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Identification of Unobservables in Observations,
Yingyao Hu,
from arXiv.org
(2022)
Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics,
Yingyao Hu,
from Institute for Fiscal Studies
(2015)
Bounding parameters in a linear regression model with a mismeasured regressor using additional information,
Yingyao Hu,
in Journal of Econometrics
(2006)
The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics,
Yingyao Hu,
in Journal of Econometrics
(2017)
Keywords: Measurement error model; Errors-in-variables; Latent variable; Unobserved heterogeneity; Unobserved state variable; Mixture model; Hidden Markov model; Dynamic discrete choice; Nonparametric identification; Conditional independence; Endogeneity; Instrument; Type; Unemployment rates; IPV auction; Multiple equilibria; Incomplete information game; Belief; Learning model; Fixed effects; Panel data model; Cognitive and non-cognitive skills; Matching; Income dynamics;
Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution,
Yingyao Hu,
in Journal of Econometrics
(2008)
Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics,
Yingyao Hu,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2015)
Keywords: Measurement error model, errors-in-variables, latent variable, unobserved heterogeneity, unobserved state variable, mixture model, hidden Markov model, dynamic discrete choice, nonparametric identification, conditional independence, endogeneity, instrument, type, unemployment rates, IPV auction, multiple equilibria, incomplete information game, belief, learning model, fixed effect, panel data model, cognitive and noncognitive skills, matching, income dynamics
The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics,
Yingyao Hu,
from The Johns Hopkins University,Department of Economics
(2021)
Identification of Causal Models with Unobservables: A Self-Report Approach,
Yingyao Hu,
from The Johns Hopkins University,Department of Economics
(2021)
Keywords: Causal model, Measurement error model, Nonparametric identification
Registered author: Yingyao Hu
Estimation of nonlinear models with mismeasured regressors using marginal information,
Yingyao Hu and Geert Ridder,
in Journal of Applied Econometrics
(2012)
On Deconvolution as a First Stage Nonparametric Estimator,
Yingyao Hu and Geert Ridder,
from Institute of Economic Policy Research (IEPR)
(2005)
Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information,
Yingyao Hu and Geert Ridder,
from Institute of Economic Policy Research (IEPR)
(2005)
Keywords: measurement error model, marginal information, deconvolution, Fourier transform, duration model, welfare spells
Bounding the effect of a dichotomous regressor with arbitrary measurement errors,
Ping Deng and Yingyao Hu,
in Economics Letters
(2009)
Keywords: Arbitrary measurement error Misclassification Bounds Dichotomous variable
Well-posedness of measurement error models for self-reported data,
Yonghong An and Yingyao Hu,
in Journal of Econometrics
(2012)
Keywords: Well-posed; Ill-posed; Inverse problem; Fredholm integral equation; Deconvolution; Rate of convergence; Measurement error model; Self-reported data; Survey data;
Nonparametric identification and semiparametric estimation of classical measurement error models without side information,
Susanne Schennach and Yingyao Hu,
from Institute for Fiscal Studies
(2012)
Estimation of Nonlinear Models with Measurement Error Using Marginal Information,
Geert Ridder and Yingyao Hu,
from Econometric Society
(2004)
Keywords: measurement error model, marginal information, deconvolution
Binary choice with misclassification and social interactions, with an application to peer effects in attitude,
Zhongjian Lin and Yingyao Hu,
in Journal of Econometrics
(2024)
Keywords: Measurement error; Misclassification; Social interactions; Nested pseudo likelihood; Large network; Peer effects; Attitude;
Misclassification Errors and the Underestimation of the US Unemployment Rate,
Shuaizhang Feng and Yingyao Hu,
in American Economic Review
(2013)
Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information,
Susanne Schennach and Yingyao Hu,
in Journal of the American Statistical Association
(2013)
Illuminating economic growth,
Yingyao Hu and Jiaxiong Yao,
in Journal of Econometrics
(2022)
Keywords: Measurement error; Nighttime lights; GDP growth;
On Deconvolution as a First Stage Nonparametric Estimator,
Yingyao Hu and Geert Ridder,
in Econometric Reviews
(2010)
Keywords: Asymptotic normality, Bounded support, Deconvolution, Measurement error model, Nonparametric estimation, Ordinary smooth,
Global estimation of finite mixture and misclassification models with an application to multiple equilibria,
Yingyao Hu and Ruli Xiao,
in Econometric Reviews
(2021)
Returns to Lying? Identifying the Effects of Misreporting When the Truth Is Unobserved,
Yingyao Hu and Arthur Lewbel,
in Frontiers of Economics in China-Selected Publications from Chinese Universities
(2012)
Keywords: binary regressor, misclassification, measurement error, unobserved factor, discrete factor, program evaluation, treatment effects, returns to schooling, wage model
Default risk and stock returns: From a perspective of measurement errors,
Xiaolou Yang and Yingyao Hu,
in International Review of Economics & Finance
(2024)
Keywords: Measurement error; Default risk; Risk premium; Credit risk; Equity returns;
Instrumental Variable Treatment of Nonclassical Measurement Error Models,
Yingyao Hu and Susanne Schennach,
in Econometrica
(2008)
Nonparametric identification of dynamic models with unobserved state variables,
Yingyao Hu and Matthew Shum,
in Journal of Econometrics
(2012)
Identi?cation and estimation of dynamic structural models with unobserved choices,
Yingyao Hu and Yi Xin,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2019)
Global estimation of finite mixture and misclassi fication models with an application to multiple equilibria,
Yingyao Hu and Ruli Xiao,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2018)
Keywords: Finite mixture, misclassi fication, global estimation, identifi cation, bootstrap, multiple equilibria.
Misclassification and the hidden silent rivalry,
Yingyao Hu and Zhongjian Lin,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2018)
Keywords: Misclassification, Binary Choice, Peer Effects, Attitude Towards Learning, Silent Rivalry, Social Desirability
Nonparametric identification and semiparametric estimation of classical measurement error models without side information,
Susanne Schennach and Yingyao Hu,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2012)
Estimating production functions with robustness against errors in the proxy variables,
Guofang Huang and Yingyao Hu,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2011)
Well-posedness of measurement error models for self-reported data,
Yonghong An and Yingyao Hu,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2009)
Nonparametric identification of dynamic models with unobserved state variables,
Yingyao Hu and Matthew Shum,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2008)
Identifying the returns to lying when the truth is unobserved,
Yingyao Hu and Arthur Lewbel,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2008)
Identification and estimation of nonclassical nonlinear errors-in-variables models with continuous distributions using instruments,
Yingyao Hu and Susanne Schennach,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2006)
Online Appendix: Misclassification Errors and the Underestimation of the U.S. Unemployment Rate,
Shuaizhang Feng and Yingyao Hu,
from The Johns Hopkins University,Department of Economics
(2012)
Misclassification Errors and the Underestimation of the U.S. Unemployment Rate,
Shuaizhang Feng and Yingyao Hu,
from The Johns Hopkins University,Department of Economics
(2012)
Estimating Production Functions with Robustness Against Errors in the Proxy Variables,
Guofang Huang and Yingyao Hu,
from The Johns Hopkins University,Department of Economics
(2011)
Misclassification errors and the underestimation of U.S. unemployment rates,
Shuaizhang Feng and Yingyao Hu,
from The Johns Hopkins University,Department of Economics
(2010)
Well-Posedness of Measurement Error Models for Self-Reported Data,
Yonghong An and Yingyao Hu,
from The Johns Hopkins University,Department of Economics
(2009)
Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information,
Yingyao Hu and Geert Ridder,
from The Johns Hopkins University,Department of Economics
(2009)
Identifying Dynamic Games with Serially-Correlated Unobservables,
Yingyao Hu and Matthew Shum,
from The Johns Hopkins University,Department of Economics
(2008)
Nonparametric Identification of Dynamic Models with Unobserved State Variables,
Yingyao Hu and Matthew Shum,
from The Johns Hopkins University,Department of Economics
(2008)
Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach,
Yingyao Hu and Matthew Shum,
from The Johns Hopkins University,Department of Economics
(2007)
Identifying the Returns to Lying When the Truth is Unobserved,
Yingyao Hu and Arthur Lewbel,
from The Johns Hopkins University,Department of Economics
(2007)
Identification and estimation of dynamic structural models with unobserved choices,
Yingyao Hu and Yi Xin,
in Journal of Econometrics
(2024)
Keywords: Dynamic discrete choice; Unobserved choice; Unobserved heterogeneity; Dynamic discrete game; Nonparametric identification;
Illuminating Economic Growth,
Yingyao Hu and Jiaxiong Yao,
from International Monetary Fund
(2019)
Keywords: WP;real gross domestic product;economic activity; Nighttime lights; measurement error; GDP per capita; nighttime light; light-predicted GDP; real GDP measure; low income; GDP measurement; Income; Informal economy; Global
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS,
Yingyao Hu and Yuya Sasaki,
in Econometric Theory
(2017)
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES,
Yingyao Hu and Yuya Sasaki,
in Econometric Theory
(2018)
Closed-form estimation of nonparametric models with non-classical measurement errors,
Yingyao Hu and Yuya Sasaki,
in Journal of Econometrics
(2015)
Keywords: Closed form; Non-classical measurement errors; Nonparametric regressions;
Identifying Dynamic Games with Serially Correlated Unobservables,
Yingyao Hu and Matthew Shum,
from Emerald Group Publishing Limited
(2013)
Keywords: Dynamic games, identification, unobserved heterogeneity, serial correlation, L13, C73, C14
REPORTERROR: Stata module to estimate true distribution from noisy measurements,
Yingyao Hu and Yuya Sasaki,
from Boston College Department of Economics
(2022)
Keywords: probability distribution, measurement error, noisy measurements
Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors,
Xiaohong Chen and Yingyao Hu,
from Cowles Foundation for Research in Economics, Yale University
(2006)
Keywords: Data combination, Nonlinear errors-in-variables model, Nonclassical measurement error, Nonparametric identification, Misspecified parametric latent model, Sieve likelihood estimation and inference
Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved,
Yingyao Hu and Arthur Lewbel,
from Boston College Department of Economics
(2009)
Keywords: Binary regressor, misclassification, measurement error, unobserved factor, discrete factor, program evaluation, treatment effects, returns to schooling, wage model.
Misclassification Errors and the Underestimation of U.S. Unemployment Rates,
Shuaizhang Feng and Yingyao Hu,
from Institute of Labor Economics (IZA)
(2010)
Keywords: Current Population Survey, unemployment rate, labor force participation rate, misclassification, measurement error
Revealing Unobservables by Deep Learning: Generative Element Extraction Networks (GEEN),
Yingyao Hu, Yang Liu and Jiaxiong Yao,
from arXiv.org
(2022)
Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods,
Yingyao Hu and Ji‐Liang Shiu,
in Econometrics Journal
(2018)
NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS,
Yingyao Hu and Ji-Liang Shiu,
in Econometric Theory
(2018)
On the robustness of alternative unemployment measures,
Shuaizhang Feng, Yingyao Hu and Jiandong Sun,
in Economics Letters
(2018)
Keywords: True unemployment rate; U-3; U-6; Misclassification error;
Identification and estimation of nonlinear dynamic panel data models with unobserved covariates,
Ji-Liang Shiu and Yingyao Hu,
in Journal of Econometrics
(2013)
Keywords: Nonlinear dynamic panel data model; Dynamic discrete choice model; Dynamic censored model; Nonparametric identification; Initial condition; Correlated random effects; Unobserved heterogeneity; Unobserved covariate; Endogeneity;
Dynamic Decisions under Subjective Expectations: A Structural Analysis,
Yonghong An, Yingyao Hu and Ruli Xiao,
from Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington
(2018)
Keywords: Dynamic discrete choice models; subjective expectations; rational expectations; nonparametric identification; estimation
Misclassification errors in labor force statuses and the early identification of economic recessions,
Jiandong Sun, Shuaizhang Feng and Yingyao Hu,
in Journal of Asian Economics
(2021)
Keywords: Economic recession; Sahm rule; Misclassification errors; Unemployment rate;
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors,
Raymond Carroll, Xiaohong Chen and Yingyao Hu,
in Journal of Nonparametric Statistics
(2010)
Identification and estimation of nonlinear models using two samples with nonclassical measurement errors,
Raymond Carroll, Xiaohong Chen and Yingyao Hu,
in Journal of Nonparametric Statistics
(2010)
Nonparametric learning rules from bandit experiments: The eyes have it!,
Yingyao Hu, Yutaka Kayaba and Matthew Shum,
in Games and Economic Behavior
(2013)
Keywords: Learning; Belief dynamics; Experiments; Eye tracking; Bayesian vs. non-Bayesian learning;
Dynamic decisions under subjective expectations: A structural analysis,
Yonghong An, Yingyao Hu and Ruli Xiao,
in Journal of Econometrics
(2021)
Keywords: Dynamic discrete choice models; Subjective beliefs; Rational expectations; Nonparametric identification; Estimation;
Long run trends in unemployment and labor force participation in urban China,
Shuaizhang Feng, Yingyao Hu and Robert Moffitt,
in Journal of Comparative Economics
(2017)
Keywords: Unemployment rate; Labor force participation rate; China; Economic transition;
A simple test of completeness in a class of nonparametric specification,
Yingyao Hu and Ji-Liang Shiu,
in Econometric Reviews
(2022)
Rotation group bias and the persistence of misclassification errors in the Current Population Surveys,
Shuaizhang Feng, Yingyao Hu and Jiandong Sun,
in Econometric Reviews
(2022)
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments,
Xiaohong Chen, Yingyao Hu and Arthur Lewbel,
in Economics Letters
(2008)
A note on the closed-form identification of regression models with a mismeasured binary regressor,
Xiaohong Chen, Yingyao Hu and Arthur Lewbel,
in Statistics & Probability Letters
(2008)
Estimating first-price auctions with an unknown number of bidders: A misclassification approach,
Yonghong An, Yingyao Hu and Matthew Shum,
in Journal of Econometrics
(2010)
Keywords: Auction models Nonparametric identification Misclassification
Identification of first-price auctions with non-separable unobserved heterogeneity,
Yingyao Hu, David McAdams and Matthew Shum,
in Journal of Econometrics
(2013)
Keywords: Auction models; Nonparametric identification; Unobserved heterogeneity; Monotonicity;
Measuring Quarterly Economic Growth from Outer Space,
Robert Beyer, Jiaxiong Yao and Yingyao Hu,
from Verein für Socialpolitik / German Economic Association
(2022)
robustpf: A command for robust estimation of production functions,
Yingyao Hu, Guofang Huang and Yuya Sasaki,
in Stata Journal
(2023)
Keywords: robustpf, measurement error, robust estimation, Cobb–Douglas, production function
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics,
Yingyao Hu, Robert Moffitt and Yuya Sasaki,
in Quantitative Economics
(2019)
Long Run Trends in Unemployment and Labor Force Participation in China,
Shuaizhang Feng, Yingyao Hu and Robert Moffitt,
from National Bureau of Economic Research, Inc
(2015)
Dynamic decisions under subjective expectations: a structural analysis,
Yonghong An, Yingyao Hu and Ruli Xiao,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2018)
Keywords: Dynamic discrete choice models, subjective expectations, rational expectations, nonparametric identi cation, estimation.
Estimating private provision of public goods with heterogenous participants: a structural analysis,
Yonghong An, Yingyao Hu and Pengfei Liu,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2015)
Keywords: Public Goods; Private Provision; Measurement Errors; Unobserved Heterogeneity; Nonparametric Identification and Estimation; Experimental Data
Nonparametric identification using instrumental variables: sufficient conditions for completeness,
Yingyao Hu and Ji-Liang Shiu,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2011)
Nonparametric learning rules from bandit experiments: the eyes have it!,
Yingyao Hu, Yutaka Kayaba and Matthew Shum,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2010)
Nonparametric identification of auction models with non-separable unobserved heterogeneity,
Yingyao Hu, David McAdams and Matthew Shum,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2009)
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information,
Xiaohong Chen, Yingyao Hu and Arthur Lewbel,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2007)
Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments,
Xiaohong Chen, Yingyao Hu and Arthur Lewbel,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2007)
Nonparametric identification of the classical errors-in-variables model without side information,
Yingyao Hu, Arthur Lewbel and Susanne Schennach,
from Centre for Microdata Methods and Practice, Institute for Fiscal Studies
(2007)
Measuring Quarterly Economic Growth from Outer Space,
Robert Beyer, Yingyao Hu and Jiaxiong Yao,
from The World Bank
(2022)
Keywords: Food Security,Industrial Economics,Economic Theory & Research,Economic Growth,International Trade and Trade Rules
Nonparametric Identification Using Instrumental Variables: Sufficient Conditions For Completeness,
Yingyao Hu and Ji-Liang Shiu,
from The Johns Hopkins University,Department of Economics
(2011)
Nonparametric Learning Rules from Bandit Experiments: The Eyes have it!,
Yingyao Hu, Yutaka Kayaba and Matthew Shum,
from The Johns Hopkins University,Department of Economics
(2010)
A Simple Estimator for Dynamic Models with Serially Correlated Unobservables,
Yingyao Hu, Matthew Shum and Wei Tan,
from The Johns Hopkins University,Department of Economics
(2010)
Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates,
Ji-Liang Shiu and Yingyao Hu,
from The Johns Hopkins University,Department of Economics
(2010)
Nonparametric Identification of Auction Models with Non-Separable Unobserved Heterogeneity,
Yingyao Hu, David McAdams and Matthew Shum,
from The Johns Hopkins University,Department of Economics
(2009)
Nonparametric Identification of First-Price Auctions with Non-Separable Unobserved Heterogeneity,
David McAdams, Yingyao Hu and Matthew Shum,
from Duke University, Department of Economics
(2010)
Measuring Quarterly Economic Growth from Outer Space,
Robert Beyer, Yingyao Hu and Jiaxiong Yao,
from International Monetary Fund
(2022)
Keywords: Nighttime lights; economic measurement; quarterly GDP; national accounts; COVID-19.; GDP growth; Summary statistics; light growth; growth measure; GDP measure; COVID-19; GDP measurement; Vector autoregression; Global
Estimating production functions with robustness against errors in the proxy variables,
Yingyao Hu, Guofang Huang and Yuya Sasaki,
in Journal of Econometrics
(2020)
Keywords: Production functions; Proxy variables; Instrumental variables; Optimization errors; Measurement errors;
Long Run Trends in Unemployment and Labor Force Participation in China,
Shuaizhang Feng, Yingyao Hu and Robert Moffitt,
from eSocialSciences
(2015)
Keywords: China, unemployment rate, nationality, labour markets, labour force participation, official data, income, demographics
Estimating private provision of public goods with heterogenous participants: a structural analysis,
Yonghong An, Yingyao Hu and Pengfei Liu,
from Institute for Fiscal Studies
(2015)
Estimating heterogeneous contributing strategies in threshold public goods provision: A structural analysis,
Yonghong An, Yingyao Hu and Pengfei Liu,
in Journal of Economic Behavior & Organization
(2018)
Keywords: Public goods; Private provision; Measurement errors; Unobserved heterogeneity; Nonparametric identification and estimation; Lab experiment;
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables,
Yingyao Hu, Guofang Huang and Yuya Sasaki,
from Boston College Department of Economics
(2022)
Keywords: production functions, robust estimation, proxy variables
CDECOMPOSE: Stata module to estimate canonical permanent-transitory state space models,
Yingyao Hu, Robert Moffitt and Yuya Sasaki,
from Boston College Department of Economics
(2022)
Keywords: state space models, permanent, transitory
Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information,
Xiaohong Chen, Yingyao Hu and Arthur Lewbel,
from Boston College Department of Economics
(2007)
Keywords: Errors-In-Variables (EIV), Identification; Nonclassical measurement error; Nonparametric regression; Sieve maximum likelihood.