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 4 8 94 243
A Simple Estimator for Dynamic Models with Serially Correlated Unobservables 0 0 0 39 0 1 9 70
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 1 2 6 34
Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach 0 0 0 114 9 11 15 387
Estimating Production Functions with Robustness Against Errors in the Proxy Variables 0 0 2 50 4 8 17 135
Estimating private provision of public goods with heterogenous participants: a structural analysis 0 0 0 15 2 2 6 83
Estimating production functions with robustness against errors in the proxy variables 0 0 0 5 0 1 11 56
Estimation of Nonlinear Models with Measurement Error Using Marginal Information 0 0 0 191 1 4 9 836
Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information 0 0 0 62 1 4 10 286
Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information 0 0 0 36 4 6 20 164
Global estimation of finite mixture and misclassi fication models with an application to multiple equilibria 0 0 0 15 1 2 6 29
Horizontal Mergers of Online Firms: Structural Estimation and Competitive Effects 0 0 0 102 2 2 10 155
Identi?cation and estimation of dynamic structural models with unobserved choices 0 0 0 19 1 5 14 32
Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates 0 0 0 131 1 5 15 423
Identification and Estimation of Online Price Competition with an Unknown Number of Firms 0 0 0 92 0 4 10 173
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 0 123 2 3 11 689
Identification and estimation of nonclassical nonlinear errors-in-variables models with continuous distributions using instruments 0 0 0 99 3 4 14 340
Identifying Dynamic Games with Serially-Correlated Unobservables 0 0 0 44 0 8 17 196
Identifying the Returns to Lying When the Truth is Unobserved 0 0 0 39 1 4 12 140
Identifying the returns to lying when the truth is unobserved 0 0 0 20 2 3 6 143
Illuminating Economic Growth 0 0 0 59 4 4 15 141
Long Run Trends in Unemployment and Labor Force Participation in China 0 0 1 138 4 12 30 321
Long Run Trends in Unemployment and Labor Force Participation in China 0 0 0 20 1 4 20 117
Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics 0 0 0 62 0 1 16 357
Misclassification Errors and the Underestimation of U.S. Unemployment Rates 0 1 1 49 0 2 11 267
Misclassification Errors and the Underestimation of the U.S. Unemployment Rate 0 0 0 58 4 5 18 260
Misclassification and the hidden silent rivalry 0 0 0 4 2 5 17 64
Misclassification errors and the underestimation of U.S. unemployment rates 0 0 0 60 5 11 25 333
Nonparametric Identification Using Instrumental Variables: Sufficient Conditions For Completeness 0 0 0 26 5 5 9 117
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information 0 0 0 87 4 6 17 277
Nonparametric Identification of Auction Models with Non-Separable Unobserved Heterogeneity 0 0 0 35 3 3 8 138
Nonparametric Identification of Dynamic Models with Unobserved State Variables 0 0 0 91 1 2 16 327
Nonparametric Identification of First-Price Auctions with Non-Separable Unobserved Heterogeneity 0 0 0 17 1 3 12 74
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 63 4 7 15 254
Nonparametric Learning Rules from Bandit Experiments: The Eyes have it! 1 1 1 33 5 6 11 155
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 0 0 41 1 1 10 124
Nonparametric identification and semiparametric estimation of classical measurement error models without side information 0 0 0 53 3 6 15 112
Nonparametric identification of auction models with non-separable unobserved heterogeneity 0 0 0 19 4 6 10 88
Nonparametric identification of dynamic models with unobserved state variables 0 0 0 62 1 2 6 233
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 41 1 1 6 170
Nonparametric identification of the classical errors-in-variables model without side information 0 0 0 84 2 2 5 279
Nonparametric identification of the classical errors-in-variables model without side information 0 0 0 37 5 5 10 147
Nonparametric identification using instrumental variables: sufficient conditions for completeness 0 0 0 12 1 3 11 81
Nonparametric learning rules from bandit experiments: the eyes have it! 0 0 0 15 4 6 11 109
On Deconvolution as a First Stage Nonparametric Estimator 0 0 0 53 3 3 10 199
Online Appendix: Misclassification Errors and the Underestimation of the U.S. Unemployment Rate 0 0 0 12 3 3 10 132
Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved 0 0 0 48 1 2 10 225
The Fertility Effect of Catastrophe: U.S. Hurricane Births 0 0 1 49 2 8 20 469
Well-Posedness of Measurement Error Models for Self-Reported Data 0 0 0 12 0 3 9 120
Well-posedness of measurement error models for self-reported data 0 0 0 12 3 4 7 85
Total Working Papers 1 2 6 2,626 116 218 704 10,443

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 3 4 17 72
A note on the closed-form identification of regression models with a mismeasured binary regressor 0 0 0 9 2 2 5 75
Bounding parameters in a linear regression model with a mismeasured regressor using additional information 0 0 1 15 2 2 7 114
Bounding the effect of a dichotomous regressor with arbitrary measurement errors 0 0 0 3 2 3 9 48
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 1 3 8 42
Closed-form estimation of nonparametric models with non-classical measurement errors 0 0 1 12 0 1 9 81
Cooperatives and Capital Markets: The Case of Minnesota-Dakota Sugar Cooperatives 0 0 0 5 0 3 13 46
Dynamic decisions under subjective expectations: A structural analysis 0 0 0 5 3 5 12 39
Estimating first-price auctions with an unknown number of bidders: A misclassification approach 0 0 0 21 4 7 19 204
Estimating heterogeneous contributing strategies in threshold public goods provision: A structural analysis 0 0 0 6 2 2 11 35
Estimating production functions with robustness against errors in the proxy variables 0 0 3 17 2 8 26 72
Estimation of nonlinear models with mismeasured regressors using marginal information 0 0 0 0 3 14 22 117
Global estimation of finite mixture and misclassification models with an application to multiple equilibria 0 0 0 1 0 2 11 20
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS 0 0 0 10 0 6 13 44
Identification and Estimation of Online Price Competition With an Unknown Number of Firms 0 0 0 4 3 4 12 50
Identification and estimation of nonlinear dynamic panel data models with unobserved covariates 0 0 1 29 1 3 9 159
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 2 0 2 11 38
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 1 0 0 8 24
Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution 0 1 2 116 3 8 32 411
Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods 0 0 1 5 1 2 12 38
Identification and estimation of single‐index models with measurement error and endogeneity 0 0 0 5 3 3 7 32
Identification in nonseparable models with measurement errors and endogeneity 0 0 1 9 0 2 12 47
Identification of first-price auctions with non-separable unobserved heterogeneity 0 1 1 14 5 7 12 128
Injectivity of a class of integral operators with compactly supported kernels 0 1 3 72 2 6 19 234
Instrumental Variable Treatment of Nonclassical Measurement Error Models 1 1 9 245 5 10 53 891
Is Area Yield Insurance Competitive with Farm Yield Insurance? 0 0 1 73 1 5 12 276
Long run trends in unemployment and labor force participation in urban China 1 1 3 55 3 11 35 329
Misclassification Errors and the Underestimation of the US Unemployment Rate 0 0 0 28 3 7 18 241
NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS 0 0 0 4 1 2 7 31
Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information 0 1 3 138 1 10 27 364
Nonparametric identification of dynamic models with unobserved state variables 0 0 1 87 0 1 22 337
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 2 14 2 3 9 100
Nonparametric learning rules from bandit experiments: The eyes have it! 0 0 0 16 3 3 9 105
On Deconvolution as a First Stage Nonparametric Estimator 0 0 0 11 1 5 13 86
On the robustness of alternative unemployment measures 0 0 0 16 0 5 10 81
Returns to Lying? Identifying the Effects of Misreporting When the Truth Is Unobserved 0 0 0 9 2 3 5 70
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics 0 0 0 3 1 2 11 33
The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics 0 2 5 47 1 6 23 181
The fertility effect of catastrophe: U.S. hurricane births 0 0 0 30 5 9 23 232
Well-posedness of measurement error models for self-reported data 0 0 0 8 5 6 6 88
robustpf: A command for robust estimation of production functions 0 0 0 1 2 5 13 23
Total Journal Articles 2 8 38 1,163 78 192 612 5,638

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 1 5 23 198
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 0 2 9 102
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 0 0 0 32 2 2 7 209
Total Software Items 0 0 3 62 3 9 39 509

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Statistics updated 2026-05-06