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 1 2 7 152
A Simple Estimator for Dynamic Models with Serially Correlated Unobservables 0 0 0 39 1 3 4 64
Dynamic Decisions under Subjective Expectations: A Structural Analysis 0 0 0 8 0 0 5 53
Dynamic decisions under subjective expectations: a structural analysis 0 0 0 15 1 1 3 29
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 3 7 124
Estimating private provision of public goods with heterogenous participants: a structural analysis 0 0 0 15 0 0 3 78
Estimating production functions with robustness against errors in the proxy variables 0 0 0 5 1 3 5 49
Estimation of Nonlinear Models with Measurement Error Using Marginal Information 0 0 0 191 0 1 1 828
Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information 0 0 0 62 1 2 6 280
Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information 0 0 0 36 5 5 8 151
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 4 5 7 150
Identi?cation and estimation of dynamic structural models with unobserved choices 0 0 0 19 4 4 5 22
Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates 0 0 0 131 0 0 2 409
Identification and Estimation of Online Price Competition with an Unknown Number of Firms 0 0 0 92 0 1 4 166
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors 0 0 0 123 2 4 5 682
Identification and estimation of nonclassical nonlinear errors-in-variables models with continuous distributions using instruments 0 0 0 99 1 2 6 330
Identifying Dynamic Games with Serially-Correlated Unobservables 0 0 0 44 1 1 1 180
Identifying the Returns to Lying When the Truth is Unobserved 0 0 0 39 3 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 1 59 0 2 4 128
Long Run Trends in Unemployment and Labor Force Participation in China 0 0 1 138 2 2 10 299
Long Run Trends in Unemployment and Labor Force Participation in China 0 0 0 20 1 2 2 99
Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics 0 0 0 62 1 4 4 345
Misclassification Errors and the Underestimation of U.S. Unemployment Rates 0 0 0 48 1 2 7 259
Misclassification Errors and the Underestimation of the U.S. Unemployment Rate 0 0 0 58 1 3 19 246
Misclassification and the hidden silent rivalry 0 0 0 4 1 2 3 49
Misclassification errors and the underestimation of U.S. unemployment rates 0 0 2 60 2 4 11 315
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 0 1 2 261
Nonparametric Identification of Auction Models with Non-Separable Unobserved Heterogeneity 0 0 0 35 0 0 3 131
Nonparametric Identification of Dynamic Models with Unobserved State Variables 0 0 0 91 2 5 7 317
Nonparametric Identification of First-Price Auctions with Non-Separable Unobserved Heterogeneity 0 0 0 17 0 1 5 65
Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments 0 0 0 63 3 4 6 243
Nonparametric Learning Rules from Bandit Experiments: The Eyes have it! 0 0 0 32 0 1 3 145
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information 0 0 0 41 2 2 4 118
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 0 0 3 80
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 1 1 2 165
Nonparametric identification of the classical errors-in-variables model without side information 0 0 0 84 1 1 3 275
Nonparametric identification of the classical errors-in-variables model without side information 0 0 0 37 1 1 2 139
Nonparametric identification using instrumental variables: sufficient conditions for completeness 0 0 0 12 0 2 2 72
Nonparametric learning rules from bandit experiments: the eyes have it! 0 0 0 15 0 1 2 99
On Deconvolution as a First Stage Nonparametric Estimator 0 0 0 53 1 1 3 191
Online Appendix: Misclassification Errors and the Underestimation of the U.S. Unemployment Rate 0 0 0 12 1 1 4 124
Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved 0 0 0 48 1 2 5 219
The Fertility Effect of Catastrophe: U.S. Hurricane Births 0 0 1 49 0 0 5 451
Well-Posedness of Measurement Error Models for Self-Reported Data 0 0 0 12 0 0 2 111
Well-posedness of measurement error models for self-reported data 0 0 0 12 0 1 3 79
Total Working Papers 0 0 10 2,624 49 92 224 9,876

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 1 3 56
A note on the closed-form identification of regression models with a mismeasured binary regressor 0 0 0 9 0 0 0 70
Bounding parameters in a linear regression model with a mismeasured regressor using additional information 0 1 1 15 0 1 1 108
Bounding the effect of a dichotomous regressor with arbitrary measurement errors 0 0 0 3 1 2 4 43
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 0 0 1 35
Closed-form estimation of nonparametric models with non-classical measurement errors 0 0 1 12 1 2 5 76
Cooperatives and Capital Markets: The Case of Minnesota-Dakota Sugar Cooperatives 0 0 0 5 1 1 3 35
Dynamic decisions under subjective expectations: A structural analysis 0 0 0 5 0 2 5 30
Estimating first-price auctions with an unknown number of bidders: A misclassification approach 0 0 0 21 4 6 49 194
Estimating heterogeneous contributing strategies in threshold public goods provision: A structural analysis 0 0 0 6 1 1 6 29
Estimating production functions with robustness against errors in the proxy variables 0 0 2 16 3 8 13 58
Estimation of nonlinear models with mismeasured regressors using marginal information 0 0 0 0 2 2 2 97
Global estimation of finite mixture and misclassification models with an application to multiple equilibria 0 0 0 1 2 2 2 11
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS 0 0 0 10 2 4 6 36
Identification and Estimation of Online Price Competition With an Unknown Number of Firms 0 0 0 4 1 4 6 43
Identification and estimation of nonlinear dynamic panel data models with unobserved covariates 0 0 0 28 0 1 4 153
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 1 2 1 4 8 32
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors 0 0 0 1 2 2 4 19
Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution 0 0 1 115 5 5 14 387
Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods 0 0 0 4 1 3 3 29
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 0 1 5 40
Identification of first-price auctions with non-separable unobserved heterogeneity 0 0 0 13 1 1 6 120
Injectivity of a class of integral operators with compactly supported kernels 0 1 3 70 3 4 15 223
Instrumental Variable Treatment of Nonclassical Measurement Error Models 0 1 8 242 1 10 33 863
Is Area Yield Insurance Competitive with Farm Yield Insurance? 0 0 2 73 0 0 4 266
Long run trends in unemployment and labor force participation in urban China 0 0 3 54 1 4 19 310
Misclassification Errors and the Underestimation of the US Unemployment Rate 0 0 1 28 2 3 5 226
NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS 0 0 0 4 0 1 2 25
Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information 0 0 3 137 4 7 18 348
Nonparametric identification of dynamic models with unobserved state variables 0 0 4 87 6 7 20 328
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments 0 2 2 14 0 2 2 93
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 1 1 2 75
On the robustness of alternative unemployment measures 0 0 0 16 1 1 3 73
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 1 2 44 4 5 12 168
The fertility effect of catastrophe: U.S. hurricane births 0 0 0 30 4 5 12 217
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 2 3 9 15
Total Journal Articles 1 6 36 1,148 58 110 320 5,229

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 23 0 1 8 179
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 0 1 3 96
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 0 0 1 32 0 2 12 206
Total Software Items 0 1 4 61 0 4 23 481

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Statistics updated 2025-12-06