Items where Author is "Otsu, Taisuke"

Article

Kurisu, Daisuke and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2025) Model averaging for global Fréchet regression. Journal of Multivariate Analysis, 207. ISSN 0047-259X

Arai, Yoichi, Otsu, Taisuke ORCID: 0000-0002-2307-143X and Xu, Mengshan (2024) GLS under monotone heteroskedasticity. Journal of Econometrics, 246 (1-2). ISSN 0304-4076

Dong, Hao, Otsu, Taisuke ORCID: 0000-0002-2307-143X and Taylor, Luke (2024) Inference in the presence of unknown rates. Econometric Reviews. ISSN 0747-4938

D. Chiang, Harold, Matsushita, Yukitoshi and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2024) Multiway empirical likelihood. Journal of Econometrics. ISSN 0304-4076 (In Press)

Arai, Yoichi, Otsu, Taisuke ORCID: 0000-0002-2307-143X and Seo, Myung Hwan (2024) Regression discontinuity design with potentially many covariates. Econometric Theory. ISSN 0266-4666 (In Press)

Matsushita, Yukitoshi and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2024) A jackknife Lagrange multiplier test with many weak instruments. Econometric Theory, 40 (2). 447 - 470. ISSN 1469-4360

Otsu, Taisuke ORCID: 0000-0002-2307-143X and Sunada, Keita (2024) On large market asymptotics for spatial price competition models. Economics Letters, 234. ISSN 0165-1765

Adusumilli, Karun, Otsu, Taisuke ORCID: 0000-0002-2307-143X and Qiu, Chen (2023) Reweighted nonparametric likelihood inference for linear functionals. Electronic Journal of Statistics, 17 (2). 2810 - 2848. ISSN 1935-7524

Kurisu, Daisuke and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2023) Subsampling inference for nonparametric extremal conditional quantiles. Econometric Theory. ISSN 0266-4666

Matsushita, Yukitoshi and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2023) Empirical likelihood for network data. Journal of the American Statistical Association. ISSN 0162-1459

Dong, Hao, Otsu, Taisuke ORCID: 0000-0002-2307-143X and Taylor, Luke (2023) Bandwidth selection for nonparametric regression with errors-in-variables. Econometric Reviews, 42 (4). pp. 393-419. ISSN 0747-4938

Matsushita, Yukitoshi, Otsu, Taisuke ORCID: 0000-0002-2307-143X and Takahata, Keisuke (2023) Estimating density ratio of marginals to joint: applications to causal inference. Journal of Business and Economic Statistics, 41 (2). 467 - 481. ISSN 0735-0015

Otsu, Taisuke ORCID: 0000-0002-2307-143X, Takahata, Keisuke and Xu, Mengshan (2023) Empirical likelihood inference for monotone index model. Japanese Journal of Statistics and Data Science, 6 (1). pp. 103-114. ISSN 2520-8756

Matsushita, Yukitoshi and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2023) Second-order refinements for t-ratios with many instruments. Journal of Econometrics, 232 (2). 346 - 366. ISSN 0304-4076

Otsu, Taisuke ORCID: 0000-0002-2307-143X and Pesendorfer, Martin ORCID: 0000-0002-0547-8711 (2023) Equilibrium multiplicity in dynamic games: testing and estimation. Econometrics Journal, 26 (1). C26 - C42. ISSN 1368-4221

Dong, Hao, Otsu, Taisuke ORCID: 0000-0002-2307-143X and Taylor, Luke (2022) Nonparametric estimation of additive models with errors-in-variables. Econometric Reviews, 41 (10). 1164 - 1204. ISSN 0747-4938

Otsu, Taisuke ORCID: 0000-0002-2307-143X and Tanaka, Shiori (2022) Empirical likelihood inference for Oaxaca-Blinder decomposition. Economics Letters, 219. ISSN 0165-1765

Dong, Hao, Otsu, Taisuke ORCID: 0000-0002-2307-143X and Taylor, Luke (2022) Estimation of varying coefficient models with measurement error. Journal of Econometrics, 230 (2). 388 - 415. ISSN 0304-4076

Otsu, Taisuke ORCID: 0000-0002-2307-143X, Pesendorfer, Martin ORCID: 0000-0002-0547-8711, Sasaki, Yuya and Takahashi, Yuya (2022) Estimation of (static or dynamic) games under equilibrium multiplicity. International Economic Review, 63 (3). 1165 - 1188. ISSN 0020-6598

Kimoto, Ryo and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2022) Inference on conditional moment restriction models with generated variables. Economics Letters, 215. ISSN 0165-1765

Tomiyama, Hideyuki and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2022) Inference on incomplete information games with multi-dimensional actions. Economics Letters, 215. ISSN 0165-1765

Kurisu, Daisuke and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2022) On linearization of nonparametric deconvolution estimators for repeated measurements model. Journal of Multivariate Analysis, 189. ISSN 0047-259X

Kurisu, Daisuke and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2022) On the uniform convergence of deconvolution estimators from repeated measurements. Econometric Theory, 38 (1). 172 - 193. ISSN 1469-4360

Qiu, Chen and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2022) Information theoretic approach to high dimensional multiplicative models: stochastic discount factor and treatment effect. Quantitative Economics, 13 (1). 63 - 94. ISSN 1759-7323

Camponovo, Lorenzo, Matsushita, Yukitoshi and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2021) Relative error accurate statistic based on nonparametric likelihood. Econometric Theory, 37 (6). 1214 - 1237. ISSN 1469-4360

Onishi, Rikuto and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2021) Sample sensitivity for two-step and continuous updating GMM estimators. Economics Letters, 198. ISSN 0165-1765

Xu, Mengshan and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2020) Score estimation of monotone partially linear index model. Journal of Nonparametric Statistics, 32 (4). pp. 838-863. ISSN 1048-5252

Matsushita, Yukitoshi and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2020) Jackknife empirical likelihood: small bandwidth, sparse network and high-dimension asymptotic. Biometrika. ISSN 0006-3444

Otsu, Taisuke ORCID: 0000-0002-2307-143X and Taniguchi, Go (2020) Kolmogorov-Smirnov type test for generated variables. Economics Letters, 195. ISSN 0165-1765

Matsushita, Yukitoshi and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2020) Likelihood inference on semiparametric models with generated regressors. Econometric Theory, 36 (4). 626 - 657. ISSN 0266-4666

Otsu, Taisuke ORCID: 0000-0002-2307-143X and Taylor, Luke (2020) Specification testing for errors-in-variables models. Econometric Theory. ISSN 0266-4666

Nishihat, Masaya and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2020) Conditional GMM estimation for gravity models. Economics Bulletin, 40 (2). 1106 - 1111. ISSN 1545-2921

Adusumilli, Karun, Kurisu, Daisies, Otsu, Taisuke ORCID: 0000-0002-2307-143X and Whang, Yoon-Jae (2020) Inference on distribution functions under measurement error. Journal of Econometrics, 215 (1). 131 - 164. ISSN 0304-4076

Dong, Hao, Otsu, Taisuke ORCID: 0000-0002-2307-143X and Taylor, Luke (2020) Average derivative estimation under measurement error. Econometric Theory. ISSN 1469-4360

Jochmans, Koen and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2019) Likelihood corrections for two-way models. Annals of Economics and Statistics, 134 (134). pp. 227-242. ISSN 2115-4430

Camponovo, Lorenzo, Matsushita, Yukitoshi and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2019) Empirical likelihood for high frequency data. Journal of Business and Economic Statistics. ISSN 0735-0015

Matsushita, Yukitoshi and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2018) Likelihood inference on semiparametric models: average derivative and treatment effect. Japanese Economic Review, 69 (2). pp. 133-155. ISSN 1352-4739

Seo, Myung Hwan and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2018) Local M-estimation with discontinuous criterion for dependent and limited observations. Annals of Statistics, 46 (1). pp. 344-369. ISSN 0090-5364

Adusumilli, Karun and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2018) Nonparametric instrumental regression with errors in variables. Econometric Theory, 34 (6). pp. 1256-1280. ISSN 0266-4666

Adusumilli, Karun and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2017) Empirical likelihood for random sets. Journal of the American Statistical Association, 112 (519). 1064 - 1075. ISSN 0162-1459

Otsu, Taisuke ORCID: 0000-0002-2307-143X and Rai, Yoshiyasu (2017) Bootstrap inference of matching estimators for average treatment effects. Journal of the American Statistical Association, 112 (50). 1720 - 1732. ISSN 0162-1459

Taylor, Luke and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2016) Estimation of nonseparable models with censored dependent variables and endogenous regressors. Econometric Reviews. pp. 1-21. ISSN 0747-4938

Otsu, Taisuke ORCID: 0000-0002-2307-143X, Pesendorfer, Martin ORCID: 0000-0002-0547-8711 and Takahashi, Yuya (2016) Pooling data across markets in dynamic Markov games. Quantitative Economics, 7 (2). 523 - 559. ISSN 1759-7323

Otsu, Taisuke ORCID: 0000-0002-2307-143X, Xu, Ke-Li and Matsushita, Yukitoshi (2015) Empirical likelihood for regression discontinuity design. Journal of Econometrics, 186 (1). pp. 94-112. ISSN 0304-4076

Camponovo, Lorenzo and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2015) Robustness of bootstrap in instrumental variable regression. Econometric Reviews, 34 (3). pp. 352-393. ISSN 0747-4938

Camponovo, Lorenzo and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2014) On Bartlett correctability of empirical likelihood in generalized power divergence family. Statistics and Probability Letters, 86 (1). pp. 38-43. ISSN 0167-7152

Otsu, Taisuke ORCID: 0000-0002-2307-143X, Xu, Ke-Li and Matsushita, Yukitoshi (2013) Estimation and inference of discontinuity in density. Journal of Business and Economic Statistics, 31 (4). pp. 507-524. ISSN 0735-0015

Kitamura, Yuichi, Otsu, Taisuke ORCID: 0000-0002-2307-143X and Evdokimov, Kirill (2013) Robustness, infinitesimal neighborhoods, and moment restrictions. Econometrica, 81 (3). pp. 1185-1201. ISSN 0012-9682

Rai, Yoshiyasu and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2013) On testability of complementarity in models with multiple equilibria. Economics Letters, 120 (1). pp. 79-82. ISSN 0165-1765

Otsu, Taisuke ORCID: 0000-0002-2307-143X, Seo, Myung Hwan and Whang, Yoon-Jae (2012) Testing for non-nested conditional moment restrictions using unconditional empirical likelihood. Journal of Econometrics, 167 (2). pp. 370-382. ISSN 0304-4076

Altonji, Joseph G., Ichimura, Hidehiko and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2012) Estimating derivatives in nonseparable models with limited dependent variables. Econometrica, 80 (4). pp. 1701-1719. ISSN 0012-9682

Canay, Ivan A. and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2012) Hodges–Lehmann optimality for testing moment conditions. Journal of Econometrics, 171 (1). pp. 45-53. ISSN 0304-4076

Gospodinov, Nikolay and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2012) Local GMM estimation of time series models with conditional moment restrictions. Journal of Econometrics, 170 (2). pp. 476-490. ISSN 0304-4076

Monograph

Adusumilli, Karun and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2014) Empirical likelihood for random sets. Econometrics (EM/2014/574). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Otsu, Taisuke ORCID: 0000-0002-2307-143X, Matsushita, Yukitoshi and Xu, Ke-Li (2014) Empirical likelihood for regression discontinuity design. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Camponovo, Lorenzo and Otsu, Taisuke ORCID: 0000-0002-2307-143X (2014) Robustness of bootstrap in instrumental variable regression. Econometrics (EM/2014/572). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Otsu, Taisuke ORCID: 0000-0002-2307-143X, Pesendorfer, Martin ORCID: 0000-0002-0547-8711 and Takahashi, Yuya (2013) Testing for equilibrium multiplicity in dynamic Markov games. Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems (423).