
Han Hong
VerifiedStanford University · Economics
Active 1968–2024
Research topics
- Computer Science
- Applied mathematics
- Mathematics
- Statistics
- Artificial Intelligence
- Mathematical analysis
- Mathematical optimization
- Econometrics
Selected publications
Constrained estimation using penalization and MCMC
Journal of Econometrics · 2021 · 4 citations
- Computer Science
- Mathematics
- Mathematical optimization
The Annals of Statistics · 2020 · 29 citations
1st authorCorresponding- Computer Science
- Artificial Intelligence
- Mathematics
This paper proposes a numerical bootstrap method that is consistent in many cases where the standard bootstrap is known to fail and where the $m$-out-of-$n$ bootstrap and subsampling have been the most commonly used inference approaches. We provide asymptotic analysis under both fixed and drifting parameter sequences, and we compare the approximation error of the numerical bootstrap with that of the $m$-out-of-$n$ bootstrap and subsampling. Finally, we discuss applications of the numerical bootstrap, such as constrained and unconstrained M-estimators converging at both regular and nonstandard rates, Laplace-type estimators, and test statistics for partially identified models.
BLP estimation using Laplace transformation and overlapping simulation draws
Journal of Econometrics · 2020 · 11 citations
1st authorCorresponding- Mathematics
- Applied mathematics
- Statistics
Recent grants
Collaborative Research: Statistical Properties of Numerical Derivatives and Algorithms
NSF · $157k · 2010–2014
A Computational Implementation of GMM
NSF · $183k · 2015–2018
Collaborative Research: Empirical Analysis of Static and Dynamic Strategic Interactions
NSF · $191k · 2007–2010
Efficient Resampling and Simulation Methods for Nonlinear Econometric Models
NSF · $177k · 2013–2016
Numerical Bootstrap and Constrained Estimation
NSF · $174k · 2017–2022
Frequent coauthors
- 40 shared
Patrick Bajari
- 37 shared
A. Ronald Gallant
Pennsylvania State University
- 36 shared
Jessie Li
- 27 shared
Michael P. Leung
University of California, Santa Cruz
- 26 shared
X.Z. Cui
- 20 shared
Xiaohong Chen
Hunan Cancer Hospital
- 19 shared
Ahmed Khwaja
University of Cambridge
- 19 shared
Matthew Shum
California Institute of Technology
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