

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Estimator for Dynamic Models with Serially Correlated Unobservables 0 0 0 39 0 0 9 70
A Simple Estimator for Dynamic Models with Serially Correlated Unobservables 0 0 0 55 1 9 98 248
Dynamic Decisions under Subjective Expectations: A Structural Analysis 0 0 0 8 0 0 2 54
Dynamic decisions under subjective expectations: a structural analysis 0 0 0 15 0 2 7 35
Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach 0 0 0 114 2 11 17 389
Estimating Production Functions with Robustness Against Errors in the Proxy Variables 0 0 1 50 0 6 18 137
Estimating private provision of public goods with heterogenous participants: a structural analysis 0 0 0 15 0 4 8 85
Estimating production functions with robustness against errors in the proxy variables 0 0 0 5 0 0 11 56
Estimation of Nonlinear Models with Measurement Error Using Marginal Information 0 0 0 191 0 1 9 836
Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information 0 0 0 62 1 2 11 287
Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information 0 0 0 36 0 5 20 165
Global estimation of finite mixture and misclassi fication models with an application to multiple equilibria 0 0 0 15 0 2 7 30
Horizontal Mergers of Online Firms: Structural Estimation and Competitive Effects 0 0 0 102 2 5 13 158
Identi?cation and estimation of dynamic structural models with unobserved choices 0 0 0 19 3 5 18 36
Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates 0 0 0 131 0 2 15 424
Identification and Estimation of Online Price Competition with an Unknown Number of Firms 0 0 0 92 1 2 12 175
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 0 123 1 3 12 690
Identification and estimation of nonclassical nonlinear errors-in-variables models with continuous distributions using instruments 0 0 0 99 0 3 13 340
Identifying Dynamic Games with Serially-Correlated Unobservables 0 0 0 44 0 1 18 197
Identifying the Returns to Lying When the Truth is Unobserved 0 0 0 39 0 1 12 140
Identifying the returns to lying when the truth is unobserved 0 0 0 20 1 3 7 144
Illuminating Economic Growth 0 0 0 59 0 6 17 143
Long Run Trends in Unemployment and Labor Force Participation in China 0 0 1 138 2 9 32 326
Long Run Trends in Unemployment and Labor Force Participation in China 0 0 0 20 0 1 20 117
Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics 0 0 0 62 1 2 18 359
Misclassification Errors and the Underestimation of U.S. Unemployment Rates 0 0 1 49 1 2 13 269
Misclassification Errors and the Underestimation of the U.S. Unemployment Rate 0 0 0 58 0 6 19 262
Misclassification and the hidden silent rivalry 0 0 0 4 0 2 17 64
Misclassification errors and the underestimation of U.S. unemployment rates 0 0 0 60 1 6 25 334
Nonparametric Identification Using Instrumental Variables: Sufficient Conditions For Completeness 0 0 0 26 0 6 10 118
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information 0 0 0 87 1 5 18 278
Nonparametric Identification of Auction Models with Non-Separable Unobserved Heterogeneity 0 0 0 35 0 3 8 138
Nonparametric Identification of Dynamic Models with Unobserved State Variables 1 1 1 92 3 4 19 330
Nonparametric Identification of First-Price Auctions with Non-Separable Unobserved Heterogeneity 0 0 0 17 0 1 12 74
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 63 0 5 16 255
Nonparametric Learning Rules from Bandit Experiments: The Eyes have it! 0 1 1 33 0 5 11 155
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 0 0 41 0 2 10 125
Nonparametric identification and semiparametric estimation of classical measurement error models without side information 0 0 0 53 1 4 15 113
Nonparametric identification of auction models with non-separable unobserved heterogeneity 0 0 0 19 1 6 12 90
Nonparametric identification of dynamic models with unobserved state variables 0 0 0 62 1 2 6 234
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 41 2 3 8 172
Nonparametric identification of the classical errors-in-variables model without side information 0 0 0 37 1 6 11 148
Nonparametric identification of the classical errors-in-variables model without side information 0 0 0 84 1 4 7 281
Nonparametric identification using instrumental variables: sufficient conditions for completeness 0 0 0 12 0 1 11 81
Nonparametric learning rules from bandit experiments: the eyes have it! 0 0 0 15 0 5 12 110
On Deconvolution as a First Stage Nonparametric Estimator 0 0 0 53 0 3 10 199
Online Appendix: Misclassification Errors and the Underestimation of the U.S. Unemployment Rate 0 0 0 12 1 4 11 133
Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved 0 0 0 48 0 1 8 225
The Fertility Effect of Catastrophe: U.S. Hurricane Births 0 0 1 49 0 2 20 469
Well-Posedness of Measurement Error Models for Self-Reported Data 0 0 0 12 0 0 9 120
Well-posedness of measurement error models for self-reported data 0 0 0 12 0 4 8 86
Total Working Papers 1 2 6 2,627 29 177 750 10,504

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Estimator for Dynamic Models with Serially Correlated Unobservables 0 0 0 6 1 4 18 73
A note on the closed-form identification of regression models with a mismeasured binary regressor 0 0 0 9 0 3 6 76
Bounding parameters in a linear regression model with a mismeasured regressor using additional information 0 0 1 15 0 2 7 114
Bounding the effect of a dichotomous regressor with arbitrary measurement errors 1 1 1 4 1 5 12 51
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 0 1 7 42
Closed-form estimation of nonparametric models with non-classical measurement errors 0 0 1 12 0 0 9 81
Cooperatives and Capital Markets: The Case of Minnesota-Dakota Sugar Cooperatives 0 0 0 5 1 1 14 47
Dynamic decisions under subjective expectations: A structural analysis 0 0 0 5 2 6 15 42
Estimating first-price auctions with an unknown number of bidders: A misclassification approach 0 0 0 21 0 4 19 204
Estimating heterogeneous contributing strategies in threshold public goods provision: A structural analysis 0 0 0 6 0 2 11 35
Estimating production functions with robustness against errors in the proxy variables 0 0 1 17 0 4 26 74
Estimation of nonlinear models with mismeasured regressors using marginal information 0 0 0 0 0 3 22 117
Global estimation of finite mixture and misclassification models with an application to multiple equilibria 0 0 0 1 0 0 11 20
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS 0 0 0 10 0 0 13 44
Identification and Estimation of Online Price Competition With an Unknown Number of Firms 0 0 0 4 0 3 12 50
Identification and estimation of nonlinear dynamic panel data models with unobserved covariates 0 0 1 29 0 1 9 159
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 1 0 1 9 25
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 2 3 3 5 2 3 13 41
Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution 0 1 2 117 1 5 33 413
Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods 0 0 1 5 0 2 13 39
Identification and estimation of single‐index models with measurement error and endogeneity 0 0 0 5 0 4 7 33
Identification in nonseparable models with measurement errors and endogeneity 0 0 0 9 0 1 12 48
Identification of first-price auctions with non-separable unobserved heterogeneity 0 0 1 14 0 5 11 128
Injectivity of a class of integral operators with compactly supported kernels 0 0 3 72 0 4 19 236
Instrumental Variable Treatment of Nonclassical Measurement Error Models 1 5 9 249 1 11 50 897
Is Area Yield Insurance Competitive with Farm Yield Insurance? 0 0 1 73 1 3 14 278
Long run trends in unemployment and labor force participation in urban China 0 1 1 55 1 6 30 332
Misclassification Errors and the Underestimation of the US Unemployment Rate 0 0 0 28 0 4 19 242
NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS 0 0 0 4 0 2 8 32
Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information 0 0 2 138 0 1 26 364
Nonparametric identification of dynamic models with unobserved state variables 0 0 0 87 1 1 18 338
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 2 14 0 2 9 100
Nonparametric learning rules from bandit experiments: The eyes have it! 0 0 0 16 0 4 10 106
On Deconvolution as a First Stage Nonparametric Estimator 0 0 0 11 0 1 13 86
On the robustness of alternative unemployment measures 0 0 0 16 0 0 10 81
Returns to Lying? Identifying the Effects of Misreporting When the Truth Is Unobserved 0 0 0 9 0 2 5 70
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics 0 0 0 3 0 2 11 34
The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics 0 0 4 47 0 2 23 182
The fertility effect of catastrophe: U.S. hurricane births 0 0 0 30 0 5 22 232
Well-posedness of measurement error models for self-reported data 0 0 0 8 1 6 7 89
robustpf: A command for robust estimation of production functions 0 0 0 1 0 4 13 25
Total Journal Articles 4 11 34 1,172 13 120 616 5,680

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CDECOMPOSE: Stata module to estimate canonical permanent-transitory state space models 0 0 3 24 0 2 23 199
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 0 0 8 102
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 0 0 0 32 0 5 9 212
Total Software Items 0 0 3 62 0 7 40 513

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Statistics updated 2026-07-10