Yingyao Hu        胡颖尧

Associate Professor of Economics

Johns Hopkins University

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Curriculum Vitae

Research Interests

Publications

Working Papers

Work in Progress

Teaching

My links

 

 

 

 

 

 

 

 

 

 

  

 

 

 

RESEARCH INTERESTS

 

 

 

 

 

 

Micro-econometrics and its applications in industrial organization and labor economics.

Measurement error models, Latent variable models, Nonparametric identification.

 

 

 

 

 

 

 

SELECTED PUBLICATIONS

 

 

KEYWORDS

 

 

 

 

Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution, Journal of Econometrics, vol. 144 (2008), issue 1, pages 27-61.

 

misclassification

closed-form nonparametric identification

eigen decomposition

 

Instrumental variable treatment of nonclassical measurement error models (with Susanne Schennach), Econometrica, vol. 76, no. 1 (2008), pages 195–216.

 

measurement error

global nonparametric identification

spectral decomposition

 

Identification and estimation of nonlinear models using two samples with nonclassical measurement errors (with Raymond Carroll and Xiaohong Chen), Journal of Nonparametric Statistics, 22 (2010), issue 4, pages 379-399. (JNPS 2010 Best Paper Award)

 

measurement error

data combination

nonparametric identification

 

On deconvolution as a first stage nonparametric estimator (with Geert Ridder), Econometric Reviews, vol. 29 (2010), issue 4, pages 1-32.

 

deconvolution

nonparametric estimation

 

The fertility effect of catastrophe: U.S. hurricane births (with Rick Evans and Zhong Zhao), Journal of Population Economics, vol. 23 (2010), issue 1, pages 1-36.

 

fertility

panel data model

 

Estimating first-price auctions with an unknown number of bidders: a misclassification approach (with Yonghong An and Matthew Shum), Journal of Econometrics, vol. 157 (2010), pages 328-341.

 

auction

misclassification

 

Estimation of nonlinear models with mismeasured regressors using marginal information (with Geert Ridder), Journal of Applied Econometrics, vol. 27, issue 3 (2012), pages 347-385.

 

deconvolution

data combination

measurement error

 

Returns to lying? Identifying the effects of misreporting when the truth is unobserved (with Arthur Lewbel), Frontiers of Economics in China, vol. 7 (2012), pages 163-192.

 

misclassification

treatment effect

 

Well-posedness of measurement error models for self-reported data (with Yonghong An). Journal of Econometrics, vol. 168 (2012), pages 259-269.

  

inverse problem

measurement error 

 

Misclassification errors and the underestimation of U.S. unemployment rates (with Shuaizhang Feng), American Economic Review, vol. 103, issue 2 (April 2013), pages 1054-70.

 

unemployment rates

misclassification

 

Nonparametric identification of dynamic models with unobserved state variables (with Matthew Shum), Journal of Econometrics, vol. 171, issue 1 (November 2012), pages 32-44.

 

dynamic models

unobserved state variable

nonparametric identification

 

Nonparametric identification and semiparametric estimation of classical measurement error models without side information (with Susanne Schennach), Journal of the American Statistical Association, vol. 108, issue 501 (March 2013), pages 177-186.

 

classical measurement error

identification

 

 

Nonparametric identification of first-price auctions with non-separable unobserved heterogeneity (with David McAdams and Matthew Shum). Journal of Econometrics, vol. 174, issue 2 (June 2013), pages 186-193.

auction

unobserved heterogeneity

nonparametric identification

 

Identification and estimation of nonlinear dynamic panel data models with unobserved covariates (with Ji-Liang Shiu), Journal of Econometrics, forthcoming

 

dynamic panel data model

unobserved covariates

nonparametric identification

 

Nonparametric learning rules from bandit experiments: the eyes have it! (with Yutaka Kayaba and Matthew Shum), Games and Economic Behavior, forthcoming

 

learning rules

nonparametric identification

 

 

 

 

 

WORKING PAPERS

 

 

KEYWORDS

 

 

 

 

A closed-form estimator of nonparametric regression models with measurement errors (with Yuya Sasaki)

 

measurement error

closed-form estimation

 

Identification and estimation of single index models with measurement error and endogeneity, (with Ji-Liang Shiu and Tiemen Woutersen)

 

measurement error

endogeneity

 

On misclassification errors in self-reported drug use, (with Ryan Bush and Yajing Jiang)

misclassification

drug use

 

Identifiability and inference of hidden Markov models: A new approach, (with Yonghong An and Matthew Shum) Revise and Resubmit

 

hidden Markov models

 

Misclassification of schooling in survey and transcript samples (with Ruli Xiao and Xiaohan Zhong)

 

misclassification

 

Estimating production functions with robustness against errors in the proxy variables (with Guofang Huang). Working Paper, Department of Economics, Johns Hopkins University. Revise and Resubmit

 

production function

semi-nonparametric estimation

 

Nonparametric identification using instrumental variables: sufficient conditions for completeness (with Ji-Liang Shiu). Working Paper #581, Department of Economics, Johns Hopkins University. Revise and Resubmit

 

completeness

nonparametric identification

 

A simple estimator for dynamic models with serially correlated unobservables (with Matthew Shum and Wei Tan). Working Paper #558, Department of Economics, Johns Hopkins University. Revise and Resubmit

 

dynamic model

unobserved state variable

estimation

 

Identification and estimation of online price competition with an unknown number of firms (with Yonghong An, Michael Baye, John Morgan and Matthew Shum).

 

online price competition

competitive effects

misclassification

 

Identifying dynamic games with serially-correlated unobservables (with Matthew Shum). Working Paper #546, Department of Economics, Johns Hopkins University.

 

dynamic games

unobserved state variable

nonparametric identification

 

 

 

 

 

WORK IN PROGRESS

 

 

 

 

 

 

Dynamic models with unobserved state variables and heterogeneity: Time inconsistency in drug compliance (with Yonghong An and Jian Ni)

 

 

 

Learning of risk preference in auctions: Nonparametric identification and estimation (with Yonghong An)

 

 

 

Identification and estimation of dynamic risk preference in health insurance market (with Yonghong An and Jian Ni)

 

 

 

Identification of semiparametric measurement error models (with Ji-Liang Shiu)

 

 

Estimation of a linear index model with a mismeasured endogenous variable (with Ji-Liang Shiu and Tiemen Woutersen)

 

 

A spectral decomposition estimator of nonlinear models with latent variables (with Ji-Liang Shiu and Matthew Shum)

 

 

 

 

 

 

 

TEACHING

 

 

 

 

 

Spring 2014: (Blackboard)

180.633 (Graduate Econometrics)

180.638 (Graduate Mirco-econometrics II)