723 citations · 932 across the 2 of their papers we have counts for
3 papers
econ.EM2023★ 723 cited
An MCMC Approach to Classical Estimation
Victor Chernozhukov, Han Hong
This paper studies computationally and theoretically attractive estimators called the Laplace type estimators (LTE), which include means and quantiles of Quasi-posterior distributi…
math.ST2015
Bayesian Indirect Inference and the ABC of GMM
Michael Creel, Jiti Gao, Han Hong +1
In this paper we propose and study local linear and polynomial based estimators for implementing Approximate Bayesian Computation (ABC) style indirect inference and GMM estimators.…
math.ST2007★ 209 cited
Semiparametric efficiency in GMM models with auxiliary data
Xiaohong Chen, Han Hong, Alessandro Tarozzi
We study semiparametric efficiency bounds and efficient estimation of parameters defined through general moment restrictions with missing data. Identification relies on auxiliary d…