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 3 60
A Simple Estimator for Dynamic Models with Serially Correlated Unobservables 0 0 0 55 2 3 4 148
Dynamic Decisions under Subjective Expectations: A Structural Analysis 0 0 0 8 1 3 5 51
Dynamic decisions under subjective expectations: a structural analysis 0 0 0 15 1 1 1 27
Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach 0 0 0 113 0 1 1 370
Estimating Production Functions with Robustness Against Errors in the Proxy Variables 0 0 0 48 0 1 2 118
Estimating private provision of public goods with heterogenous participants: a structural analysis 0 0 0 15 1 2 4 77
Estimating production functions with robustness against errors in the proxy variables 0 0 0 5 1 1 2 45
Estimation of Nonlinear Models with Measurement Error Using Marginal Information 0 0 1 191 0 0 2 827
Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information 0 0 0 36 0 0 1 143
Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information 0 0 0 62 1 2 2 276
Global estimation of finite mixture and misclassi fication models with an application to multiple equilibria 0 0 0 15 0 0 0 23
Horizontal Mergers of Online Firms: Structural Estimation and Competitive Effects 0 0 0 102 0 2 3 145
Identi?cation and estimation of dynamic structural models with unobserved choices 0 0 0 19 0 0 1 17
Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates 0 0 0 131 0 0 3 407
Identification and Estimation of Online Price Competition with an Unknown Number of Firms 0 0 1 92 0 1 2 163
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 0 123 1 1 3 678
Identification and estimation of nonclassical nonlinear errors-in-variables models with continuous distributions using instruments 0 0 0 99 2 2 4 326
Identifying Dynamic Games with Serially-Correlated Unobservables 0 0 1 44 0 0 3 179
Identifying the Returns to Lying When the Truth is Unobserved 0 0 0 39 0 0 0 128
Identifying the returns to lying when the truth is unobserved 0 0 0 20 0 0 0 137
Illuminating Economic Growth 0 1 2 59 1 2 5 126
Long Run Trends in Unemployment and Labor Force Participation in China 0 0 0 137 0 0 1 289
Long Run Trends in Unemployment and Labor Force Participation in China 0 0 1 20 0 0 1 97
Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics 0 0 0 62 0 0 3 341
Misclassification Errors and the Underestimation of U.S. Unemployment Rates 0 0 0 48 3 3 3 255
Misclassification Errors and the Underestimation of the U.S. Unemployment Rate 0 0 1 58 1 3 7 230
Misclassification and the hidden silent rivalry 0 0 0 4 0 0 0 46
Misclassification errors and the underestimation of U.S. unemployment rates 1 1 1 59 2 2 8 306
Nonparametric Identification Using Instrumental Variables: Sufficient Conditions For Completeness 0 1 1 26 0 1 3 108
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information 0 0 0 87 1 1 1 260
Nonparametric Identification of Auction Models with Non-Separable Unobserved Heterogeneity 0 0 0 35 1 2 2 130
Nonparametric Identification of Dynamic Models with Unobserved State Variables 0 0 0 91 0 1 1 311
Nonparametric Identification of First-Price Auctions with Non-Separable Unobserved Heterogeneity 0 0 0 17 0 1 2 61
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 63 2 2 3 239
Nonparametric Learning Rules from Bandit Experiments: The Eyes have it! 0 0 0 32 1 2 3 144
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 0 0 41 0 0 0 114
Nonparametric identification and semiparametric estimation of classical measurement error models without side information 0 0 1 53 0 0 2 97
Nonparametric identification of auction models with non-separable unobserved heterogeneity 0 0 0 19 1 1 1 78
Nonparametric identification of dynamic models with unobserved state variables 1 1 1 62 2 2 2 226
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 41 1 1 1 164
Nonparametric identification of the classical errors-in-variables model without side information 0 0 0 84 0 1 2 273
Nonparametric identification of the classical errors-in-variables model without side information 0 0 0 37 0 0 0 137
Nonparametric identification using instrumental variables: sufficient conditions for completeness 0 0 0 12 0 0 1 70
Nonparametric learning rules from bandit experiments: the eyes have it! 0 0 0 15 0 0 0 97
On Deconvolution as a First Stage Nonparametric Estimator 0 0 0 53 0 0 0 188
Online Appendix: Misclassification Errors and the Underestimation of the U.S. Unemployment Rate 0 0 0 12 2 2 2 122
Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved 0 0 0 48 0 1 1 215
The Fertility Effect of Catastrophe: U.S. Hurricane Births 0 0 0 48 1 2 3 448
Well-Posedness of Measurement Error Models for Self-Reported Data 0 0 0 12 1 2 3 111
Well-posedness of measurement error models for self-reported data 0 0 0 12 0 1 1 77
Total Working Papers 2 4 11 2,618 30 53 108 9,705

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 2 2 55
A note on the closed-form identification of regression models with a mismeasured binary regressor 0 0 0 9 0 0 1 70
Bounding parameters in a linear regression model with a mismeasured regressor using additional information 0 0 0 14 0 0 1 107
Bounding the effect of a dichotomous regressor with arbitrary measurement errors 0 0 0 3 0 0 0 39
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 0 0 0 34
Closed-form estimation of nonparametric models with non-classical measurement errors 0 0 0 11 1 1 3 72
Cooperatives and Capital Markets: The Case of Minnesota-Dakota Sugar Cooperatives 0 0 0 5 1 1 1 33
Dynamic decisions under subjective expectations: A structural analysis 0 0 1 5 0 1 4 26
Estimating first-price auctions with an unknown number of bidders: A misclassification approach 0 0 0 21 35 39 42 184
Estimating heterogeneous contributing strategies in threshold public goods provision: A structural analysis 0 0 1 6 1 1 3 24
Estimating production functions with robustness against errors in the proxy variables 0 0 1 14 1 1 5 46
Estimation of nonlinear models with mismeasured regressors using marginal information 0 0 0 0 0 0 1 95
Global estimation of finite mixture and misclassification models with an application to multiple equilibria 0 0 0 1 0 0 0 9
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS 0 0 2 10 1 1 3 31
Identification and Estimation of Online Price Competition With an Unknown Number of Firms 0 0 0 4 0 1 3 38
Identification and estimation of nonlinear dynamic panel data models with unobserved covariates 0 0 0 28 1 1 4 150
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 1 1 2 9 26
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 1 1 0 0 2 15
Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution 0 0 5 114 2 4 22 377
Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods 0 0 0 4 0 0 1 26
Identification and estimation of single‐index models with measurement error and endogeneity 0 0 0 5 0 2 3 25
Identification in nonseparable models with measurement errors and endogeneity 0 0 0 8 0 0 0 35
Identification of first-price auctions with non-separable unobserved heterogeneity 0 0 0 13 1 2 5 116
Injectivity of a class of integral operators with compactly supported kernels 0 0 4 67 2 2 10 210
Instrumental Variable Treatment of Nonclassical Measurement Error Models 0 1 9 235 2 4 24 834
Is Area Yield Insurance Competitive with Farm Yield Insurance? 1 1 1 72 2 2 2 264
Long run trends in unemployment and labor force participation in urban China 0 0 1 51 1 2 13 293
Misclassification Errors and the Underestimation of the US Unemployment Rate 0 0 0 27 0 0 2 221
NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS 0 0 0 4 0 1 3 24
Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information 0 0 4 134 0 1 18 331
Nonparametric identification of dynamic models with unobserved state variables 1 2 7 85 2 6 24 314
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 1 12 0 0 2 91
Nonparametric learning rules from bandit experiments: The eyes have it! 0 0 1 16 0 1 4 96
On Deconvolution as a First Stage Nonparametric Estimator 0 0 1 11 0 0 1 73
On the robustness of alternative unemployment measures 0 0 0 16 0 0 0 70
Returns to Lying? Identifying the Effects of Misreporting When the Truth Is Unobserved 0 0 1 9 1 1 3 65
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics 0 0 0 3 0 0 4 22
The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics 0 0 4 42 0 0 9 156
The fertility effect of catastrophe: U.S. hurricane births 0 0 0 30 2 2 3 207
Well-posedness of measurement error models for self-reported data 0 0 1 8 0 1 2 81
robustpf: A command for robust estimation of production functions 0 1 1 1 2 3 6 9
Total Journal Articles 2 5 47 1,117 59 85 245 4,994

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 21 1 2 9 173
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 0 0 3 93
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 1 1 5 32 2 5 27 199
Total Software Items 1 2 8 59 3 7 39 465

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Statistics updated 2025-03-03