Advanced Search
MyIDEAS: Login

Han Hong

Contents:

This is information that was supplied by Han Hong in registering through RePEc. If you are Han Hong , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Han
Middle Name:
Last Name: Hong
Suffix:

RePEc Short-ID: pho353

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

Department of Economics
Stanford University
Location: Stanford, California (United States)
Homepage: http://www-econ.stanford.edu/
Email:
Phone: (650)-725-3266
Fax: (650)-725-5702
Postal: Ralph Landau Economics Building, Stanford, CA 94305-6072
Handle: RePEc:edi:destaus (more details at EDIRC)

Works

as in new window

Working papers

  1. Xiaohong Chen & Han Hong & Alessandro Tarozzi, 2008. "Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects," Cowles Foundation Discussion Papers 1644, Cowles Foundation for Research in Economics, Yale University.
  2. Han Hong & Bruce Preston, 2008. "Bayesian Averaging, Prediction and Nonnested Model Selection," NBER Working Papers 14284, National Bureau of Economic Research, Inc.
  3. Patrick Bajari & Han Hong, 2006. "Semiparametric Estimation of a Dynamic Game of Incomplete Information," NBER Technical Working Papers 0320, National Bureau of Economic Research, Inc.
  4. Patrick Bajari & Han Hong & Ahmed Khwaja, 2006. "Moral Hazard, Adverse Selection and Health Expenditures: A Semiparametric Analysis," NBER Working Papers 12445, National Bureau of Economic Research, Inc.
  5. Patrick Bajari & Han Hong & John Krainer & Denis Nekipelov, 2006. "Estimating Static Models of Strategic Interaction," NBER Working Papers 12013, National Bureau of Economic Research, Inc.
  6. Stephen Ryan & Patrick Bajari & Han Hong, 2005. "Identification and Estimation of Discrete Games of Complete Information," Computing in Economics and Finance 2005 53, Society for Computational Economics.
  7. E. Tamer & V. Chernozhukov & H. Hong, 2004. "Parameter Set Inference in a Class of Econometric Models," Econometric Society 2004 North American Winter Meetings 382, Econometric Society.
  8. Han Hong & Patrick Bajari, 2004. "Point Estimation of Discrete Games," 2004 Meeting Papers 51, Society for Economic Dynamics.
  9. Matt Shum & Phil Haile & Han Hong, 2003. "Nonparametric Tests for Common Values in First-Price Auctions," Economics Working Paper Archive 501, The Johns Hopkins University,Department of Economics.
  10. Philip A. Haile & Han Hong & Matthew Shum, 2003. "Nonparametric Tests for Common Values at First-Price Sealed-Bid Auctions," NBER Working Papers 10105, National Bureau of Economic Research, Inc.
  11. Han Hong & Matthew Shum, 2002. "Rates of Information Aggregation in Common Value Auctions," Economics Working Paper Archive 436, The Johns Hopkins University,Department of Economics.
  12. Hong, H. & Scaillet, O. & Tamer, E., 2001. "A fast Subsampling Method for Nonlinear Dynamic Models," Papers 2001.09, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  13. Han Hong & Matthew Shum, 2001. "Increasing Competition and the Winner's Curse: Evidence from Procurement," Economics Working Paper Archive 447, The Johns Hopkins University,Department of Economics.
  14. Han Hong & Matthew Shum, 2001. "Econometric Models of Asymmetric Ascending Auctions," Economics Working Paper Archive 453, The Johns Hopkins University,Department of Economics.
  15. Han Hong & Bruce Preston & Matthew Shum, 2001. "Empirical Likelihood-Based Selection Criteria for Moment Condition Models," Economics Working Paper Archive 459, The Johns Hopkins University,Department of Economics.
  16. Han Hong & Matthew Shum, 2000. "A Semiparametric Estimator for Dynamic Optimization Models," Economics Working Paper Archive 461, The Johns Hopkins University,Department of Economics, revised Nov 2001.

Articles

  1. Victor Chernozhukov & Han Hong & Elie Tamer, 2007. "Estimation and Confidence Regions for Parameter Sets in Econometric Models," Econometrica, Econometric Society, vol. 75(5), pages 1243-1284, 09.
  2. Han Hong, 2007. "A Statistical Inquiry into the Plausibility of Recursive Utility," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 5(4), pages 523-559, Fall.
  3. Chen, Xiaohong & Hong, Han & Shum, Matthew, 2007. "Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models," Journal of Econometrics, Elsevier, vol. 141(1), pages 109-140, November.
  4. Hong, H. & Scaillet, O., 2006. "A fast subsampling method for nonlinear dynamic models," Journal of Econometrics, Elsevier, vol. 133(2), pages 557-578, August.
  5. Hong, Han, 2005. "Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 158-160, April.
  6. Victor Chernozhukov & Han Hong, 2004. "Likelihood Estimation and Inference in a Class of Nonregular Econometric Models," Econometrica, Econometric Society, vol. 72(5), pages 1445-1480, 09.
  7. Hong, Han & Shum, Matthew, 2004. "Rates of information aggregation in common value auctions," Journal of Economic Theory, Elsevier, vol. 116(1), pages 1-40, May.
  8. Han Hong & Elie Tamer, 2003. "Inference in Censored Models with Endogenous Regressors," Econometrica, Econometric Society, vol. 71(3), pages 905-932, 05.
  9. Hong, Han & Preston, Bruce & Shum, Matthew, 2003. "Generalized Empirical Likelihood Based Model Selection Criteria For Moment Condition Models," Econometric Theory, Cambridge University Press, vol. 19(06), pages 923-943, December.
  10. Hong, Han & Tamer, Elie, 2003. "Endogenous binary choice model with median restrictions," Economics Letters, Elsevier, vol. 80(2), pages 219-225, August.
  11. Hong, Han & Shum, Matthew, 2003. "Econometric models of asymmetric ascending auctions," Journal of Econometrics, Elsevier, vol. 112(2), pages 327-358, February.
  12. Hong, Han & Tamer, Elie, 2003. "A simple estimator for nonlinear error in variable models," Journal of Econometrics, Elsevier, vol. 117(1), pages 1-19, November.
  13. Chernozhukov, Victor & Hong, Han, 2003. "An MCMC approach to classical estimation," Journal of Econometrics, Elsevier, vol. 115(2), pages 293-346, August.
  14. Hong, Han & Shum, Matthew, 2002. "Increasing Competition and the Winner's Curse: Evidence from Procurement," Review of Economic Studies, Wiley Blackwell, vol. 69(4), pages 871-98, October.
  15. Hong H. & Chernozhukov V., 2002. "Three-Step Censored Quantile Regression and Extramarital Affairs," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 872-882, September.
    RePEc:rje:randje:v:37:y:2006:2:p:257-275 is not listed on IDEAS

Books

  1. Harry J. Paarsch & Han Hong, 2006. "An Introduction to the Structural Econometrics of Auction Data," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262162350, January.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-COM: Industrial Competition (1) 2005-01-05
  2. NEP-DCM: Discrete Choice Models (3) 2004-11-22 2005-11-19 2006-02-26. Author is listed
  3. NEP-ECM: Econometrics (8) 2003-12-07 2004-11-22 2005-01-16 2006-02-26 2006-02-26 2008-03-08 2008-09-05 2009-02-07. Author is listed
  4. NEP-FMK: Financial Markets (1) 2006-08-26
  5. NEP-GTH: Game Theory (4) 2005-01-16 2005-11-19 2006-02-26 2006-02-26. Author is listed
  6. NEP-HEA: Health Economics (1) 2006-08-26
  7. NEP-IAS: Insurance Economics (1) 2006-08-26
  8. NEP-ICT: Information & Communication Technologies (1) 2006-02-26
  9. NEP-MIC: Microeconomics (1) 2003-12-07
  10. NEP-UPT: Utility Models & Prospect Theory (1) 2006-02-26

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Citations, Discounted by Citation Age
  5. Number of Citations, Weighted by Simple Impact Factor
  6. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Recursive Impact Factor
  8. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  13. h-index
  14. Number of Journal Pages, Weighted by Simple Impact Factor
  15. Number of Journal Pages, Weighted by Recursive Impact Factor
  16. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  17. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  18. Breadth of citations across fields
  19. Wu-Index

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Han Hong should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.