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ALL MY PAPERS |
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Working
papers | Micro-Econometrics | Empirical IO | Labor | Macro | Other Topics |
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Working Papers: ·
Estimation of dynamic models
with unobserved state variables by reinforcement learning (with Fangzhu Yang) ·
Identification
of Unobservables in Observations ·
Revealing Unobservables by Deep Learning: Generative Element
Extraction Networks (GEEN)
(with Yang Liu and Jiaxiong Yao) Slides · Optimal linear rank indexes for latent variables (with
Ji-Liang Shiu, Yi Xi, and Jiaxiong
Yao) · Partial identification of nonlinear models with
misclassification error: A perturbation approach (with Ji-Liang Shiu) · A generalized model of misclassification errors and
labor force dynamics (with Shuaizhang Feng and Jiandong Sun) · Identification and estimation of dynamic structural
models with unobserved choices, (with Yi Xin) · Hidden Harmony (with Zhongjian
Lin and Ning Yu) Micro-econometrics: ·
Misclassification and the
hidden silent rivalry (with
Zhongjian Lin), Journal
of Econometrics, forthcoming
·
Rotation Group Bias and
the Persistence of Misclassification Errors in the Current Population Surveys (with Shuaizhang Feng and Jiandong Sun), Econometric
Reviews, Volume 41, Issue 9 (2022), Pages 1077-1094 ·
A simple test of
completeness in a class of nonparametric specification (with Ji-Liang Shiu), Econometric Review, Volume 41, Issue 4
(2022), Pages 373-399. ·
Identification
of nonparametric monotonic regression models with continuous nonclassical
measurement errors (with Susanne Schennach and Ji-Liang Shiu), Journal of Econometrics, Volume 226,
Issue 2 (February 2022), Pages 269-294 ·
Misclassification errors
in labor force statuses and the early identification of economic recessions (with Jiandong Sun and Shuaizhang Feng), Journal
of Asian Economics, Volume 75, August 2021 ·
Dynamic decisions under
subjective expectations: A structural analysis (with Yonghong An and Ruli Xiao), Journal
of Econometrics, Volume 222, Issue 1 (May 2021), Pages 645-675 ·
Global estimation of
finite mixture and misclassification models with an application to multiple
equilibria (with Ruli Xiao), Econometric
Review, Volume 40, Issue 5 (May 2021), Pages 455-469. ·
Estimating
production functions with robustness against errors in the proxy variables, (with Guofang Huang and Yuya Sasaki), Journal
of Econometrics, Volume 215, Issue 2, April 2020, Pages 375-398 ·
Nonparametric
identification using instrumental variables: sufficient conditions for
completeness (with Ji-Liang Shiu), Econometric Theory, Volume 34, Issue 3
June 2018, pp. 659-693 ·
Identification and
estimation of semi-parametric censored dynamic panel data models of short
time periods (with Ji-Liang Shiu), Econometrics
Journal, Volume 21, Issue 1, February 2018, Pages 55-85 ·
Closed-form
identification of dynamic discrete choice models with proxies for unobserved
state variables (with Yuya
Sasaki), Econometric Theory, Volume
34, Issue 1 (February 2018) , pp. 166-185 ·
The econometrics of unobservables: Applications of measurement error models
in empirical industrial organization and labor economics, Journal of
Econometrics, Volume 200, Issue 2, (October 2017), pages 154-168 ·
Measurement error models:
Editors’ introduction, (with
Tom Wansbeek), Journal
of Econometrics, Volume 200, Issue 2, (October 2017), pages 151-153 ·
Injectivity
of a class of integral operators with compactly supported kernels, (with Susanne Schennach and
Ji-Liang Shiu), Journal of
Econometrics, Volume 200, Issue 1, (September 2017), pages 48-58 ·
Identification of paired nonseparable measurement error models (with Yuya Sasaki), Econometric Theory, Volume 33, Issue
4, (August 2017), pp. 955-979. ·
A simple estimator for dynamic models with serially correlated unobservables (with Matthew Shum, Wei Tan, and Ruli Xiao),
Journal of Econometric Methods,
Volume 6, Issue 1 (January 2017) ·
Identification
in nonseparable models with measurement error and
endogeneity, (with J. Shiu and Tiemen Woutersen), 2016, Economics
Letters, Volume 144: 33-36. ·
Identification
and estimation of single index models with measurement error and endogeneity (with Ji-Liang Shiu and Tiemen Woutersen), Econometrics Journal, Volume 18, Issue
3 (October 2015), pages 347-362 ·
Closed-form estimation of
nonparametric models with non-classical measurement errors (with Yuya Sasaki), Journal of Econometrics, vol. 185,
issue 2 (April 2015), pages 392-408 ·
Identifying
dynamic games with serially-correlated unobservables (with Matthew Shum), Advances in
Econometrics, vol. 31 (2013), pages 97-113 ·
Identification and
estimation of nonlinear dynamic panel data models with unobserved covariates (with Ji-Liang Shiu). Journal of Econometrics, vol. 175,
issue 2 (August 2013), pages 116-131 ·
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. ·
Nonparametric
identification of dynamic models with unobserved state variables (with Matthew Shum), Journal of Econometrics, vol. 171, issue 1 (November 2012), pages
32-44. ·
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. ·
Well-posedness
of measurement error models for self-reported data (with Yonghong An), Journal of Econometrics, vol. 168
(2012), pages 259-269. ·
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. ·
Identification
and inference in 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. (Journal of Nonparametric Statistics 2010 Best Paper Award) ·
Rejoinder:
Identification and inference in nonlinear models using two samples with
nonclassical measurement errors (with Raymond Carroll and Xiaohong Chen), Journal of Nonparametric Statistics,
22 (2010), issue 4, pages 419-423. ·
On deconvolution as a
first stage nonparametric estimator (with Geert Ridder), Econometric
Reviews, vol. 29 (2010), issue 4, pages 1-32. ·
Bounding the effect of a
dichotomous regressor with arbitrary measurement errors (with P. Deng), Economics
Letters, vol. 105 (2009), issue 3, pages 256-260. ·
Nonparametric
identification and estimation of nonclassical errors-in-variables models
without additional information (with
Xiaohong Chen and Arthur Lewbel),
Statistica Sinica, 19
(2009), pages 949-968. ·
Nonparametric
identification of regression models containing a misclassified dichotomous
regressor without instruments (with
Xiaohong Chen and Arthur Lewbel),
Economics Letters, vol. 100 (2008),
issue 3, pages 381-384. ·
A
note on the closed-form identification of regression models with a
mismeasured binary regressor (with
Xiaohong Chen and Arthur Lewbel),
Statistics and Probability Letters,
vol. 78 (2008), issue 12, pages 1473-1479. ·
Instrumental variable
treatment of nonclassical measurement error models (with Susanne Schennach), Econometrica,
vol. 76, no. 1 (2008), pages 195�216. ·
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. Empirical Industrial Organization: ·
Estimating heterogeneous
contributing strategies in threshold public goods provision: A structural
analysis (with Yonghong
An and Pengfei Liu), Journal of Economic Behavior & Organization, Volume 152
(2018), pages 124-146 ·
Identification
and estimation of online price competition with an unknown number of firms (with Yonghong An and
Michael Baye, John Morgan and Matthew Shum), Journal of Applied Econometrics,
Volume 32, Issue 1, (January 2017), pages 80-102 ·
Nonparametric learning
rules from bandit experiments: the eyes have it! (with Yutaka Kayaba and Matthew Shum). Games and Economic Behavior, vol.
81, (September 2013), pages 215-231 ·
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. ·
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. ·
Bounding parameters in a
linear regression model with a mismeasured regressor using additional
information, Journal of Econometrics 133 (2006),
issue 1, pages 51-70. Labor Economics: ·
Rotation Group Bias and
the Persistence of Misclassification Errors in the Current Population Surveys
(with Shuaizhang
Feng and Jiandong Sun), Econometric Reviews, Volume 41, Issue 9 (2022), Pages 1077-1094 ·
Misclassification errors
in labor force statuses and the early identification of economic recessions (with Jiandong Sun and Shuaizhang Feng), Journal
of Asian Economics, Volume 75, 2021 ·
Semiparametric
estimation of the canonical permanent-transitory model of earnings dynamics, (with Robert Moffitt and Yuya
Sasaki), Quantitative Economics,
Volume 10, Issue 4 (November 2019); STATA Command by Yuya Sasaki ·
On the robustness of
alternative unemployment measures, (with Shuaizhang Feng and Jiandong Sun), Economics
Letters, Volume 166, May 2018, pages 1-5 ·
Long
run trends in unemployment and labor force participation in China (with Shuaizhang Feng and
Robert Moffitt), Journal of Comparative
Economics, vol 45(2), (2017) pages 304-324. n Media: Wall Street Journal (27 Oct 2016). ·
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. ·
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. (the 2013 Kuznets Prize for the best published article in the Journal
of Population Economics during the period 2010-2012) Macroeconomics: ·
Measuring Quarterly Economic Growth from Outer Space, (with Robert C. M. Beyer and Jiaxiong Yao), Policy
Research working paper, no. WPS 9893, Washington, D.C., World Bank Group ·
Illuminating economic
growth (with Jiaxiong Yao), Journal of Econometrics, Volume 228,
Issue 2 (June 2022), Pages 359-378. n Media: BBC, IMF blog, IMF F&D magazine, Le Monde, The Economist, Financial Times, Bloomberg News, Wall St J ·
China’s slowdown: More there
than meets the eye
(a blog article with Bob Barbera) ·
Steeling Ourselves for Less
Steel Use in China
(a blog article with Bob Barbera) Other Topics: ·
Estimating marginal and
incremental effects in the analysis of medical expenditure panel data using
marginalized two-part random-effects generalized
Gamma models: Evidence from China healthcare cost data (with Bo Zhang and Wei Liu) Statistical Methods in Medical Research, Volume 27,
Issue 10, (2018) p. 3039. ·
Is
area yield insurance competitive with farm yield insurance? (with Barry Barnett, Roy Black, and Jerry Skees) Journal of Agricultural and Resource Economics,
vol. 30 (2005), no. 2, pages 285-301. ·
Cooperatives
and capital markets: the case of Minnesota-Dakota sugar beet cooperatives, (with J. Roy Black and Barry J. Barnett) American Journal of Agricultural
Economics, vol. 81 (1999), no. 5, proceedings issue, pages 1240-1246. |
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I
thank Soon-hyun Kwon for his help on this webpage.