SCHOLARLY PAPERS

17

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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 2,029 (9,303)
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 468 (75,506)
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 (108,836)
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

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 63 (426,477)
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 279 (134,889)
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 University of Cambridge - Judge Business School
Downloads 225 (166,894)
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 176 (208,757)
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 University of Cambridge - Judge Business School
Downloads 143 (248,390)

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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 (255,491)

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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

NBER Working Paper No. w12013
Number of pages: 54 Posted: 27 Apr 2006 Last Revised: 30 Apr 2021
University of Michigan at Ann Arbor - Department of Economics, Independent, Board of Governors of the Federal Reserve System and Duke University
Downloads 104 (313,451)
Citation 8

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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 Last Revised: 30 Apr 2021
University of Michigan at Ann Arbor - Department of Economics, Independent and Independent
Downloads 93 (337,061)
Citation 7

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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: 11 Feb 2021
Yale University - Department of Economics, Independent and Johns Hopkins University - Department of Economics
Downloads 72 (392,161)
Citation 1

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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 Last Revised: 19 May 2021
Patrick Bajari and Han Hong
University of Michigan at Ann Arbor - Department of Economics and Independent
Downloads 44 (493,647)

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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: 18 Mar 2021
University of Michigan at Ann Arbor - Department of Economics, Independent, Ewha Womans University and National Bureau of Economic Research (NBER)
Downloads 26 (587,483)

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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: 14 Jul 2021
Han Hong and Bruce J. Preston
Independent and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 24 (600,430)
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, affiliation not provided to SSRN, Independent and University of Southern California
Downloads 1 (776,966)
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