Han Hong

Independent

No Address Available

SCHOLARLY PAPERS

17

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CITATIONS
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125

Scholarly Papers (17)

1.

An MCMC Approach to Classical Estimation

MIT Department of Economics Working Paper No. 03-21
Number of pages: 55 Posted: 15 Jul 2003
Victor Chernozhukov and Han Hong
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads 1,919 (7,600)
Citation 78

Abstract:

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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

MIT Department of Economics Working Paper No. 02-05
Number of pages: 42 Posted: 22 Feb 2002
Victor Chernozhukov and Han Hong
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads 456 (61,277)
Citation 2

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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

MIT Dept. of Economics Working Paper No. 01-20
Number of pages: 30 Posted: 13 Jun 2001
Victor Chernozhukov and Han Hong
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads 335 (88,109)
Citation 26

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

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

NBER Working Paper No. w12445
Number of pages: 57 Posted: 23 Aug 2006 Last Revised: 05 Jul 2010
University of Michigan at Ann Arbor - Department of Economics, Independent and University of Cambridge - Judge Business School
Downloads 58 (363,005)
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 delete
Downloads 271 (110,847)
Citation 26

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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 University of Cambridge - Judge Business School
Downloads 208 (144,416)
Citation 13

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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

MIT Department of Economics Working Paper No. 03-11
Number of pages: 60 Posted: 12 Mar 2003
Victor Chernozhukov and Han Hong
Massachusetts Institute of Technology (MIT) - Department of Economics and Independent
Downloads 167 (176,217)
Citation 12

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

8.

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

Cowles Foundation Discussion Paper No. 1445; FEEM Working Paper No. 149.04
Number of pages: 67 Posted: 19 Mar 2004
Yale University - Department of Economics, Independent and Johns Hopkins University - Department of Economics
Downloads 134 (211,303)
Citation 1

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

9.

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 University of Cambridge - Judge Business School
Downloads 128 (219,092)

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

10.

Estimating Static Models of Strategic Interaction

NBER Working Paper No. w12013
Number of pages: 54 Posted: 27 Apr 2006 Last Revised: 26 Sep 2010
University of Michigan at Ann Arbor - Department of Economics, Independent, Federal Reserve Bank of San Francisco and Duke University
Downloads 94 (272,377)
Citation 52

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11.

Identification and Estimation of Discrete Games of Complete Information

NBER Working Paper No. t0301
Number of pages: 54 Posted: 11 Oct 2004
University of Michigan at Ann Arbor - Department of Economics, Independent and Independent
Downloads 88 (284,072)
Citation 40

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12.

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

NBER Working Paper No. w10105
Number of pages: 58 Posted: 19 Nov 2003 Last Revised: 13 Aug 2010
Yale University - Department of Economics, Independent and Johns Hopkins University - Department of Economics
Downloads 51 (379,790)
Citation 8

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13.

Semiparametric Estimation of a Dynamic Game of Incomplete Information

NBER Working Paper No. t0320
Number of pages: 33 Posted: 27 Apr 2006
Patrick Bajari and Han Hong
University of Michigan at Ann Arbor - Department of Economics and Independent
Downloads 41 (414,866)
Citation 2

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14.

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

NBER Working Paper No. w17643
Number of pages: 44 Posted: 12 Dec 2011 Last Revised: 14 Dec 2011
University of Michigan at Ann Arbor - Department of Economics, Independent, University of California, Berkeley - Haas School of Business and University of Pennsylvania - The Wharton School
Downloads 23 (497,493)

Abstract:

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15.

Bayesian Averaging, Prediction and Nonnested Model Selection

NBER Working Paper No. w14284
Number of pages: 31 Posted: 01 Sep 2008 Last Revised: 11 Nov 2013
Han Hong and Bruce J. Preston
Independent and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 21 (508,910)
Citation 1

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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, affiliation not provided to SSRN, Independent and University of Southern California
Downloads 1 (642,649)
Citation 11
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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

Abstract:

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recursive utility, asset pricing, statistical methods