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Yingyao Hu 胡颖尧 Associate Professor of Economics Johns Hopkins
University |
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RESEARCH
INTERESTS |
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Micro-econometrics and
its applications in industrial organization and labor economics. Measurement error models,
Latent variable models, Nonparametric identification. |
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KEYWORDS |
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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 |
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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 |
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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 |
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On deconvolution as a first
stage nonparametric estimator (with Geert Ridder),
Econometric Reviews, vol. 29 (2010), issue 4, pages 1-32. |
deconvolution nonparametric estimation |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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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 |
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WORKING
PAPERS |
KEYWORDS |
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A
closed-form estimator of nonparametric regression models with measurement
errors (with Yuya Sasaki) |
measurement error closed-form estimation |
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Identification
and estimation of single index models with measurement error and endogeneity, (with Ji-Liang Shiu and Tiemen Woutersen) |
measurement error endogeneity |
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On
misclassification errors in self-reported drug use, (with Ryan Bush and Yajing Jiang) |
misclassification drug use |
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Identifiability and inference of
hidden Markov models: A new approach, (with Yonghong
An and Matthew Shum) Revise and Resubmit |
hidden Markov models |
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Misclassification of schooling in survey and
transcript samples (with Ruli Xiao and Xiaohan Zhong) |
misclassification |
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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 |
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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 |
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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 |
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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 |
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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 |
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WORK
IN PROGRESS |
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Dynamic
models with unobserved state variables and heterogeneity: Time inconsistency
in drug compliance (with Yonghong An and Jian Ni) |
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Learning
of risk preference in auctions: Nonparametric identification and estimation
(with Yonghong An) |
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Identification
and estimation of dynamic risk preference in health insurance market (with Yonghong An and Jian Ni) |
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Identification
of semiparametric measurement error models (with Ji-Liang Shiu) |
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Estimation
of a linear index model with a mismeasured
endogenous variable (with Ji-Liang Shiu and Tiemen Woutersen) |
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A
spectral decomposition estimator of nonlinear models with latent variables
(with Ji-Liang Shiu and Matthew Shum) |
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TEACHING |
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Spring
2014: (Blackboard) 180.633
(Graduate Econometrics) 180.638
(Graduate Mirco-econometrics II) |
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