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 2 5 6 66
A Simple Estimator for Dynamic Models with Serially Correlated Unobservables 0 0 0 55 61 63 68 213
Dynamic Decisions under Subjective Expectations: A Structural Analysis 0 0 0 8 0 0 4 53
Dynamic decisions under subjective expectations: a structural analysis 0 0 0 15 1 2 4 30
Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach 0 0 1 114 0 0 4 373
Estimating Production Functions with Robustness Against Errors in the Proxy Variables 0 0 2 50 2 5 8 126
Estimating private provision of public goods with heterogenous participants: a structural analysis 0 0 0 15 1 1 4 79
Estimating production functions with robustness against errors in the proxy variables 0 0 0 5 0 2 5 49
Estimation of Nonlinear Models with Measurement Error Using Marginal Information 0 0 0 191 2 3 3 830
Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information 0 0 0 36 3 8 11 154
Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information 0 0 0 62 1 2 7 281
Global estimation of finite mixture and misclassi fication models with an application to multiple equilibria 0 0 0 15 2 2 2 25
Horizontal Mergers of Online Firms: Structural Estimation and Competitive Effects 0 0 0 102 1 6 8 151
Identi?cation and estimation of dynamic structural models with unobserved choices 0 0 0 19 2 6 7 24
Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates 0 0 0 131 1 1 3 410
Identification and Estimation of Online Price Competition with an Unknown Number of Firms 0 0 0 92 1 2 5 167
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 0 123 1 4 6 683
Identification and estimation of nonclassical nonlinear errors-in-variables models with continuous distributions using instruments 0 0 0 99 2 3 8 332
Identifying Dynamic Games with Serially-Correlated Unobservables 0 0 0 44 3 4 4 183
Identifying the Returns to Lying When the Truth is Unobserved 0 0 0 39 0 6 6 134
Identifying the returns to lying when the truth is unobserved 0 0 0 20 0 0 0 137
Illuminating Economic Growth 0 0 0 59 1 2 4 129
Long Run Trends in Unemployment and Labor Force Participation in China 0 0 1 138 3 5 13 302
Long Run Trends in Unemployment and Labor Force Participation in China 0 0 0 20 5 6 7 104
Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics 0 0 0 62 2 5 6 347
Misclassification Errors and the Underestimation of U.S. Unemployment Rates 0 0 0 48 3 5 10 262
Misclassification Errors and the Underestimation of the U.S. Unemployment Rate 0 0 0 58 3 5 20 249
Misclassification and the hidden silent rivalry 0 0 0 4 5 7 8 54
Misclassification errors and the underestimation of U.S. unemployment rates 0 0 2 60 1 5 12 316
Nonparametric Identification Using Instrumental Variables: Sufficient Conditions For Completeness 0 0 1 26 0 1 2 109
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information 0 0 0 87 1 2 3 262
Nonparametric Identification of Auction Models with Non-Separable Unobserved Heterogeneity 0 0 0 35 2 2 5 133
Nonparametric Identification of Dynamic Models with Unobserved State Variables 0 0 0 91 2 6 9 319
Nonparametric Identification of First-Price Auctions with Non-Separable Unobserved Heterogeneity 0 0 0 17 2 2 7 67
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 63 1 5 7 244
Nonparametric Learning Rules from Bandit Experiments: The Eyes have it! 0 0 0 32 1 2 4 146
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 0 0 41 2 4 6 120
Nonparametric identification and semiparametric estimation of classical measurement error models without side information 0 0 0 53 0 1 2 99
Nonparametric identification of auction models with non-separable unobserved heterogeneity 0 0 0 19 1 1 4 81
Nonparametric identification of dynamic models with unobserved state variables 0 0 1 62 0 1 5 229
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 0 0 41 2 3 4 167
Nonparametric identification of the classical errors-in-variables model without side information 0 0 0 37 1 2 3 140
Nonparametric identification of the classical errors-in-variables model without side information 0 0 0 84 0 1 3 275
Nonparametric identification using instrumental variables: sufficient conditions for completeness 0 0 0 12 2 3 4 74
Nonparametric learning rules from bandit experiments: the eyes have it! 0 0 0 15 1 2 3 100
On Deconvolution as a First Stage Nonparametric Estimator 0 0 0 53 1 2 4 192
Online Appendix: Misclassification Errors and the Underestimation of the U.S. Unemployment Rate 0 0 0 12 1 2 5 125
Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved 0 0 0 48 2 4 7 221
The Fertility Effect of Catastrophe: U.S. Hurricane Births 0 0 1 49 4 4 9 455
Well-Posedness of Measurement Error Models for Self-Reported Data 0 0 0 12 1 1 3 112
Well-posedness of measurement error models for self-reported data 0 0 0 12 1 2 4 80
Total Working Papers 0 0 9 2,624 137 218 356 10,013

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 2 3 4 58
A note on the closed-form identification of regression models with a mismeasured binary regressor 0 0 0 9 2 2 2 72
Bounding parameters in a linear regression model with a mismeasured regressor using additional information 0 0 1 15 0 0 1 108
Bounding the effect of a dichotomous regressor with arbitrary measurement errors 0 0 0 3 0 2 4 43
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 2 2 3 37
Closed-form estimation of nonparametric models with non-classical measurement errors 0 0 1 12 0 2 5 76
Cooperatives and Capital Markets: The Case of Minnesota-Dakota Sugar Cooperatives 0 0 0 5 1 2 4 36
Dynamic decisions under subjective expectations: A structural analysis 0 0 0 5 2 3 6 32
Estimating first-price auctions with an unknown number of bidders: A misclassification approach 0 0 0 21 1 7 48 195
Estimating heterogeneous contributing strategies in threshold public goods provision: A structural analysis 0 0 0 6 0 1 6 29
Estimating production functions with robustness against errors in the proxy variables 0 0 2 16 1 9 14 59
Estimation of nonlinear models with mismeasured regressors using marginal information 0 0 0 0 3 5 5 100
Global estimation of finite mixture and misclassification models with an application to multiple equilibria 0 0 0 1 1 3 3 12
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS 0 0 0 10 1 5 7 37
Identification and Estimation of Online Price Competition With an Unknown Number of Firms 0 0 0 4 0 4 6 43
Identification and estimation of nonlinear dynamic panel data models with unobserved covariates 1 1 1 29 1 2 5 154
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 1 2 1 4 8 33
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 1 1 3 5 20
Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution 0 0 1 115 2 7 14 389
Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods 1 1 1 5 3 5 6 32
Identification and estimation of single‐index models with measurement error and endogeneity 0 0 0 5 0 0 3 26
Identification in nonseparable models with measurement errors and endogeneity 0 0 1 9 4 5 9 44
Identification of first-price auctions with non-separable unobserved heterogeneity 0 0 0 13 0 1 5 120
Injectivity of a class of integral operators with compactly supported kernels 1 1 4 71 1 4 16 224
Instrumental Variable Treatment of Nonclassical Measurement Error Models 0 0 8 242 6 13 38 869
Is Area Yield Insurance Competitive with Farm Yield Insurance? 0 0 2 73 1 1 5 267
Long run trends in unemployment and labor force participation in urban China 0 0 3 54 2 5 20 312
Misclassification Errors and the Underestimation of the US Unemployment Rate 0 0 1 28 2 5 7 228
NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS 0 0 0 4 1 2 3 26
Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information 0 0 3 137 4 11 21 352
Nonparametric identification of dynamic models with unobserved state variables 0 0 4 87 4 10 23 332
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 1 2 14 1 2 3 94
Nonparametric learning rules from bandit experiments: The eyes have it! 0 0 0 16 0 0 3 98
On Deconvolution as a First Stage Nonparametric Estimator 0 0 0 11 4 5 6 79
On the robustness of alternative unemployment measures 0 0 0 16 1 2 4 74
Returns to Lying? Identifying the Effects of Misreporting When the Truth Is Unobserved 0 0 0 9 0 0 1 65
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics 0 0 0 3 0 4 5 27
The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics 1 2 3 45 3 7 15 171
The fertility effect of catastrophe: U.S. hurricane births 0 0 0 30 1 6 13 218
Well-posedness of measurement error models for self-reported data 0 0 0 8 0 0 2 82
robustpf: A command for robust estimation of production functions 0 0 1 1 1 4 10 16
Total Journal Articles 4 6 40 1,152 60 158 368 5,289

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 1 1 3 24 1 1 8 180
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 1 1 4 97
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 0 0 1 32 0 0 12 206
Total Software Items 1 1 4 62 2 2 24 483

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Statistics updated 2026-01-09