SCHOLARLY PAPERS

17

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152

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Scholarly Papers (17)

1.

An MCMC Approach to Classical Estimation

Number of pages: 55 Posted: 15 Jul 2003
Victor Chernozhukov and Han Hong
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads 2,047 (9,668)
Citation 94

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Laplace, Bayes, Markov Chain Monte Carlo, GMM, Instrumental Regression, Censored Quantile Regression, Instrumental Quantile Regression, Empirical Likelihood, Value-at-Risk

2.

Likelihood Inference in a Class of Nonregular Econometric Models

Number of pages: 42 Posted: 22 Feb 2002
Victor Chernozhukov and Han Hong
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads 469 (78,465)
Citation 3

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Extreme Value Theory, Structural Econometric Model, Auctions, Job Search, Highway Procurement Auction, Likelihood, Point Process, Stochastic Equisemicontinuity

3.

Simple 3-Step Censored Quantile Regression and Extramarital Affairs

Number of pages: 30 Posted: 13 Jun 2001
Victor Chernozhukov and Han Hong
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads 341 (113,281)
Citation 14

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Quantile regression, median regression, censoring, duration, survival, classification, discriminant analysis

Moral Hazard, Adverse Selection and Health Expenditures: A Semiparametric Analysis

Number of pages: 57 Posted: 23 Aug 2006 Last Revised: 05 Jul 2010
University of Michigan at Ann Arbor - Department of Economics, Independent and Yale School of ManagementUniversity of Cambridge - Judge Business School
Downloads 64 (438,655)
Citation 4

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5.

Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects

Cowles Foundation Discussion Paper No. 1644, Yale Economics Department Working Paper No. 42
Number of pages: 51 Posted: 04 Mar 2008
Yale University - Cowles Foundation, Independent and Universitat Pompeu Fabra - Department of Economics and Business
Downloads 280 (139,740)
Citation 7

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Auxiliary data, Measurement error, Missing data, Treatment effect, Semiparametric efficiency bound, GMM, Sieve estimation

6.

Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry

Economic Research Initiatives at Duke (ERID) Working Paper Series No. 57
Number of pages: 55 Posted: 09 Sep 2010
Duke University - Fuqua School of Business, Economics Group, Independent and Yale School of ManagementUniversity of Cambridge - Judge Business School
Downloads 228 (171,352)
Citation 11

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Dynamic Spillovers, Generic Pharmaceuticals, Sequential Importance Sampling, Dynamic Discrete Games, Unobserved Endogenous State Variables, Serial Correlation

7.

Likelihood Estimation and Inference in a Class of Nonregular Econometric Models

Number of pages: 60 Posted: 12 Mar 2003
Victor Chernozhukov and Han Hong
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads 180 (212,764)
Citation 9

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Likelihood Principle, Point Process, Frequentist Validity, Posterior, Structural Econometric Model, Auctions, Equilibrium Search, Production Frontier

8.

Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State

Economic Research Initiatives at Duke (ERID) Working Paper No. 118
Number of pages: 38 Posted: 24 Jan 2012
Duke University - Fuqua School of Business, Economics Group, Independent and Yale School of ManagementUniversity of Cambridge - Judge Business School
Downloads 144 (256,414)

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Dynamic Games, Partially Observed State, Endogenous State, Serially Correlated State, Particle Filter

9.

Nonparametric Tests for Common Values in Fixed-Price Sealed-Bid Auctions

Number of pages: 67 Posted: 19 Mar 2004
Yale University - Department of Economics, Independent and Johns Hopkins University - Department of Economics
Downloads 138 (265,233)

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First-price auctions, Common values, Private values, Nonparametric testing, Winner's curse, Stochastic dominance, Endogenous participation, Timber auctions

10.

Estimating Static Models of Strategic Interaction

Number of pages: 54 Posted: 27 Apr 2006 Last Revised: 30 Oct 2021
University of Michigan at Ann Arbor - Department of Economics, Independent, Board of Governors of the Federal Reserve System and Duke University
Downloads 105 (323,233)
Citation 8

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11.

Identification and Estimation of Discrete Games of Complete Information

Number of pages: 54 Posted: 11 Oct 2004 Last Revised: 30 Oct 2021
University of Michigan at Ann Arbor - Department of Economics, Independent and Independent
Downloads 93 (349,629)
Citation 7

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12.

Nonparametric Tests for Common Values at First-Price Sealed-Bid Auctions

Number of pages: 58 Posted: 19 Nov 2003 Last Revised: 13 Aug 2021
Yale University - Department of Economics, Independent and Johns Hopkins University - Department of Economics
Downloads 77 (391,830)
Citation 1

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13.

Semiparametric Estimation of a Dynamic Game of Incomplete Information

Number of pages: 33 Posted: 27 Apr 2006 Last Revised: 18 Nov 2021
Patrick Bajari and Han Hong
University of Michigan at Ann Arbor - Department of Economics and Independent
Downloads 44 (511,617)

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14.

Regression Discontinuity Designs with an Endogenous Forcing Variable and an Application to Contracting in Health Care

Number of pages: 44 Posted: 12 Dec 2011 Last Revised: 17 Sep 2021
University of Michigan at Ann Arbor - Department of Economics, Independent, Ewha Womans University and National Bureau of Economic Research (NBER)
Downloads 26 (608,364)

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15.

Bayesian Averaging, Prediction and Nonnested Model Selection

Number of pages: 31 Posted: 01 Sep 2008 Last Revised: 14 Jul 2021
Han Hong and Bruce J. Preston
Independent and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 24 (621,928)
Citation 2

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16.

A Note on Semiparametric Estimation of Finite Mixtures of Discrete Choice Models with Application to Game Theoretic Models

International Economic Review, Vol. 52, Issue 3, pp. 807-824, 2011
Number of pages: 18 Posted: 30 Aug 2011
University of Michigan at Ann Arbor - Department of Economics, University of California, Los Angeles, Independent and University of Southern California
Downloads 1 (801,650)
Citation 1
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17.

A Statistical Inquiry into the Plausibility of Recursive Utility

Journal of Financial Econometrics, Vol. 5, Issue 4, pp. 523-559, 2007
Posted: 01 Jun 2009
A. Ronald Gallant and Han Hong
affiliation not provided to SSRN and Independent

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recursive utility, asset pricing, statistical methods