Details about Han Hong

Access statistics for papers by Han Hong.

Last updated 2010-07-03. Update your information in the RePEc Author Service.

Short-id: pho353

Working Papers

2019

1. BLP Estimation Using Laplace Transformation and Overlapping Simulation Draws
   Working Paper Series, Federal Reserve Bank of San Francisco

2008

2. Bayesian Averaging, Prediction and Nonnested Model Selection
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
3. Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects
   Working Papers, Yale University, Department of Economics View citations (21)
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2008) View citations (12)

2006

4. Estimating Static Models of Strategic Interaction
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (80)
5. Moral Hazard, Adverse Selection and Health Expenditures: A Semiparametric Analysis
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (36)
6. Semiparametric Estimation of a Dynamic Game of Incomplete Information
   NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (21)

2005

7. Identification and Estimation of Discrete Games of Complete Information
   Computing in Economics and Finance 2005, Society for Computational Economics View citations (4)
   Also in NBER Technical Working Papers, National Bureau of Economic Research, Inc (2004) View citations (30)

2004

8. Nonparametric Tests for Common Values in First-Price Sealed-Bid Auctions
   Working Papers, Fondazione Eni Enrico Mattei View citations (20)
   Also in Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University (2003) View citations (109)
   NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations (121)
9. Parameter Set Inference in a Class of Econometric Models
   Econometric Society 2004 North American Winter Meetings, Econometric Society View citations (23)
10. Point Estimation of Discrete Games
    2004 Meeting Papers, Society for Economic Dynamics

2003

11. Nonparametric Tests for Common Values in First-Price Auctions
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (105)

2002

12. Rates of Information Aggregation in Common Value Auctions
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (4)
    See also Journal Article Rates of information aggregation in common value auctions, Journal of Economic Theory, Elsevier (2004) View citations (15) (2004)

2001

13. A Fast Subsampling Method for Nonlinear Dynamic Models
    Working Papers, Center for Research in Economics and Statistics
    Also in Working Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve- (2001)
    See also Journal Article A fast subsampling method for nonlinear dynamic models, Journal of Econometrics, Elsevier (2006) View citations (23) (2006)
14. A Semiparametric Estimator for Dynamic Optimization Models
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (1)
15. Econometric Models of Asymmetric Ascending Auctions
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (8)
    See also Journal Article Econometric models of asymmetric ascending auctions, Journal of Econometrics, Elsevier (2003) View citations (39) (2003)
16. Empirical Likelihood-Based Selection Criteria for Moment Condition Models
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (3)
17. Increasing Competition and the Winner's Curse: Evidence from Procurement
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (2)
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)

Journal Articles

2007

1. A Statistical Inquiry into the Plausibility of Recursive Utility
   Journal of Financial Econometrics, 2007, 5, (4), 523-559 View citations (13)
2. Estimation and Confidence Regions for Parameter Sets in Econometric Models
   Econometrica, 2007, 75, (5), 1243-1284 View citations (391)
3. Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
   Journal of Econometrics, 2007, 141, (1), 109-140 View citations (32)

2006

4. A fast subsampling method for nonlinear dynamic models
   Journal of Econometrics, 2006, 133, (2), 557-578 View citations (23)
   See also Working Paper A Fast Subsampling Method for Nonlinear Dynamic Models, Working Papers (2001) (2001)

2005

5. Comment
   Journal of Business & Economic Statistics, 2005, 23, 158-160

2004

6. Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
   Econometrica, 2004, 72, (5), 1445-1480 View citations (52)
7. Rates of information aggregation in common value auctions
   Journal of Economic Theory, 2004, 116, (1), 1-40 View citations (15)
   See also Working Paper Rates of Information Aggregation in Common Value Auctions, Economics Working Paper Archive (2002) View citations (4) (2002)

2003

8. A simple estimator for nonlinear error in variable models
   Journal of Econometrics, 2003, 117, (1), 1-19 View citations (29)
9. An MCMC approach to classical estimation
   Journal of Econometrics, 2003, 115, (2), 293-346 View citations (458)
10. Econometric models of asymmetric ascending auctions
    Journal of Econometrics, 2003, 112, (2), 327-358 View citations (39)
    See also Working Paper Econometric Models of Asymmetric Ascending Auctions, Economics Working Paper Archive (2001) View citations (8) (2001)
11. Endogenous binary choice model with median restrictions
    Economics Letters, 2003, 80, (2), 219-225 View citations (25)
12. GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS
    Econometric Theory, 2003, 19, (6), 923-943 View citations (40)
13. Inference in Censored Models with Endogenous Regressors
    Econometrica, 2003, 71, (3), 905-932 View citations (71)

2002

14. Three-Step Censored Quantile Regression and Extramarital Affairs
    Journal of the American Statistical Association, 2002, 97, 872-882 View citations (127)

Books

2006

1. An Introduction to the Structural Econometrics of Auction Data, vol 1
   MIT Press Books, The MIT Press View citations (105)