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Han Hong

Personal Details

First Name:Han
Middle Name:
Last Name:Hong
Suffix:
RePEc Short-ID:pho353
[This author has chosen not to make the email address public]
Terminal Degree:1998 Department of Economics; Stanford University (from RePEc Genealogy)

Affiliation

Department of Economics
Stanford University

Stanford, California (United States)
https://economics.stanford.edu/
RePEc:edi:destaus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Han Hong & Huiyu Li & Jessie Li, 2019. "BLP Estimation Using Laplace Transformation and Overlapping Simulation Draws," Working Paper Series 2019-24, Federal Reserve Bank of San Francisco.
  2. Han Hong & Bruce Preston, 2008. "Bayesian Averaging, Prediction and Nonnested Model Selection," NBER Working Papers 14284, National Bureau of Economic Research, Inc.
  3. 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.
  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, 2006. "Semiparametric Estimation of a Dynamic Game of Incomplete Information," NBER Technical Working Papers 0320, National Bureau of Economic Research, Inc.
  6. 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.
  7. 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.
  8. 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.
  9. Han Hong & Patrick Bajari, 2004. "Point Estimation of Discrete Games," 2004 Meeting Papers 51, Society for Economic Dynamics.
  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. 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.
  12. 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.
  13. Han Hong & Matthew Shum, 2001. "Econometric Models of Asymmetric Ascending Auctions," Economics Working Paper Archive 453, The Johns Hopkins University,Department of Economics.
  14. 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.
  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. 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-.
  17. 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. Han Hong, 2007. "A Statistical Inquiry into the Plausibility of Recursive Utility," Journal of Financial Econometrics, Oxford University Press, vol. 5(4), pages 523-559, Fall.
  2. 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.
  3. 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, September.
  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, September.
  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. 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(6), pages 923-943, December.
  9. Hong, Han & Shum, Matthew, 2003. "Econometric models of asymmetric ascending auctions," Journal of Econometrics, Elsevier, vol. 112(2), pages 327-358, February.
  10. 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.
  11. Chernozhukov, Victor & Hong, Han, 2003. "An MCMC approach to classical estimation," Journal of Econometrics, Elsevier, vol. 115(2), pages 293-346, August.
  12. Han Hong & Elie Tamer, 2003. "Inference in Censored Models with Endogenous Regressors," Econometrica, Econometric Society, vol. 71(3), pages 905-932, May.
  13. Hong, Han & Tamer, Elie, 2003. "Endogenous binary choice model with median restrictions," Economics Letters, Elsevier, vol. 80(2), pages 219-225, August.
  14. 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.

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, April.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

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 Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  5. Number of Citations
  6. Number of Citations, Discounted by Citation Age
  7. Number of Citations, Weighted by Simple Impact Factor
  8. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  9. Number of Citations, Weighted by Recursive Impact Factor
  10. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors
  12. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  17. h-index
  18. Number of Registered Citing Authors
  19. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  20. Number of Journal Pages, Weighted by Simple Impact Factor
  21. Number of Journal Pages, Weighted by Recursive Impact Factor
  22. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  23. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  24. Euclidian citation score
  25. Breadth of citations across fields
  26. Wu-Index
  27. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (12) 2001-08-30 2001-12-26 2002-01-22 2003-12-07 2004-11-22 2005-01-16 2006-02-26 2006-02-26 2008-03-08 2008-09-05 2009-02-07 2019-11-11. Author is listed
  2. NEP-GTH: Game Theory (4) 2005-01-16 2005-11-19 2006-02-26 2006-02-26
  3. NEP-DCM: Discrete Choice Models (3) 2004-11-22 2005-11-19 2006-02-26
  4. NEP-MIC: Microeconomics (3) 2001-08-30 2002-01-05 2003-12-07
  5. NEP-COM: Industrial Competition (1) 2005-01-05
  6. NEP-ETS: Econometric Time Series (1) 2001-12-26
  7. NEP-FMK: Financial Markets (1) 2006-08-26
  8. NEP-HEA: Health Economics (1) 2006-08-26
  9. NEP-IAS: Insurance Economics (1) 2006-08-26
  10. NEP-ICT: Information and Communication Technologies (1) 2006-02-26
  11. NEP-MAC: Macroeconomics (1) 2002-01-05
  12. NEP-ORE: Operations Research (1) 2019-11-11
  13. NEP-UPT: Utility Models and Prospect Theory (1) 2006-02-26

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