May 2019

Curriculum Vitae
Han Hong

1.1

Address



Landau Economics Building 		 Fax: (650) 725-5702

579 Serra Mall Web: www.stanford.edu/$\sim$doubleh
Stanford, CA 94305-6072


Academic positions


Stanford University, Department of Economics, Professor, January 2007-
Duke University, Department of Economics, Professor, July 2005-December 2006
Duke University, Department of Economics, Associate Professor, 2003-June 2005
Princeton University, Department of Economics, Assistant Professor, 1998-2003


Adjunct and visiting positions


Hong Kong University of Science and Technology, Visiting Professor, winter quarter, 2009
Hong Kong University of Science and Technology, Adjunct Professor, 2009-
Renmin University, summer visiting professor, 2007 to 2013
University of Chicago, visiting associate professor, spring 2005
Universite Catholique de Louvain, Belgium, visiting assistant professor, 2000
Zhongshan University Lingan (University) College, visiting professor and cochair of academic research committee, 2017-


Other Employments


Summer Intern, International Monetary Fund, summer 1995
Summer Intern, Silicon Graphics Inc, summer 1996: System benchmark engineer
Senior Statistics Consultant, Acumen LLC, 2012-
Senior Consulting Economist, Amazon LLC, July 2017-June 2018
Senior Principal Economist, Amazon LLC, July 2018-


Education


Stanford University, Ph.D. in Economics, 1993-98;
Dissertation title: Econometric Models of Asymmetric Ascending Auctions
Dissertation Committee:
Professor Takeshi Amemiya
Professor Thomas MaCurdy
Professor Paul Milgrom
Stanford University, M.S. Statistics, 1995-1997
Stanford University, M.S. Computer Science, 1996-1998
Zhongshan University (Guangzhou), B.A. Economics, 1989-1993


Editorial Duties and Society Fellows


Fellow, Econometric Society, 2009-
Fellow, Journal of Econometrics, 2019-
Co-Editor, Journal of Econometrics, 2011-
Associate Editor, Journal of Econometrics, 2004-2011
Associate Editor, Journal of Business and Economic Statistics, 2004-2010
Editorial board member, Annals of Economics and Finance, 2001-
Associate Editor, The Econometrics Journal, 2007-2010
Associate Editor, Quantitative Economics, 2010-2015


Referee/Reviewer


American Economic Review,
Journal of Political Economy,
Econometrica,
International Economic Review,
Economics Letters,
Journal of Econometrics,
Review of Economic Studies,
Journal of the American Statistical Association,
Review of Economics and Statistics,
Journal of Economic Theory,
Journal of Political Economy,
Journal of Business and Economic Statistics,
Computational Statistics,
Econometric Theory,
Rand Journal of Economics,
The Econometrics Journal,
Oxford Bulletin of Economics and Statistics,
Annals of the Institute of Statistical Mathematics,
Computational Statistics and Data Analyis,
Financial Management,
Quantitative Marketing and Economics,
European Economic Review,
National Science Foundation Reviewer, 2000-2018
National Science Foundation Panelist, fall, spring 2012, fall, spring 2013
Social Sciences and Humanities Research Council of Canada,
Econometric Reviews,
Bernoulli,
Journal of Multivariate Analysis,
Quantitative Economics,
American Economic Journal: Microeconomics

Program Committee Member/Organizer


California Econometrics Conference, Stanford, 2009
SITE Workshop, Stanford, 07/2010;
Econometric Society Winter Meeting, Denver, 01/2011;
California Econometrics Conference, Stanford, 09/2011;
Conference in honor of Takeshi Amemiya, SHUFE, Shanghai, 07/2011;
Econometric Society World Congress, Shanghai, 07/2011;
Asian Econometric Society Meetings, Singapore, 08/2013;
NSF/CEME Econometrics Conference, Stanford, 09/2013;
Econometric Society Meeting in Delhi, 12/2012;
Asian Meeting of Econometric Society in Taipei, 06/2014;
2016 Winter Meetings of the Econometric Society, San Francisco, 01/2016
2016 Chinese Economist Society Meeting, Sacramento, 05/2016
2016 Chinese Economist Society Meeting, Shenzhen, 06/2016
Conference in honor of Daniel McFadden, USC, Los Angeles, 07/2017;
California Econometrics Conference, Stanford, 2017,
(https://www.gsb.stanford.edu/faculty-research/faculty/conferences/california-econometrics)
NBER-NSF Seminar on Bayesian Inference in Econometrics and Statistics (SBIES), Stanford, May 2018, (http://apps.olin.wustl.edu/conf/sbies/2018/home/index.html)
Econometric Conference on Big Data and AI in Honor of Ronald Gallant, Tsinghua, December 2018
Econometric Society Meeting in University of Washington, Seattle, 06/2019;


Fellowships, Grants, and Awards


1. Olin Dissertation Fellowship, Center of Economic Policy Research, Stanford University, 1997
2. Honorable Mention for Arnold Zellner Thesis Award Competition, Journal of Business and Economic Statistics, 2000
3. Research Fellowship in Economics, Institute for Economic and Social Research, Universite Catholique de Louvain, Belgium, 2000-2001
4. National Science Foundation Grant No. SES-0079495, 2000-2003. Collaborating Research with Matthew Shum.
5. National Science Foundation Grant No. SES-0335113, 2003-2005. Collaborating Research with Victor Chernozhukov,
6. National Science Foundation Grant, 2005-2006, SES-0452143.
7. National Science Foundation Grant, 2007-2009, SES-0721015, Collaborating Research with Patrick Bajari.
8. National Science Foundation Grant, 2010-2012, SES-1024504, Collaborating Research with Denis Nekipelov.
9. National Science Foundation Grant, 2013-2014, SES-1325805.
10. National Science Foundation Grant, 2015-2016, SES-1459975.
11. National Science Foundation Grant, 2017-2018, SES-1658950.
12. Alfred P. Sloan Foundation Research Fellow, 2003-2005.
13. Zellner Award for the best paper in the Journal of Econometrics, 2004, with Victor Chernozhukov
14. Honorable Mention for 2015 Arrow Award by IHEA for “Moral hazard, adverse selection, and health expenditures: a semiparametric analysis” RAND Journal of Economics 45(4) 747-763, 2014, with Patrick Bajari, Christina Dalton and Ahmed Khwaja.
15. 2018 Willard G. Manning Memorial Award for the Best Research in Health Econometrics for ``Estimating price sensitivity of economic agents using discontinuity in nonlinear contracts'', with Patrick Bajari, Minjung Park and Robert Town, Quantitative Economics, volume 8, issue 2, July 2017.
16. Outstanding Alumni Award, Lingnan (University) College, Zhongshan University, 2014


Published Papers


1. Chernozhukov, V. and H. Hong, ``Three-Step Censored Quantile Regression and Extramarital Affairs,'' Journal of American Statistical Association, 2002, 97(459), pp 872-882.

2. Hong, H. and B. Preston and M. Shum, ``Generalized Empirical Likelihood based Model Selection Criteria for Moment Based Models,'' Econometric Theory, 2003, 19(6), pp923-943.

3. Hong, H. and E. Tamer, ``A Simple Estimator for Nonlinear Error in Variable Models,'' Journal of Econometrics, 2003, 117(1), pp1-19.

4. Chernozhukov, V. and H. Hong, ``An MCMC approach to classical estimation,'' Journal of Econometrics, 2003, 115(2), pp293-346. awarded the Zellner award of the best paper in the Journal of Econometrics in 2004.

5. Hong, H. and M. Shum, ``Econometric Models of Asymmetric Ascending Auctions,'' Journal of Econometrics, 2003, 112(2), pp327-358.

6. Hong, H. and M. Shum, ``Structural Estimation of Auction Models,'' 2000, appeared in the volume Game Practice, ed. Jurado, Tijs, Patrone. Kluwer Publishing Co..

7. Hong, H. and E. Tamer, ``Endogenous binary choice model with median restrictions,'' Economics Letters, 2003, 80(2), pp219-225

8. Hong, H. and M. Shum, ``Rates of Information Aggregation in Common Value Auctions,'' Journal of Economic Theory, 2004, 116(1), pp1-40

9. Hong, H. and M. Shum, ``Increasing Competition and the Winner's Curse: Evidence from Procurement,'' Review of Economic Studies, 2002, 69(4), pp 871-898.

10. Hong, H. and E. Tamer, ``Inference in Censored Models with Endogenous Regressors,'' Econometrica, 2003, 71(3), pp905-932.

11. Chernozhukov, V. and H. Hong, ``Likelihood Inference for some Nonregular Econometric Models,'' Econometrica, 2004, 72(5), pp1445-1480.

12. Chen, X. and H. Hong and E. Tamer, 2004, ``Measurement Error Models with Auxiliary Data,'' Review of Economic Studies, 2005, 72(2), pp343-366.

13. Hong, H. and M. Shum, ``Can Search Costs Rationalize Equilibrium Price Dispersion in Online Markets'', Rand Journal of Economics, summer 2006, 37(2), pp258-276.

14. Hong, H. and O. Scaillet, 2004, ``A fast subsampling method for nonlinear dynamic models,'' Journal of Econometrics, 2006, 133(2), pp557-578.

15. Chen, X. and H. Hong and M. Shum, ``Nonparametric Likelihood Model Selection Tests for Parametric versus Moment Condition Models'', Journal of Econometrics, 2007, 141(1), pp109-140.

16. Chernozhukov, V. and H. Hong and E. Tamer, ``Parameter Set Inference in a Class of Econometric Models'', Econometrica, 2007, 75(5), pp1243-1284.

17. Chen, X. and H. Hong and A. Tarozzi, ``Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors'', Annals of Statistics, 2008, 36(2), pp808-843.

18. Gallant, A. R. and H. Hong, ``A Statistical Inquiry into the Plausibility of Epstein-Zin-Weil Utility'', with A. Ronald Gallant, Journal of Financial Econometrics, 2007, 5(4), pp523-559.

19. ``Estimating Static Models of Strategic Interactions'', with Patrick Bajari, John Krainer and Denis Nekipelov, Journal of Business and Economic Statistics, October 2010, 28(4), pp469-482.

20. ``Pairwise-Difference Estimation of a Dynamic Optimization Model'', with Matthew Shum, Review of Economic Studies, January 2010, 77(1), pp273-304.

21. ``Identification and Estimation of Normal Form Games'', with Patrick Bajari and Stephen Ryan, Econometrica, September 2010, 78(5), pp1529-1568.

22. ``Semiparametric Efficiency in Nonlinear LATE Models'', with Denis Nekipelov, 2010, Quantitative Economics, 1(2), pp 279-304.

23. ``Measurement Error Models'', with Xiaohong Chen and Denis Nekipelov, survey article, 2010, accepted, Journal of Economic Literature.

24. ``Bayesian averaging, prediction and nonnested model selection'', with Bruce Preston, Journal of Econometrics, 2012, 167(2), pp 358-369.

25. ``Flexible Estimation of Treatment Effect Parameters'', with Thomas MaCurdy and Xiaohong Chen, American Economic Review, Papers and Proceedings, 2011, 101(3), pp 544-51.

26. ``Game Theory and Econometrics: A Survey of Some Recent Research'', with Patrick Bajari and Denis Nekipelov, Invited IO Econometrics symposium, 2010 World Congress of the Econometric Society, accepted for the congress proceedings.

27. ``Securitization and banks' equity risk'', with Deming Wu and Jiawen Yang, Journal of Financial Services Research, 39, pp 95-117.

28. ``On the Asymptotic Distribution of the Transaction Price in a Clock Model of a Multi-Unit, Oral, Ascending-Price Auction within the Common-Value Paradigm'', with Harry Paarsch and Steven Xu, The RAND Journal of Economics, volume 44, issue 4, pp 664-685, Winter 2013.

29. ``Efficient local IV estimation of an empirical auction model'', with Denis Nekipelov, Journal of Econometrics, 2012, 168(1), pp 60-69.

30. ``A Fast Bootstrap Method for Parametric and Semi-parametric Models'', with Tim Armstrong and Marinho Bertanha, 2014, The Journal of Econometrics, volume 179, number 2, pp 128-133.

31. ``Moral Hazard, Adverse Selection and Health Expenditures: A Semiparametric Analysis'', with Patrick Bajari, Ahmed Khwaja and Christina Marsch, 2014, The RAND Journal of Economics, volume 45, issue 4, pp 747-763.

32. ``Extreme estimation and numerical derivatives'', with Aprajit Mahajan and Denis Nekipelov, The Journal of Econometrics, volume 188, issue 1, September 2015, pp 250-263

33. ``The Information Content of Basel III Liquidity Risk Measures'', with Jingzhi Huang and Deming Wu, Journal of Financial Stability, volume 15, December 2014, pp 91-111.

34. ``Estimation of Dynamic Discrete Models from Time Aggregated Data'', with Weiming Li and Boyu Wang, The Journal of Econometrics, volume 188, issue 2, October 2015, pp 435-446.

35. ``The Dynamic Spillover of Entry: An Application to the Generic Drug Industry'', with Ron Gallant and Ahmed Khwaja, Management Science, volume 63, number 3, pp 983-1476

36. ``Estimating price sensitivity of economic agents using discontinuity in nonlinear contracts'', with Patrick Bajari, Minjung Park and Robert Town, Quantitative Economics, volume 8, issue 2, July 2017.

37. ``A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states'', with Ron Gallant and Ahmed Khwaja, Journal of Econometrics, volume 203, issue 1, pp 19-32

38. ``OLS and 2SLS in randomized and conditionally randomized experiments", with Jason Ansel and Jessie Li, Journal of Economics and Statistics, volume 238, issue 2-3, pp 243-294

39. ``The Numerical Delta Method'', with Jessie Li, Journal of Econometrics, volume 206, issue 2, pp 379-394

40. ``The Numerical Bootstrap'', with Jessie Li, 2018, accepted, The Annals of Statistics


Other publications


Comment on ``The Sensitivity of Economic Statistics to Coding Errors in Personal Identifiers'' by John M. Abowd and Lars Vilhuber, Journal of Business and Economic Statistics, 2005, 23(2), pp158-160.

Comment on ``The Identification Power of Simple Games'', by Andres Aradillas-Lopez and Elie Tamer, Journal of Business and Economic Statistics. July 1, 2008, 26(3): pp 292-294

Entry on ``Measurement Error Models'', appeared in the 2nd edition of the New Palgrave Dictionary of Economics.

Entry on ``Efficiency Bounds'', appeared in the 2nd edition of the New Palgrave Dictionary of Economics.


Book


``Structural Econometrics of Auction Data'', with Harry J. Paarsch, assisted by Ryan Haley, published by MIT University Press, 2005.


Working papers


1. ``Nonparametric Tests for Common Values in First-Price Auctions,'' with P. Haile and M. Shum, 2003, revising for resubmission

2. ``Semiparametric Estimation of Dynamic Games of Incomplete Information'', with Patrick Bajari and Victor Chernozhukov and Denis Nekipelov, 2007, revising for resubmission.

3. ``Computing Equilibria in Static Games of Incomplete Information Using the All-Solution Homotopy'', with Denis Nekipelov, Patrick Bajari and John Krainer.

4. ``The Asymptotic Distribution of Estimators with Overlapping Simulation Draws'', with Tim Armstrong, Ron Gallant and Huiyu Li, 2011. resubmitted.

5. ``Nonparametric Regression Approach to Bayesian Estimation'', with Jiti Gao, working paper, 2014.

6. ``Bayesian Indirect Inference and the ABC of GMM", with Michael Creel, Dennis Kristensen and Jiti Gao, 2015.

7. ``Model Selection, Bayesian Lasso, and Constrained Estimation'', with R. Gallant, M. Leung and J. Li.

8. ``Defending (and helping) Doctors: Understanding ROC'', with Yu Mu, Ke Tang and Jingyuan Wang.


Teaching


second-year graduate advanced econometrics,
first-year graduate level econometrics
second-year graduate level empirical industrial organization
upper year graduate econometrics seminar
upper year graduate econometrics reading group
undergraduate econometrics,
undergraduate statistics
undergraduate auction seminar

Administrative Duties


Director of Undergraduate Studies, Department of Economics, Stanford University, 2008-2011
Committee on Undergraduate Standards and Policy, Stanford University, (2010-2013)
Undergraduate Policy Committee, Department of Economics, Stanford, 2008-2013
Graduate Policy Committee, Department of Economics, Stanford, 2014-
External Review Committee, Department of Economics, USC, February 2012
External Review Committee, Department of Economics, National University of Singapore, April 2012.
External Review Committee, Department of Economics, National University of Singapore, April 2017.
Board of Directors of the Chinese Economist Society, 2009-2010, 2015-2016
Business and Economics Panel, Hong Kong Research Assessment Exercise, August 2020
Various promotion committees
Various re-appointment committees
Various recruiting and external hire committees

Keynote and Invited conference speakers and participants


2005: Econometrics Conference at Getulio Vargas Foundation, Rio de Janeiro, Brazil
2007: Econometrics Conference at Mathematical Institute, Oberwolfach, Germany;
2008: Cowles Foundation Conference at Yale University; International Symposium on Econometric Theory and Applications, Seoul, South Korea
2009: Asian Econometrics Society at University of Tyoko
2010: Bates and White Econometrics Conference; Bejing University Cowles Foundation Conference; World Congress of the Econometric Society at Shanghai
2011: Cowles Foundation Conference at Yale University; International Economics Association 16th World Congress, Tsinghua University
2012: Cowles Foundation Conference at Yale University; California Econometrics Conference, UC Davis; Internation Symposium on Econometric Theory and Applications, Shanghai Jiaotong University; International Econometrics Conference in honor of Cheng Hsiao at Southwestern University of Finance and Economics
2014: International Symposium on Econometric Theory and Applications, Taipei; Penn State-Cornell conference on econometrics at Penn-State University; Conference on Advances in Microeconometrics, HKUST
2015: 2nd Seattle-Vancouver Econometrics Conference, Vancouver, 09/2015; Xiamen University Econometrics Conference in honor of Takeshi Amemiya, 07/2015
2016: Chinese Economist Society Meetings (Sacramento and Shenzhen); Kansas University Econometrics Conference
2017: Conference on Econometrics and Models of Strategic Interactions, Vanderbilt University; Workshop on Network Economics and Big Data, Tsinghua University; Advances in Econometrics Conference, Shanghai Jiaotong University; China Meeting of the Econometric Society, Wuhan University; Econometrics Symposium at Fudan University
2018: Tsinghua International Conference on Econometrics; Beihang Econometrics Conference in honor of Cheng Hsiao; China Meeting of the Econometric Society at Fudan University; Shanghai Workshop for Econometrics at Shanghai University of Finance and Economics; International Econometrics Conference at Dongbei University of Finance and Economics; Optimisation and Machine Learning in Economics, CEMMAP, London

Invited academic seminars speakers


2001: Université de Provence Aix-Marseille, France; University College London, London School of Economics, UK; Bank of Italy; Trinity College, Dublin; Tinberen Institute in Amsterdam, Tilburg University
2002: University of Wisconsin; University of Michigan; Vanderbilt University; Duke University
2004: University of Wisconsin; New York University
2005: University of Michigan; University of Chicago; Columbia University; UCLA; University of Iowa
2006: University of Michigan; University of Chicago,
2007: Beijing University
2008: Jinan University
2009: University of Chicago
2010; National University of Singapore
2011: University of Montreal, Canana; Toulouse School of Economics, France; Center for Monetary and Financial Studies Madrid, Spain; Mannheim University, Germany
2012: University of Chicago; New York University; Texas A&M; Rice University; University of Texas at Austin
2013: HKUST; New York University; University of Washington; University of Southern California
2014: Emory University; University of Minnesota; Johns Hopkins University; University of Wisconsin at Madison
2015: London School of Economics; University College London; Cambridge University; UC Davis; HKUST; CUHK: Indiana University; University of Illinois Urbana-Champaign; University of Southern California
2016: University of Rochester; HKU; Duke University; New York University; Columbia University; Princeton University
2017: Caltech; University of Michigan

Other professional services


Have written numerous reference letters for peer evaluations, job market applications, tenure promotions, and student graduate school applications.



H 2019-05-17