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 55 2 85 89 237
A Simple Estimator for Dynamic Models with Serially Correlated Unobservables 0 0 0 39 1 6 10 70
Dynamic Decisions under Subjective Expectations: A Structural Analysis 0 0 0 8 0 1 3 54
Dynamic decisions under subjective expectations: a structural analysis 0 0 0 15 1 4 6 33
Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach 0 0 1 114 1 4 7 377
Estimating Production Functions with Robustness Against Errors in the Proxy Variables 0 0 2 50 3 6 12 130
Estimating private provision of public goods with heterogenous participants: a structural analysis 0 0 0 15 0 3 4 81
Estimating production functions with robustness against errors in the proxy variables 0 0 0 5 0 6 10 55
Estimation of Nonlinear Models with Measurement Error Using Marginal Information 0 0 0 191 0 4 5 832
Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information 0 0 0 62 1 3 7 283
Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information 0 0 0 36 1 8 16 159
Global estimation of finite mixture and misclassi fication models with an application to multiple equilibria 0 0 0 15 1 5 5 28
Horizontal Mergers of Online Firms: Structural Estimation and Competitive Effects 0 0 0 102 0 3 8 153
Identi?cation and estimation of dynamic structural models with unobserved choices 0 0 0 19 3 8 13 30
Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates 0 0 0 131 4 13 15 422
Identification and Estimation of Online Price Competition with an Unknown Number of Firms 0 0 0 92 2 5 8 171
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 0 123 0 4 8 686
Identification and estimation of nonclassical nonlinear errors-in-variables models with continuous distributions using instruments 0 0 0 99 1 7 11 337
Identifying Dynamic Games with Serially-Correlated Unobservables 0 0 0 44 7 15 16 195
Identifying the Returns to Lying When the Truth is Unobserved 0 0 0 39 2 4 10 138
Identifying the returns to lying when the truth is unobserved 0 0 0 20 0 3 3 140
Illuminating Economic Growth 0 0 0 59 0 9 11 137
Long Run Trends in Unemployment and Labor Force Participation in China 0 0 0 20 2 16 18 115
Long Run Trends in Unemployment and Labor Force Participation in China 0 0 1 138 4 14 24 313
Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics 0 0 0 62 0 11 15 356
Misclassification Errors and the Underestimation of U.S. Unemployment Rates 1 1 1 49 1 7 11 266
Misclassification Errors and the Underestimation of the U.S. Unemployment Rate 0 0 0 58 1 10 26 256
Misclassification and the hidden silent rivalry 0 0 0 4 3 13 16 62
Misclassification errors and the underestimation of U.S. unemployment rates 0 0 1 60 6 13 22 328
Nonparametric Identification Using Instrumental Variables: Sufficient Conditions For Completeness 0 0 0 26 0 3 4 112
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information 0 0 0 87 0 10 11 271
Nonparametric Identification of Auction Models with Non-Separable Unobserved Heterogeneity 0 0 0 35 0 4 5 135
Nonparametric Identification of Dynamic Models with Unobserved State Variables 0 0 0 91 1 9 15 326
Nonparametric Identification of First-Price Auctions with Non-Separable Unobserved Heterogeneity 0 0 0 17 1 7 11 72
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 63 1 5 9 248
Nonparametric Learning Rules from Bandit Experiments: The Eyes have it! 0 0 0 32 0 4 5 149
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 0 0 41 0 5 9 123
Nonparametric identification and semiparametric estimation of classical measurement error models without side information 0 0 0 53 3 10 12 109
Nonparametric identification of auction models with non-separable unobserved heterogeneity 0 0 0 19 1 3 5 83
Nonparametric identification of dynamic models with unobserved state variables 0 0 0 62 1 3 6 232
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 41 0 4 5 169
Nonparametric identification of the classical errors-in-variables model without side information 0 0 0 84 0 2 4 277
Nonparametric identification of the classical errors-in-variables model without side information 0 0 0 37 0 3 5 142
Nonparametric identification using instrumental variables: sufficient conditions for completeness 0 0 0 12 2 8 10 80
Nonparametric learning rules from bandit experiments: the eyes have it! 0 0 0 15 2 6 8 105
On Deconvolution as a First Stage Nonparametric Estimator 0 0 0 53 0 5 8 196
Online Appendix: Misclassification Errors and the Underestimation of the U.S. Unemployment Rate 0 0 0 12 0 5 7 129
Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved 0 0 0 48 0 4 8 223
The Fertility Effect of Catastrophe: U.S. Hurricane Births 0 0 1 49 3 13 16 464
Well-Posedness of Measurement Error Models for Self-Reported Data 0 0 0 12 2 8 8 119
Well-posedness of measurement error models for self-reported data 0 0 0 12 0 2 4 81
Total Working Papers 1 1 7 2,625 64 413 584 10,289

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 13 14 69
A note on the closed-form identification of regression models with a mismeasured binary regressor 0 0 0 9 0 3 3 73
Bounding parameters in a linear regression model with a mismeasured regressor using additional information 0 0 1 15 0 4 5 112
Bounding the effect of a dichotomous regressor with arbitrary measurement errors 0 0 0 3 0 2 6 45
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 1 5 6 40
Closed-form estimation of nonparametric models with non-classical measurement errors 0 0 1 12 0 4 8 80
Cooperatives and Capital Markets: The Case of Minnesota-Dakota Sugar Cooperatives 0 0 0 5 1 9 11 44
Dynamic decisions under subjective expectations: A structural analysis 0 0 0 5 2 6 10 36
Estimating first-price auctions with an unknown number of bidders: A misclassification approach 0 0 0 21 1 4 14 198
Estimating heterogeneous contributing strategies in threshold public goods provision: A structural analysis 0 0 0 6 0 4 9 33
Estimating production functions with robustness against errors in the proxy variables 0 1 3 17 0 6 18 64
Estimation of nonlinear models with mismeasured regressors using marginal information 0 0 0 0 9 15 17 112
Global estimation of finite mixture and misclassification models with an application to multiple equilibria 0 0 0 1 2 9 11 20
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS 0 0 0 10 3 5 10 41
Identification and Estimation of Online Price Competition With an Unknown Number of Firms 0 0 0 4 1 4 9 47
Identification and estimation of nonlinear dynamic panel data models with unobserved covariates 0 1 1 29 1 4 7 157
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 1 0 5 9 24
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 1 2 0 4 10 36
Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution 1 1 2 116 3 19 29 406
Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods 0 1 1 5 1 8 11 37
Identification and estimation of single‐index models with measurement error and endogeneity 0 0 0 5 0 3 4 29
Identification in nonseparable models with measurement errors and endogeneity 0 0 1 9 2 7 12 47
Identification of first-price auctions with non-separable unobserved heterogeneity 1 1 1 14 2 3 7 123
Injectivity of a class of integral operators with compactly supported kernels 1 2 5 72 2 7 20 230
Instrumental Variable Treatment of Nonclassical Measurement Error Models 0 2 9 244 3 21 50 884
Is Area Yield Insurance Competitive with Farm Yield Insurance? 0 0 1 73 3 8 10 274
Long run trends in unemployment and labor force participation in urban China 0 0 3 54 6 14 31 324
Misclassification Errors and the Underestimation of the US Unemployment Rate 0 0 1 28 4 12 17 238
NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS 0 0 0 4 1 5 6 30
Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information 1 1 4 138 5 11 28 359
Nonparametric identification of dynamic models with unobserved state variables 0 0 2 87 0 8 22 336
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 2 14 0 4 6 97
Nonparametric learning rules from bandit experiments: The eyes have it! 0 0 0 16 0 4 6 102
On Deconvolution as a First Stage Nonparametric Estimator 0 0 0 11 3 9 11 84
On the robustness of alternative unemployment measures 0 0 0 16 3 6 9 79
Returns to Lying? Identifying the Effects of Misreporting When the Truth Is Unobserved 0 0 0 9 0 2 2 67
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics 0 0 0 3 0 4 9 31
The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics 1 2 4 46 1 8 20 176
The fertility effect of catastrophe: U.S. hurricane births 0 0 0 30 1 7 17 224
Well-posedness of measurement error models for self-reported data 0 0 0 8 1 1 2 83
robustpf: A command for robust estimation of production functions 0 0 0 1 0 3 9 18
Total Journal Articles 5 12 43 1,160 63 280 515 5,509

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 1 3 24 3 17 23 196
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 2 6 9 102
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 0 0 0 32 0 1 8 207
Total Software Items 0 1 3 62 5 24 40 505

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Statistics updated 2026-03-04