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 and Supplementary material (with Susanne Schennach), Econometrica, vol. 76, no. 1 (2008), pages 195–216.

 

measurement error

global nonparametric identification

spectral decomposition

 

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

 

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 and online appendix (with Shuaizhang Feng), American Economic Review, forthcoming

 

unemployment rates

misclassification

 

 

 

 

 

WORKING PAPERS

 

 

KEYWORDS

 

 

 

Identifiability and Inference of Hidden Markov Models: A New Approach, (with Yonghong An and Matthew Shum)

 

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. Submitted

 

completeness

nonparametric identification

 

Identification and estimation of nonlinear dynamic panel data models with unobserved covariates (with Ji-Liang Shiu). Working Paper #557, Department of Economics, Johns Hopkins University. Revise and Resubmit

 

dynamic panel data model

unobserved covariates

nonparametric identification

 

Nonparametric learning rules from bandit experiments: the eyes have it! (with Yutaka Kayaba and Matthew Shum). Working Paper #560, Department of Economics, Johns Hopkins University.

 

learning rules

nonparametric identification

 

Nonparametric identification of first-price auctions with non-separable unobserved heterogeneity (with David McAdams and Matthew Shum). Working Paper #553, Department of Economics, Johns Hopkins University. Revise and Resubmit

 

auction

unobserved heterogeneity

nonparametric identification

 

Nonparametric identification of dynamic models with unobserved state variables (with Matthew Shum), Working Paper #543, Department of Economics, Johns Hopkins University; Cemmap Working Paper CWP13/08. Revise and Resubmit

 

dynamic models

unobserved state variable

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

 

Horizontal mergers of online firms: structural estimation and competitive effects (with Yonghong An, Michael Baye, John Morgan and Matthew Shum). Working Paper #564, Department of Economics, Johns Hopkins University.

 

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. Comments welcome.

 

dynamic games

unobserved state variable

nonparametric identification

 

Nonparametric identification of the classical errors-in-variables model without side information (with Susanne Schennach). Available on request.

 

nonparametric identification

measurement error

 

 

 

 

 

WORK IN PROGRESS

 

 

 

 

 

 

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)

 

 

Estimating dynamic models with unobserved state variables (with Matthew Shum)

 

 

Identification of dynamic insurance models (with Olivia Cessarini and Elena Krasnokutskaya)

 

 

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

 

 

 

A spectral decomposition estimator of nonparametric learning rules (with Ji-Liang Shiu and Matthew Shum)

 

 

 

 

 

 

 

TEACHING

 

 

 

 

 

Spring 2012: (Blackboard)

180.334 (Undergraduate Econometrics)

180.633 (Graduate Econometrics)

180.638 (Graduate Mirco-econometrics II)