579 Serra Mall Web: www.stanford.edu/
doubleh
Stanford, CA 94305-6072
1.1
Landau Economics Building Fax: (650) 725-5702
579 Serra Mall Web: www.stanford.edu/
Stanford, CA 94305-6072
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
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-
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
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.
``Structural Econometrics of Auction Data'', with Harry J. Paarsch, assisted by Ryan Haley, published by MIT University Press, 2005.
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.
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
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
Have written numerous reference letters for peer evaluations, job market applications, tenure promotions, and student graduate school applications.