Yingyao Hu

Selected Publications

Nonparametric identification of auction models with non-separable unobserved heterogeneity

We propose a novel methodology for nonparametric identification of first-price auction models with independent private values, […]

Yingyao Hu, David McAdams, Matthew Shum
9 July 2009 | CWP15/09
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information

This paper considers identification and estimation of a nonparametric regression model with an unobserved discrete covariate. […]

Xiaohong Chen, Yingyao Hu, Arthur Lewbel
1 July 2009 | Journal Article

Previous version

Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments

This note considers nonparametric identification of a general nonlinear regression model with a dichotomous regressor subject […]

Xiaohong Chen, Yingyao Hu, Arthur Lewbel
1 September 2008 | Journal Article

Previous version

Nonparametric identification of dynamic models with unobserved state variables

We consider the identification of a Markov process {Wt, Xt*} for t=1,2,…,T when only {Wt} for […]

Yingyao Hu, Matthew Shum
28 May 2008 | CWP13/08

Latest version

Nonparametric identification of dynamic models with unobserved state variables
Yingyao Hu, Matthew Shum
30 November 2012 | Journal Article
Identifying the returns to lying when the truth is unobserved

Consider an observed binary regressor D and an unobserved binary variable D*, both of which affect […]

Yingyao Hu, Arthur Lewbel
11 February 2008 | CWP06/08
Nonparametric identification and estimation of nonclassical errors-in-variables models without additional information

This paper considers identification and estimation of a nonparametric regression model with an unobserved discrete covariate. […]

Xiaohong Chen, Yingyao Hu, Arthur Lewbel
13 August 2007 | CWP18/07

Latest version

Nonparametric identification of regression models containing a misclassified dichotomous regressor without instruments

This note considers nonparametric identification of a general nonlinear regression model with a dichotomous regressor subject […]

Xiaohong Chen, Yingyao Hu, Arthur Lewbel
1 August 2007 | CWP17/07

Latest version

Nonparametric identification of the classical errors-in-variables model without side information

This note establishes that the fully nonparametric classical errors-in-variables model is identifiable from data on the […]

Yingyao Hu, Arthur Lewbel, Susanne M. Schennach
26 July 2007 | CWP14/07
Identification and estimation of nonclassical nonlinear errors-in-variables models with continuous distributions using instruments

While the literature on nonclassical measurement error traditionally relies on the availability of an auxiliary dataset […]

Yingyao Hu, Susanne M. Schennach
11 September 2006 | CWP17/06