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 6 99 249
Dynamic Decisions under Subjective Expectations: A Structural Analysis 0 0 0 8 0 0 1 54
Dynamic decisions under subjective expectations: a structural analysis 0 0 0 15 0 1 7 35
Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach 0 0 0 114 0 2 17 389
Estimating Production Functions with Robustness Against Errors in the Proxy Variables 0 0 0 50 1 3 17 138
Estimating private provision of public goods with heterogenous participants: a structural analysis 0 0 0 15 0 2 8 85
Estimating production functions with robustness against errors in the proxy variables 0 0 0 5 0 0 10 56
Estimation of Nonlinear Models with Measurement Error Using Marginal Information 0 0 0 191 0 0 9 836
Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information 0 0 0 36 0 1 20 165
Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information 0 0 0 62 0 1 10 287
Global estimation of finite mixture and misclassi fication models with an application to multiple equilibria 0 0 0 15 0 1 7 30
Horizontal Mergers of Online Firms: Structural Estimation and Competitive Effects 0 0 0 102 0 3 13 158
Identi?cation and estimation of dynamic structural models with unobserved choices 0 0 0 19 0 4 18 36
Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates 0 0 0 131 1 2 16 425
Identification and Estimation of Online Price Competition with an Unknown Number of Firms 0 0 0 92 1 3 13 176
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 0 123 0 1 12 690
Identification and estimation of nonclassical nonlinear errors-in-variables models with continuous distributions using instruments 0 0 0 99 1 1 13 341
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 0 12 140
Identifying the returns to lying when the truth is unobserved 0 0 0 20 0 1 7 144
Illuminating Economic Growth 0 0 0 59 1 3 18 144
Long Run Trends in Unemployment and Labor Force Participation in China 0 0 0 20 0 0 20 117
Long Run Trends in Unemployment and Labor Force Participation in China 0 0 0 138 0 5 30 326
Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics 0 0 0 62 0 2 18 359
Misclassification Errors and the Underestimation of U.S. Unemployment Rates 0 0 1 49 0 2 12 269
Misclassification Errors and the Underestimation of the U.S. Unemployment Rate 0 0 0 58 0 2 19 262
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 2 26 335
Nonparametric Identification Using Instrumental Variables: Sufficient Conditions For Completeness 0 0 0 26 0 1 10 118
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information 0 0 0 87 1 2 19 279
Nonparametric Identification of Auction Models with Non-Separable Unobserved Heterogeneity 0 0 0 35 0 0 8 138
Nonparametric Identification of Dynamic Models with Unobserved State Variables 0 1 1 92 1 4 19 331
Nonparametric Identification of First-Price Auctions with Non-Separable Unobserved Heterogeneity 0 0 0 17 0 0 12 74
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 63 0 1 16 255
Nonparametric Learning Rules from Bandit Experiments: The Eyes have it! 0 0 1 33 0 0 11 155
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 0 0 41 1 2 11 126
Nonparametric identification and semiparametric estimation of classical measurement error models without side information 0 0 0 53 0 1 15 113
Nonparametric identification of auction models with non-separable unobserved heterogeneity 0 0 0 19 0 2 12 90
Nonparametric identification of dynamic models with unobserved state variables 0 0 0 62 0 1 6 234
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 41 0 2 8 172
Nonparametric identification of the classical errors-in-variables model without side information 0 0 0 84 0 2 7 281
Nonparametric identification of the classical errors-in-variables model without side information 0 0 0 37 0 1 10 148
Nonparametric identification using instrumental variables: sufficient conditions for completeness 0 0 0 12 0 0 11 81
Nonparametric learning rules from bandit experiments: the eyes have it! 0 0 0 15 0 1 12 110
On Deconvolution as a First Stage Nonparametric Estimator 0 0 0 53 0 0 9 199
Online Appendix: Misclassification Errors and the Underestimation of the U.S. Unemployment Rate 0 0 0 12 1 2 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 1 49 0 0 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 1 8 86
Total Working Papers 0 1 4 2,627 11 72 748 10,515

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 1 18 73
A note on the closed-form identification of regression models with a mismeasured binary regressor 0 0 0 9 0 1 6 76
Bounding parameters in a linear regression model with a mismeasured regressor using additional information 0 0 1 15 0 0 7 114
Bounding the effect of a dichotomous regressor with arbitrary measurement errors 0 1 1 4 0 3 10 51
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 0 0 7 42
Closed-form estimation of nonparametric models with non-classical measurement errors 0 0 1 12 0 0 8 81
Cooperatives and Capital Markets: The Case of Minnesota-Dakota Sugar Cooperatives 0 0 0 5 1 2 14 48
Dynamic decisions under subjective expectations: A structural analysis 0 0 0 5 0 3 14 42
Estimating first-price auctions with an unknown number of bidders: A misclassification approach 0 0 0 21 2 2 20 206
Estimating heterogeneous contributing strategies in threshold public goods provision: A structural analysis 0 0 0 6 0 0 9 35
Estimating production functions with robustness against errors in the proxy variables 0 0 1 17 1 3 25 75
Estimation of nonlinear models with mismeasured regressors using marginal information 0 0 0 0 1 1 23 118
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 1 1 14 45
Identification and Estimation of Online Price Competition With an Unknown Number of Firms 0 0 0 4 0 0 11 50
Identification and estimation of nonlinear dynamic panel data models with unobserved covariates 0 0 1 29 1 1 8 160
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 3 3 5 0 3 13 41
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 with misclassification error using instrumental variables: A general solution 0 1 2 117 2 4 34 415
Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods 0 0 1 5 1 2 14 40
Identification and estimation of single‐index models with measurement error and endogeneity 0 0 0 5 1 2 8 34
Identification in nonseparable models with measurement errors and endogeneity 0 0 0 9 1 2 11 49
Identification of first-price auctions with non-separable unobserved heterogeneity 0 0 1 14 0 0 9 128
Injectivity of a class of integral operators with compactly supported kernels 0 0 3 72 1 3 19 237
Instrumental Variable Treatment of Nonclassical Measurement Error Models 1 5 9 250 4 10 51 901
Is Area Yield Insurance Competitive with Farm Yield Insurance? 0 0 1 73 0 2 13 278
Long run trends in unemployment and labor force participation in urban China 0 0 1 55 1 4 29 333
Misclassification Errors and the Underestimation of the US Unemployment Rate 0 0 0 28 0 1 19 242
NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS 0 0 0 4 0 1 8 32
Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information 0 0 1 138 1 1 26 365
Nonparametric identification of dynamic models with unobserved state variables 0 0 0 87 0 1 17 338
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 2 14 1 1 10 101
Nonparametric learning rules from bandit experiments: The eyes have it! 0 0 0 16 0 1 9 106
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 1 1 10 82
Returns to Lying? Identifying the Effects of Misreporting When the Truth Is Unobserved 0 0 0 9 0 0 5 70
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics 0 0 0 3 0 1 11 34
The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics 0 0 4 47 1 2 21 183
The fertility effect of catastrophe: U.S. hurricane births 0 0 0 30 0 0 20 232
Well-posedness of measurement error models for self-reported data 0 0 0 8 0 1 7 89
robustpf: A command for robust estimation of production functions 0 0 0 1 2 4 15 27
Total Journal Articles 1 10 33 1,173 24 66 605 5,704

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 1 22 199
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 0 0 7 102
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 0 0 0 32 1 4 9 213
Total Software Items 0 0 3 62 1 5 38 514

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Statistics updated 2026-08-07