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Instrumental variable treatment of nonclassical measurement error models

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Y Hu… - Econometrica, 2008 - Wiley Online Library
While the literature on nonclassical measurement error traditionally relies on the availability
of an auxiliary data set containing correctly measured observations, we establish that the
availability of instruments enables the identification of a large class of nonclassical ...
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Identification and estimation of nonlinear models with misclassification error using instrumental variables: A general solution

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Y Hu - Journal of Econometrics, 2008 - Elsevier
This paper provides a general solution to the problem of identification and estimation of
nonlinear models with misclassification error in a general discrete explanatory variable
using instrumental variables. The misclassification error is allowed to be correlated with all ...
Cited by 48 - Related articles - All 10 versions

Is area yield insurance competitive with farm yield insurance?

[DOC] from agroinsurance.com
BJ Barnett, JR Black, Y Hu… - Journal of Agricultural and …, 2005 - JSTOR
This article compares risk reduction from MPCI and GRP crop insurance contracts. The
analysis extends and improves on the existing area-yield insurance literature in four
important respects. First, the geographical scope greatly exceeds that of previous work. ...
Cited by 42 - Related articles - Get it from MIT Libraries - BL Direct - All 10 versions

[PDF] Nonparametric identification of dynamic models with unobserved state variables

[PDF] from jhu.edu
Y Hu… - Jonhs Hopkins University, Dept. of Economics …, 2008 - econ2.jhu.edu
Abstract We consider the identification of a Markov process {Wt, X∗ t} when only {Wt} is
observed. In structural dynamic models, Wt includes the choice variables and observed state
variables of an optimizing agent, while X∗ t denotes time-varying serially correlated ...
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Cooperatives and capital markets: the case of Minnesota-Dakota sugar cooperatives

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JR Black, BJ Barnett… - American Journal of …, 1999 - ajae.oxfordjournals.org
This case study describes the potential use of new risk-sharing instruments (Skees, Skees
and Barnett) by three closed sugar-beet-processing cooperatives in Minnesota and North
Dakota. These instruments are discussed in the context of members' crop yield risk. Zeuli, ...
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[PDF] Estimation of nonlinear models with measurement error using marginal information

[PDF] from dufe.edu.cn
Y Hu… - 2003 - time.dufe.edu.cn
Abstract This paper considers the problem of consistent estimation of nonlinear models with
mismeasured explanatory variables, when marginal information on the true values of these
variables is available. The marginal distribution of the true variables is used to identify the ...
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[PDF] Nonparametric identification of auction models with non-separable unobserved heterogeneity

[PDF] from jhu.edu
Y Hu, D McAdams… - Economics Working Paper Archive, 2009 - krieger2.jhu.edu
Abstract We propose a novel methodology for nonparametric identification of first-price
auction models with independent private values, which accommodates auction-specific
unobserved heterogeneity and bidder asymmetries, based on recent results from the ...
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Estimating first-price auctions with an unknown number of bidders: A misclassification approach

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Y An, Y Hu… - Journal of Econometrics, 2010 - Elsevier
In this paper, we consider nonparametric identification and estimation of first-price auction
models when N∗, the number of potential bidders, is unknown to the researcher, but
observed by bidders. Exploiting results from the recent econometric literature on models ...
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Estimation of nonlinear models with mismeasured regressors using marginal information

[PDF] from jhu.edu
Y Hu… - Journal of Applied Econometrics, 2009 - Wiley Online Library
We consider the estimation of nonlinear models with mismeasured explanatory variables,
when information on the marginal distribution of the true values of these variables is
available. We derive a semi-parametric MLE that is shown to be equation image ...
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Bounding parameters in a linear regression model with a mismeasured regressor using additional information

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Y Hu - Journal of Econometrics, 2006 - Elsevier
This paper discusses a linear regression model with a mismeasured regressor in which the
measurement error is correlated with both the latent variable and the regression error. We
use a linear structure to capture the correlation between the measurement error and the ...
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[PDF] Identification and estimation of nonlinear dynamic panel data models with unobserved covariates

[PDF] from jhu.edu
JL Shiu… - Economics Working Paper Archive, 2010 - econ2.jhu.edu
Abstract This paper considers nonparametric identification of nonlinear dynamic models for
panel data with unobserved covariates. Including such unobserved covariates may control
for both the individual-specific unobserved heterogeneity and the endogeneity of the ...
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Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments

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X Chen, Y Hu… - Economics Letters, 2008 - Elsevier
We observe a dependent variable and some regressors, including a mismeasured binary
regressor. We provide identification of the nonparametric regression model containing this
misclassified dichotomous regressor. We obtain identification without parameterizations or ...
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On deconvolution as a first stage nonparametric estimator

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Y Hu… - Econometric Reviews, 2010 - Taylor & Francis
We reconsider Taupin's (2001) Integrated Nonlinear Regression (INLR) estimator for a
nonlinear regression with a mismeasured covariate. We find that if we restrict the distribution
of the measurement error to a class of distributions with restricted support, then much ...
Cited by 5 - Related articles - All 17 versions

The fertility effect of catastrophe: US hurricane births

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RW Evans, Y Hu… - Journal of Population Economics, 2010 - Springer
Abstract Anecdotal evidence has suggested increased fertility rates resulting from
catastrophic events in an area. In this paper, we measure this fertility effect using storm
advisory data and fertility data for the Atlantic and Gulf-coast counties of the USA. We find ...
Cited by 4 - Related articles - All 30 versions

[PDF] Well-posedness of measurement error models for self-reported data

[PDF] from jhu.edu
Y An… - CeMMAP working papers, 2009 - krieger2.jhu.edu
Abstract It is widely admitted that the inverse problem of estimating the distribution of a latent
variable X∗ from an observed sample of X, a contaminated measurement of X∗, is a
Fredholm integral equation of the first kind and illposed. This paper shows that such ...
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[PDF] Identifying Dynamic Games with Serially-Correlated Unobservables

[PDF] from psu.edu
Y Hu… - Economics Working Paper Archive, 2008 - Citeseer
Abstract In this paper we consider the nonparametric identification of Markov dynamic
games models in which each firm has its own unobserved state variable, which is persistent
over time. This class of models includes most models in the Ericson and Pakes (1995) and ...
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[PDF] Nonparametric identification of the classical errors-in-variables model without side information

[PDF] from webmeets.com
SM Schennach, Y Hu… - Boston College Working Papers …, 2007 - webmeets.com
Abstract This note establishes that the fully nonparametric classical errors-in-variables
model is identifiable from data on the regressor and the dependent variable alone, unless
the specification is a member of a very specific parametric family. This family includes the ...
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[PDF] Identifying the returns to lying when the truth is unobserved

[PDF] from jhu.edu
Y Hu… - CeMMAP working papers, 2008 - econ2.jhu.edu
Abstract Consider an observed binary regressor D and an unobserved binary variable D!,
both of which affect some other variable Y. This paper considers nonparametric identification
and estimation of the effect of D on Y, conditioning on D!* 0. For example, suppose Y is a ...
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[PDF] Nonparametric Identification of First-Price Auctions with Non-Separable Unobserved Heterogeneity

[PDF] from psu.edu
Y Hu, D McAdams… - 2010 - Citeseer
Abstract We propose a novel methodology for nonparametric identification of first-price
auction models with independent private values, which allows for one-dimensional
auctionspecific unobserved heterogeneity, based on recent results from the econometric ...
Cited by 2 - Related articles - View as HTML - All 3 versions

[PDF] Nonparametric learning rules from bandit experiments: the eyes have it!

[PDF] from caltech.edu
Y Hu, Y Kayaba… - CeMMAP working papers, 2010 - hss.caltech.edu
Abstract How do people learn? We assess, in a distribution-free manner, subjects' learning
and choice rules in dynamic two-armed bandit learning experiment. To aid in identification
and estimation, we use auxiliary measures of subjects' beliefs, in the form of their eye- ...
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[BOOK] Misclassification errors and the underestimation of US unemployment rates

[PDF] from 134.245.92.14
S Feng… - 2010 - papers.ssrn.com
Abstract: Using recent results in the measurement error literature, we show that the official
US unemployment rates substantially underestimate the true levels of unemployment, due to
misclassification errors in labor force status in Current Population Surveys. Our closed- ...
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[PDF] A Simple Estimator for Dynamic Models with Serially Correlated Unobservables

[PDF] from caltech.edu
Y Hu, M Shum… - Economics Working Paper Archive, 2010 - hss.caltech.edu
Abstract We present a method for estimating Markov dynamic models with unobserved state
variables which can be serially correlated over time. We focus on the case where all the
model variables have discrete support. Our estimator is simple to compute because it is ...
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[PDF] Nonparametric Identification of Dynamic Models with Unobserved State Variables: Supplemental Material

[PDF] from jhu.edu
Y Hu… - 2009 - econ2.jhu.edu
Abstract We provide some additional material pertaining to our paper Hu and Shum (2008).
In section 1, we verify our assumptions for a dynamic discrete# choice model inspired by
Rustgs (1987) bus engine replacement model. Section 2 contains a comparison of our ...
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Bounding the effect of a dichotomous regressor with arbitrary measurement errors

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P Deng… - Economics Letters, 2009 - Elsevier
This note considers a nonlinear regression model containing a 0–1 dichotomous regressor
when it is subject to arbitrary measurement errors in the sample. The key identification
assumption requires that the third conditional moment of the regression error is zero. This ...
Cited by 1 - Related articles - All 10 versions

[PDF] Identification of First-Price Auctions with Non-separable Unobserved Heterogeneity

[PDF] from jhu.edu
Y Hu, J Hopkins, D McAdams… - 2011 - econ2.jhu.edu
Abstract We propose a novel methodology for identification of first-price auctions, when
bidders' private valuations are independent conditional on one-dimensional unobserved
heterogeneity. We extend the existing literature (Li and Vuong (1998), Krasnokutskaya ( ...
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[CITATION] Misclassification Error and Instrumental Variables

Y Hu - 2004 - memo
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[PDF] Horizontal Mergers of Online Firms: Structural Estimation and Competitive Effects

[PDF] from jhu.edu
Y An, J Hopkins, MR Baye, Y Hu, J Morgan… - Working Papers, 2010 - econ.jhu.edu
Abstract This paper (1) presents a general model of online price competition,(2) shows how
to structurally estimate the underlying parameters of the model when the number of
competing firms is unknown or in dispute,(3) estimates these parameters based on UK ...
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[PDF] Identifying Dynamic Games with Unobserved State Variables

[PDF] from usc.edu
Y Hu… - www-rcf.usc.edu
Abstract In this paper we consider the nonparametric identification of Markov dynamic
games models in which each firm has its own unobserved state variable, which is persistent
over time. This class of models includes most models in the Ericson and Pakes (1995) and ...
Related articles - View as HTML - All 2 versions

[PDF] Identification of Semiparametric Measurement Error Models

[PDF] from nthu.edu.tw
Y Hu… - 2011 - econ.nthu.edu.tw
Abstract We consider the identification of semiparametric models in nonclassical errors-in-
variables models with an unobserved regressor. The identification strategy does not require
additional data information, such as validation data or double measurements, are ...
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[PDF] Labor Supply Response of Female Household Heads to Work Incentive Programs: Evidence from Three Randomized Experiments

[PDF] from iza.org
Y Hu… - 2008 - iza.org
Abstract In order to estimate the incentive effects of welfare program to labor supply, many
randomized experiments were carried out throughout US in 1990s. The object of these
experiments is to estimate overall labor supply effect, and usually does not intend to ...
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Nonparametric Identification of First-Price Auctions with Non-Separable Unobserved Heterogeneity

D McAdams, Y Hu… - Working Papers, 2010 - ideas.repec.org
We propose a novel methodology for nonparametric identification of first-price auction
models with independent private values, which allows for one-dimensional auctionspecific
unobserved heterogeneity, based on recent results from the econometric literature on ...
Related articles - Cached - Get it from MIT Libraries - All 4 versions

Estimating production functions with robustness against errors in the proxy variables

[PDF] from jhu.edu
G Huang… - Economics Working Paper Archive, 2011 - papers.ssrn.com
Abstract: We present a new method for estimating production functions. Our method extend
the literature on structural estimation of production functions started by Olley and Pakes
(1996) by providing robustness in the cases where the observed proxy variables, such ...
Cited by 1 - Related articles - All 8 versions

[PDF] Has the Family Planning Policy Improved the Quality of the Chinese New Generation?

[PDF] from cepr.org
Y Hu… - 2006 - cepr.org
Abstract One of the most influential social policies which are still being implemented in
China is family planning policy, also known as one-child policy. The policy was enacted in
the late 1979, and was written into the 1982 Chinese Constitution. The Official objectives ...
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[PDF] Nonparametric identification using instrumental variables: sufficient conditions for completeness

[PDF] from jhu.edu
Y Hu… - Economics Working Paper Archive, 2011 - econ2.jhu.edu
Abstract This paper provides sufficient conditions for the nonparametric identification of the
regression function m (·) in a regression model with an endogenous regressor x and an
instrumental variable z. It has been shown that the identification of the regression function ...
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[PDF] MODELING HETEROGENEITY IN TRANSPORTATION INFRASTRUCTURE DETERIORATION: APPLICATION TO PAVEMENT

[PDF] from utexas.edu
RB Gilbert, Y Hu… - lib.utexas.edu
Many thanks to other committee members of my dissertation. My horizon in the area of
transportation system is enlarged by many valuable suggestions from Professor C. Michael
Walton. This dissertation is enhanced through thought-provoking discussions with ...
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Estimation of Nonlinear Models with Measurement Error Using Marginal Information

G Ridder… - … Society 2004 North American Summer Meetings, 2004 - ideas.repec.org
We consider the problem of consistent estimation of nonlinear models with mismeasured
explanatory variables, when marginal information on the true values of these variables is
available. The marginal distribution of the true variables is used to identify the distribution ...
Cached - All 4 versions

[PDF] Essays in financial propagation and corporate inventory investment behavior

[PDF] from utexas.edu
SG Donald… - 2006 - library.utexas.edu
It is a well-known fact that inventory volatility accounts for a significant portion of business
cycle fluctuations. Blinder and Maccini (1991) document that in the average US postwar
recession declines in inventory investment accounted for about 87% of the total drop in ...
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[PDF] Academic Experience

[PDF] from jhu.edu
Full text - MIT Libraries
Y HU - Econometric Reviews, 2010 - econ2.jhu.edu
EDUCATION Fall 1998 – Spring 2003: Johns Hopkins University. Ph.D. in Economics, 2003,
advisors: Geert Ridder (primary) and Robert Moffitt. MSE in Mathematical Sciences, 2001,
Dept. of Applied Mathematics & Statistics. MA in Economics, 2001. Fall 1997 – Spring ...
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[PDF] The Fertility Effect of Catastrophe: Myth or Measurable

[PDF] from tamu.edu
RW Evans… - 2006 - econweb.tamu.edu
Abstract For years, anecdotal evidence has suggested increased fertility rates resulting from
catastrophic events in an area. We attempt to measure this fertility effect using hurricane
data and fertility data for the Atlantic and Gulf-coast counties of the United States. We find ...
Related articles - View as HTML - All 2 versions

[PDF] Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved!

[PDF] from jhu.edu
Y Hu… - Boston College Working Papers in Economics, 2007 - econ2.jhu.edu
Abstract Consider an observed binary regressor D and an unobserved binary variable D*,
both of which affect some other variable Y. This paper considers nonparametric identification
and estimation of the effect of D on Y, conditioning on D*!. For example, suppose Y is a ...
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