Narrow search
Showing 1 - 10 of 18
Cover Image
An MCMC approach to classical estimation
Chernozhukov, Victor; Hong, Han - In: Journal of econometrics 115 (2003) 2, pp. 293-346
Persistent link: https://www.econbiz.de/10001768317
Cover Image
A fast subsampling method for nonlinear dynamic models
Hong, H.; Scaillet, O. - In: Journal of econometrics 133 (2006) 2, pp. 557-578
Persistent link: https://www.econbiz.de/10007287909
Cover Image
A simple estimator for nonlinear error in variable models
Hong, Han; Tamer, Elie T. - In: Journal of econometrics 117 (2003) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10001787591
Cover Image
Econometric models of asymmetric ascending auctions
Hong, Han; Shum, Matthew - In: Journal of econometrics 112 (2003) 2, pp. 327-358
Persistent link: https://www.econbiz.de/10001731322
Cover Image
A fast resample method for parametric and semiparametric models
Armstrong, Timothy B.; Bertanha, Marinho; Hong, Han - In: Journal of econometrics 179 (2014) 2, pp. 128-133
Persistent link: https://www.econbiz.de/10010372656
Cover Image
A fast subsampling method for nonlinear dynamic models
Hong, Han; Scaillet, Olivier - In: Journal of econometrics 133 (2006) 2, pp. 557-578
Persistent link: https://www.econbiz.de/10003359579
Cover Image
Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
Chen, Xiaohong; Hong, Han; Shum, Matthew - In: Journal of econometrics 141 (2007) 1, pp. 109-140
Persistent link: https://www.econbiz.de/10003571268
Cover Image
Extremum estimation and numerical derivatives
Hong, Han; Mahajan, Aprajit; Nekipelov, Denis N. - In: Journal of econometrics 188 (2015) 1, pp. 250-263
Persistent link: https://www.econbiz.de/10011500338
Cover Image
Estimation of dynamic discrete models from time aggregated data
Hong, Han; Li, Weiming; Wang, Boyu - In: Journal of econometrics 188 (2015) 2, pp. 435-446
Persistent link: https://www.econbiz.de/10011503225
Cover Image
A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states
Gallant, A. Ronald; Hong, Han; Khwaja, Ahmed - In: Journal of econometrics 203 (2018) 1, pp. 19-32
Persistent link: https://www.econbiz.de/10011974601