Access Statistics for Yingyao Hu

Author contact details at EconPapers.

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 1 3 12 73
A Simple Estimator for Dynamic Models with Serially Correlated Unobservables 0 0 0 55 1 2 100 250
Dynamic Decisions under Subjective Expectations: A Structural Analysis 1 1 1 9 2 2 3 56
Dynamic decisions under subjective expectations: a structural analysis 0 0 0 15 0 0 7 35
Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach 0 0 0 114 0 2 18 391
Estimating Production Functions with Robustness Against Errors in the Proxy Variables 0 0 0 50 0 2 18 139
Estimating private provision of public goods with heterogenous participants: a structural analysis 0 0 0 15 1 1 8 86
Estimating production functions with robustness against errors in the proxy variables 0 0 0 5 0 1 10 57
Estimation of Nonlinear Models with Measurement Error Using Marginal Information 0 0 0 191 1 1 10 837
Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information 0 0 0 36 0 2 21 167
Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information 0 0 0 62 0 1 9 288
Global estimation of finite mixture and misclassi fication models with an application to multiple equilibria 0 0 0 15 0 0 7 30
Horizontal Mergers of Online Firms: Structural Estimation and Competitive Effects 0 0 0 102 0 1 14 159
Identi?cation and estimation of dynamic structural models with unobserved choices 0 0 0 19 0 0 18 36
Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates 0 0 0 131 0 1 16 425
Identification and Estimation of Online Price Competition with an Unknown Number of Firms 0 0 0 92 1 4 14 179
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 0 123 1 1 12 691
Identification and estimation of nonclassical nonlinear errors-in-variables models with continuous distributions using instruments 0 0 0 99 0 1 12 341
Identifying Dynamic Games with Serially-Correlated Unobservables 0 0 0 44 0 1 19 198
Identifying the Returns to Lying When the Truth is Unobserved 0 0 0 39 1 2 14 142
Identifying the returns to lying when the truth is unobserved 0 0 0 20 0 0 7 144
Illuminating Economic Growth 0 0 0 59 1 3 19 146
Long Run Trends in Unemployment and Labor Force Participation in China 0 0 0 20 0 0 19 117
Long Run Trends in Unemployment and Labor Force Participation in China 0 0 0 138 2 4 33 330
Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics 0 0 0 62 0 0 17 359
Misclassification Errors and the Underestimation of U.S. Unemployment Rates 0 0 1 49 2 2 14 271
Misclassification Errors and the Underestimation of the U.S. Unemployment Rate 0 0 0 58 0 2 20 264
Misclassification and the hidden silent rivalry 0 0 0 4 0 0 17 64
Misclassification errors and the underestimation of U.S. unemployment rates 0 0 0 60 1 5 28 339
Nonparametric Identification Using Instrumental Variables: Sufficient Conditions For Completeness 0 0 0 26 1 1 11 119
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information 0 0 0 87 0 1 19 279
Nonparametric Identification of Auction Models with Non-Separable Unobserved Heterogeneity 0 0 0 35 0 1 8 139
Nonparametric Identification of Dynamic Models with Unobserved State Variables 0 0 1 92 2 4 21 334
Nonparametric Identification of First-Price Auctions with Non-Separable Unobserved Heterogeneity 0 0 0 17 1 1 10 75
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 63 0 1 17 256
Nonparametric Learning Rules from Bandit Experiments: The Eyes have it! 0 0 1 33 0 1 12 156
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 1 1 42 0 2 11 127
Nonparametric identification and semiparametric estimation of classical measurement error models without side information 0 0 0 53 1 2 17 115
Nonparametric identification of auction models with non-separable unobserved heterogeneity 0 0 0 19 0 0 10 90
Nonparametric identification of dynamic models with unobserved state variables 0 0 0 62 0 1 7 235
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 41 1 3 11 175
Nonparametric identification of the classical errors-in-variables model without side information 0 0 0 84 0 0 7 281
Nonparametric identification of the classical errors-in-variables model without side information 0 0 0 37 1 1 11 149
Nonparametric identification using instrumental variables: sufficient conditions for completeness 0 0 0 12 0 1 11 82
Nonparametric learning rules from bandit experiments: the eyes have it! 0 0 0 15 0 0 12 110
On Deconvolution as a First Stage Nonparametric Estimator 0 0 0 53 1 1 10 200
Online Appendix: Misclassification Errors and the Underestimation of the U.S. Unemployment Rate 0 0 0 12 0 1 11 134
Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved 0 0 0 48 0 0 8 225
The Fertility Effect of Catastrophe: U.S. Hurricane Births 0 0 0 49 0 3 21 472
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 0 8 86
Total Working Papers 1 2 5 2,629 23 69 778 10,573

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 0 0 18 73
A note on the closed-form identification of regression models with a mismeasured binary regressor 0 0 0 9 0 1 7 77
Bounding parameters in a linear regression model with a mismeasured regressor using additional information 0 0 0 15 0 0 6 114
Bounding the effect of a dichotomous regressor with arbitrary measurement errors 0 0 1 4 0 1 11 52
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 0 1 8 43
Closed-form estimation of nonparametric models with non-classical measurement errors 0 0 0 12 0 0 7 81
Cooperatives and Capital Markets: The Case of Minnesota-Dakota Sugar Cooperatives 0 0 0 5 0 2 15 49
Dynamic decisions under subjective expectations: A structural analysis 0 0 0 5 1 3 16 45
Estimating first-price auctions with an unknown number of bidders: A misclassification approach 0 0 0 21 0 3 19 207
Estimating heterogeneous contributing strategies in threshold public goods provision: A structural analysis 0 0 0 6 0 1 8 36
Estimating production functions with robustness against errors in the proxy variables 0 0 1 17 3 6 30 80
Estimation of nonlinear models with mismeasured regressors using marginal information 0 0 0 0 0 2 24 119
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 1 13 45
Identification and Estimation of Online Price Competition With an Unknown Number of Firms 0 0 0 4 2 5 16 55
Identification and estimation of nonlinear dynamic panel data models with unobserved covariates 0 0 1 29 0 2 9 161
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 3 5 0 0 12 41
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 1 0 0 8 25
Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution 1 1 3 118 3 8 39 421
Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods 0 0 1 5 0 2 14 41
Identification and estimation of single‐index models with measurement error and endogeneity 0 0 0 5 0 1 8 34
Identification in nonseparable models with measurement errors and endogeneity 0 0 0 9 0 1 10 49
Identification of first-price auctions with non-separable unobserved heterogeneity 0 0 1 14 2 2 11 130
Injectivity of a class of integral operators with compactly supported kernels 0 0 2 72 2 3 19 239
Instrumental Variable Treatment of Nonclassical Measurement Error Models 0 1 8 250 5 14 55 911
Is Area Yield Insurance Competitive with Farm Yield Insurance? 0 0 0 73 0 1 13 279
Long run trends in unemployment and labor force participation in urban China 0 0 1 55 1 4 29 336
Misclassification Errors and the Underestimation of the US Unemployment Rate 0 0 0 28 0 0 19 242
NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS 0 0 0 4 0 1 9 33
Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information 1 2 3 140 1 7 30 371
Nonparametric identification of dynamic models with unobserved state variables 0 0 0 87 2 7 23 345
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 1 14 0 1 9 101
Nonparametric learning rules from bandit experiments: The eyes have it! 0 0 0 16 0 0 8 106
On Deconvolution as a First Stage Nonparametric Estimator 0 0 0 11 0 0 12 86
On the robustness of alternative unemployment measures 0 0 0 16 0 1 10 82
Returns to Lying? Identifying the Effects of Misreporting When the Truth Is Unobserved 0 0 0 9 0 1 6 71
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics 0 0 0 3 0 0 11 34
The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics 0 1 5 48 1 5 23 187
The fertility effect of catastrophe: U.S. hurricane births 0 0 0 30 1 1 21 233
Well-posedness of measurement error models for self-reported data 0 0 0 8 0 2 9 91
robustpf: A command for robust estimation of production functions 0 0 0 1 0 3 16 28
Total Journal Articles 2 5 31 1,177 24 93 642 5,773

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 1 24 0 0 20 199
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 0 0 6 102
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 0 0 0 32 0 1 7 213
Total Software Items 0 0 1 62 0 1 33 514

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11