ALL MY PAPERS

 

 

 

 Working Papers | Econometrics & ML | Empirical IO | Labor | Macro | Other Topics

 

 

 

 

  

 

 

 

 

 

Working Papers:

 

·      Estimation of dynamic models with unobserved state variables by reinforcement learning (with Fangzhu Yang), Slides

 

·      Identification of unobservables in observations

 

·      Optimal linear rank indexes for latent variables,  Online Appendix (with Ji-Liang Shiu, Yi Xi, and Jiaxiong Yao)

 

·      Partial identification of nonlinear models with misclassification error: A perturbation approach (with Ji-Liang Shiu)

 

·      Uncovering hidden harmony: Latent binary quantile regression and an application (with Zhongjian Lin and Ning Yu)

 

 

 

 

Econometrics and Machine Learning:

 

·      Nonparametric factor analysis and beyond (with Yujia Zheng, Yang Liu,  Jiaxiong Yao, and Kun Zhang), Proceedings of the 28th International Conference on Artificial Intelligence and Statistics (AISTATS) 2025, PMLR: Volume 258.

 

·      Simple closed-form estimation of a binary latent variable model (with Jingrong Li, Ji-Liang Shiu, and Matthew Shum), The Econometrics Journal, forthcoming

 

·      Misclassification and the hidden silent rivalry (with Zhongjian Lin), Journal of Econometrics, forthcoming

 

·      Identification and estimation of dynamic structural models with unobserved choices (with Yi Xin), Journal of Econometrics, Volume 242, Issue 2 (June 2024)

 

 

·      robustpf: A command for robust estimation of production functions, (with Guofang Huang and Yuya Sasaki), The Stata Journal, Volume 23, Number 1 (2023), Pages 1-11

 

·      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. Online Appendix

 

·      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:

 

·      A generalized model of misclassification errors and labor force dynamics, Online Appendix (with Shuaizhang Feng and Jiandong Sun) Journal of Labor Economics, 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

 

·      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.

n  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

n  The Denis J. Aigner Award for best empirical paper published in the Journal of Econometrics in 2022-23

n  Data links

 

·      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:

 

·      Default risk and stock returns: From a perspective of measurement errors, (with Xiaolou Yang), International Review of Economics and Finance, Volume 92, April 2024, Pages 1545-1561

 

·      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.

 

 

 

 

 

-       I thank Soon-hyun Kwon for his help on this webpage.