Details about Yingyao Hu

Access statistics for papers by Yingyao Hu.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: phu177

Working Papers

2019

1. Identi?cation and estimation of dynamic structural models with unobserved choices
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
2. Illuminating Economic Growth
   IMF Working Papers, International Monetary Fund View citations (17)

2018

3. Dynamic Decisions under Subjective Expectations: A Structural Analysis
   CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (10)
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2018) View citations (7)
   See also Journal Article Dynamic decisions under subjective expectations: A structural analysis, Journal of Econometrics, Elsevier (2021) View citations (7) (2021)
4. Global estimation of finite mixture and misclassi fication models with an application to multiple equilibria
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
   See also Journal Article Global estimation of finite mixture and misclassification models with an application to multiple equilibria, Econometric Reviews, Taylor & Francis Journals (2021) (2021)
5. Misclassification and the hidden silent rivalry
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (3)

2015

6. A Simple Estimator for Dynamic Models with Serially Correlated Unobservables
   CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington View citations (5)
   Also in Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2010) View citations (1)
   See also Journal Article A Simple Estimator for Dynamic Models with Serially Correlated Unobservables, Journal of Econometric Methods, De Gruyter (2017) View citations (2) (2017)
7. Estimating private provision of public goods with heterogenous participants: a structural analysis
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
8. Long Run Trends in Unemployment and Labor Force Participation in China
   Working Papers, eSocialSciences View citations (18)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2015) View citations (16)
9. Microeconomic models with latent variables: applications of measurement error models in empirical industrial organization and labor economics
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (19)

2012

10. Identification and Estimation of Online Price Competition with an Unknown Number of Firms
    Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy View citations (8)
    See also Journal Article Identification and Estimation of Online Price Competition With an Unknown Number of Firms, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017) View citations (3) (2017)
11. Misclassification Errors and the Underestimation of the U.S. Unemployment Rate
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (1)
    Also in Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2010) View citations (3)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2010) View citations (2)
    See also Journal Article Misclassification Errors and the Underestimation of the US Unemployment Rate, American Economic Review, American Economic Association (2013) View citations (66) (2013)
12. Nonparametric identification and semiparametric estimation of classical measurement error models without side information
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (1)
    See also Journal Article Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information, Journal of the American Statistical Association, Taylor & Francis Journals (2013) View citations (48) (2013)
13. Online Appendix: Misclassification Errors and the Underestimation of the U.S. Unemployment Rate
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics

2011

14. Estimating Production Functions with Robustness Against Errors in the Proxy Variables
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (9)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (9)
    See also Journal Article Estimating production functions with robustness against errors in the proxy variables, Journal of Econometrics, Elsevier (2020) View citations (18) (2020)
15. Nonparametric Identification Using Instrumental Variables: Sufficient Conditions For Completeness
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (6)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011) View citations (6)
    See also Journal Article NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS, Econometric Theory, Cambridge University Press (2018) View citations (12) (2018)

2010

16. Horizontal Mergers of Online Firms: Structural Estimation and Competitive Effects
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (2)
17. Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (2)
    See also Journal Article Identification and estimation of nonlinear dynamic panel data models with unobserved covariates, Journal of Econometrics, Elsevier (2013) View citations (11) (2013)
18. Nonparametric Identification of First-Price Auctions with Non-Separable Unobserved Heterogeneity
    Working Papers, Duke University, Department of Economics View citations (7)
19. Nonparametric Learning Rules from Bandit Experiments: The Eyes have it!
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2010) View citations (1)
    See also Journal Article Nonparametric learning rules from bandit experiments: The eyes have it!, Games and Economic Behavior, Elsevier (2013) View citations (21) (2013)

2009

20. Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics
    Also in IEPR Working Papers, Institute of Economic Policy Research (IEPR) (2005)
    See also Journal Article Estimation of nonlinear models with mismeasured regressors using marginal information, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2012) View citations (8) (2012)
21. Nonparametric Identification of Auction Models with Non-Separable Unobserved Heterogeneity
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (4)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (4)
22. Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved
    Boston College Working Papers in Economics, Boston College Department of Economics
    See also Journal Article Returns to Lying? Identifying the Effects of Misreporting When the Truth Is Unobserved, Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press (2012) View citations (4) (2012)
23. Well-Posedness of Measurement Error Models for Self-Reported Data
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2009) View citations (2)
    See also Journal Article Well-posedness of measurement error models for self-reported data, Journal of Econometrics, Elsevier (2012) View citations (16) (2012)

2008

24. Identifying Dynamic Games with Serially-Correlated Unobservables
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (3)
25. Identifying the returns to lying when the truth is unobserved
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (4)
    Also in Economics Working Paper Archive, The Johns Hopkins University,Department of Economics (2007) View citations (1)
26. Nonparametric Identification of Dynamic Models with Unobserved State Variables
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (28)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2008) View citations (8)
    See also Journal Article Nonparametric identification of dynamic models with unobserved state variables, Journal of Econometrics, Elsevier (2012) View citations (99) (2012)

2007

27. Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics View citations (5)
    See also Journal Article Estimating first-price auctions with an unknown number of bidders: A misclassification approach, Journal of Econometrics, Elsevier (2010) View citations (47) (2010)
28. Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (1)
29. Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (3)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (3)
    See also Journal Article Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments, Economics Letters, Elsevier (2008) View citations (21) (2008)
30. Nonparametric identification of the classical errors-in-variables model without side information
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2007) View citations (1)
31. The Fertility Effect of Catastrophe: U.S. Hurricane Births
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (4)
    See also Journal Article The fertility effect of catastrophe: U.S. hurricane births, Journal of Population Economics, Springer (2010) View citations (20) (2010)

2006

32. Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (9)
33. Identification and estimation of nonclassical nonlinear errors-in-variables models with continuous distributions using instruments
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies View citations (20)

2005

34. On Deconvolution as a First Stage Nonparametric Estimator
    IEPR Working Papers, Institute of Economic Policy Research (IEPR) View citations (2)
    See also Journal Article On Deconvolution as a First Stage Nonparametric Estimator, Econometric Reviews, Taylor & Francis Journals (2010) View citations (14) (2010)

2004

35. Estimation of Nonlinear Models with Measurement Error Using Marginal Information
    Econometric Society 2004 North American Summer Meetings, Econometric Society View citations (10)

Journal Articles

2023

1. robustpf: A command for robust estimation of production functions
   Stata Journal, 2023, 23, (1), 86-96

2021

2. Dynamic decisions under subjective expectations: A structural analysis
   Journal of Econometrics, 2021, 222, (1), 645-675 View citations (7)
   See also Working Paper Dynamic Decisions under Subjective Expectations: A Structural Analysis, CAEPR Working Papers (2018) View citations (10) (2018)
3. Global estimation of finite mixture and misclassification models with an application to multiple equilibria
   Econometric Reviews, 2021, 40, (5), 455-469
   See also Working Paper Global estimation of finite mixture and misclassi fication models with an application to multiple equilibria, CeMMAP working papers (2018) View citations (1) (2018)

2020

4. Estimating production functions with robustness against errors in the proxy variables
   Journal of Econometrics, 2020, 215, (2), 375-398 View citations (18)
   See also Working Paper Estimating Production Functions with Robustness Against Errors in the Proxy Variables, Economics Working Paper Archive (2011) View citations (9) (2011)

2019

5. Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics
   Quantitative Economics, 2019, 10, (4), 1495-1536 View citations (13)

2018

6. CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES
   Econometric Theory, 2018, 34, (1), 166-185 View citations (3)
7. Estimating heterogeneous contributing strategies in threshold public goods provision: A structural analysis
   Journal of Economic Behavior & Organization, 2018, 152, (C), 124-146 View citations (1)
8. Identification and estimation of semi‐parametric censored dynamic panel data models of short time periods
   Econometrics Journal, 2018, 21, (1), 55-85
9. NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS
   Econometric Theory, 2018, 34, (3), 659-693 View citations (12)
   See also Working Paper Nonparametric Identification Using Instrumental Variables: Sufficient Conditions For Completeness, Economics Working Paper Archive (2011) View citations (6) (2011)
10. On the robustness of alternative unemployment measures
    Economics Letters, 2018, 166, (C), 1-5 View citations (8)

2017

11. A Simple Estimator for Dynamic Models with Serially Correlated Unobservables
    Journal of Econometric Methods, 2017, 6, (1), 16 View citations (2)
    See also Working Paper A Simple Estimator for Dynamic Models with Serially Correlated Unobservables, CAEPR Working Papers (2015) View citations (5) (2015)
12. IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS
    Econometric Theory, 2017, 33, (4), 955-979 View citations (10)
13. Identification and Estimation of Online Price Competition With an Unknown Number of Firms
    Journal of Applied Econometrics, 2017, 32, (1), 80-102 View citations (3)
    See also Working Paper Identification and Estimation of Online Price Competition with an Unknown Number of Firms, Working Papers (2012) View citations (8) (2012)
14. Injectivity of a class of integral operators with compactly supported kernels
    Journal of Econometrics, 2017, 200, (1), 48-58 View citations (11)
15. Long run trends in unemployment and labor force participation in urban China
    Journal of Comparative Economics, 2017, 45, (2), 304-324 View citations (51)
16. The econometrics of unobservables: Applications of measurement error models in empirical industrial organization and labor economics
    Journal of Econometrics, 2017, 200, (2), 154-168 View citations (23)

2016

17. Identification in nonseparable models with measurement errors and endogeneity
    Economics Letters, 2016, 144, (C), 33-36 View citations (2)

2015

18. Closed-form estimation of nonparametric models with non-classical measurement errors
    Journal of Econometrics, 2015, 185, (2), 392-408 View citations (18)
19. Identification and estimation of single‐index models with measurement error and endogeneity
    Econometrics Journal, 2015, 18, (3), 347-362 View citations (10)

2013

20. Identification and estimation of nonlinear dynamic panel data models with unobserved covariates
    Journal of Econometrics, 2013, 175, (2), 116-131 View citations (11)
    See also Working Paper Identification and Estimation of Nonlinear Dynamic Panel Data Models with Unobserved Covariates, Economics Working Paper Archive (2010) View citations (2) (2010)
21. Identification of first-price auctions with non-separable unobserved heterogeneity
    Journal of Econometrics, 2013, 174, (2), 186-193 View citations (35)
22. Misclassification Errors and the Underestimation of the US Unemployment Rate
    American Economic Review, 2013, 103, (2), 1054-70 View citations (66)
    See also Working Paper Misclassification Errors and the Underestimation of the U.S. Unemployment Rate, Economics Working Paper Archive (2012) View citations (1) (2012)
23. Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information
    Journal of the American Statistical Association, 2013, 108, (501), 177-186 View citations (48)
    See also Working Paper Nonparametric identification and semiparametric estimation of classical measurement error models without side information, CeMMAP working papers (2012) View citations (1) (2012)
24. Nonparametric learning rules from bandit experiments: The eyes have it!
    Games and Economic Behavior, 2013, 81, (C), 215-231 View citations (21)
    See also Working Paper Nonparametric Learning Rules from Bandit Experiments: The Eyes have it!, Economics Working Paper Archive (2010) View citations (1) (2010)

2012

25. Estimation of nonlinear models with mismeasured regressors using marginal information
    Journal of Applied Econometrics, 2012, 27, (3), 347-385 View citations (8)
    See also Working Paper Estimation of Nonlinear Models with Mismeasured Regressors Using Marginal Information, Economics Working Paper Archive (2009) (2009)
26. Nonparametric identification of dynamic models with unobserved state variables
    Journal of Econometrics, 2012, 171, (1), 32-44 View citations (99)
    See also Working Paper Nonparametric Identification of Dynamic Models with Unobserved State Variables, Economics Working Paper Archive (2008) View citations (28) (2008)
27. Returns to Lying? Identifying the Effects of Misreporting When the Truth Is Unobserved
    Frontiers of Economics in China-Selected Publications from Chinese Universities, 2012, 7, (2), 163-192 View citations (4)
    See also Working Paper Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved, Boston College Working Papers in Economics (2009) (2009)
28. Well-posedness of measurement error models for self-reported data
    Journal of Econometrics, 2012, 168, (2), 259-269 View citations (16)
    See also Working Paper Well-Posedness of Measurement Error Models for Self-Reported Data, Economics Working Paper Archive (2009) View citations (2) (2009)

2010

29. Estimating first-price auctions with an unknown number of bidders: A misclassification approach
    Journal of Econometrics, 2010, 157, (2), 328-341 View citations (47)
    See also Working Paper Estimating First-Price Auctions with an Unknown Number of Bidders: A Misclassification Approach, Economics Working Paper Archive (2007) View citations (5) (2007)
30. Identification and estimation of nonlinear models using two samples with nonclassical measurement errors
    Journal of Nonparametric Statistics, 2010, 22, (4), 419-423 View citations (25)
    Also in Journal of Nonparametric Statistics, 2010, 22, (4), 379-399 (2010) View citations (25)
31. On Deconvolution as a First Stage Nonparametric Estimator
    Econometric Reviews, 2010, 29, (4), 365-396 View citations (14)
    See also Working Paper On Deconvolution as a First Stage Nonparametric Estimator, IEPR Working Papers (2005) View citations (2) (2005)
32. The fertility effect of catastrophe: U.S. hurricane births
    Journal of Population Economics, 2010, 23, (1), 1-36 View citations (20)
    See also Working Paper The Fertility Effect of Catastrophe: U.S. Hurricane Births, IZA Discussion Papers (2007) View citations (4) (2007)

2009

33. Bounding the effect of a dichotomous regressor with arbitrary measurement errors
    Economics Letters, 2009, 105, (3), 256-260 View citations (2)

2008

34. A note on the closed-form identification of regression models with a mismeasured binary regressor
    Statistics & Probability Letters, 2008, 78, (12), 1473-1479 View citations (19)
35. Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution
    Journal of Econometrics, 2008, 144, (1), 27-61 View citations (167)
36. Instrumental Variable Treatment of Nonclassical Measurement Error Models
    Econometrica, 2008, 76, (1), 195-216 View citations (261)
37. Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments
    Economics Letters, 2008, 100, (3), 381-384 View citations (21)
    See also Working Paper Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments, Boston College Working Papers in Economics (2007) View citations (3) (2007)

2006

38. Bounding parameters in a linear regression model with a mismeasured regressor using additional information
    Journal of Econometrics, 2006, 133, (1), 51-70 View citations (7)

2005

39. Is Area Yield Insurance Competitive with Farm Yield Insurance?
    Journal of Agricultural and Resource Economics, 2005, 30, (2), 17 View citations (42)

1999

40. Cooperatives and Capital Markets: The Case of Minnesota-Dakota Sugar Cooperatives
    American Journal of Agricultural Economics, 1999, 81, (5), 1240-1246 View citations (8)

Software Items

2022

1. CDECOMPOSE: Stata module to estimate canonical permanent-transitory state space models
   Statistical Software Components, Boston College Department of Economics
2. REPORTERROR: Stata module to estimate true distribution from noisy measurements
   Statistical Software Components, Boston College Department of Economics
3. ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables
   Statistical Software Components, Boston College Department of Economics