Items where Author is "Otsu, Taisuke"

Number of items: 61.
  • Model averaging for global Fréchet regression. (2025) Kurisu, Daisuke; Otsu, Taisuke picture_as_pdf
  • Multiway empirical likelihood. (2025) D. Chiang, Harold; Matsushita, Yukitoshi; Otsu, Taisuke picture_as_pdf
  • Conditional likelihood ratio test with many weak instruments. (2025) Ayyar, Sree; Matsushita, Yukitoshi; Otsu, Taisuke picture_as_pdf
  • Subsampling inference for nonparametric extremal conditional quantiles. (2023) Kurisu, Daisuke; Otsu, Taisuke picture_as_pdf
  • Empirical likelihood for network data. (2023) Matsushita, Yukitoshi; Otsu, Taisuke picture_as_pdf
  • Bandwidth selection for nonparametric regression with errors-in-variables. (2023) Dong, Hao; Otsu, Taisuke; Taylor, Luke picture_as_pdf
  • Inference on incomplete information games with multi-dimensional actions. (2022) Tomiyama, Hideyuki; Otsu, Taisuke picture_as_pdf
  • Average derivative estimation under measurement error. Dong, Hao; Otsu, Taisuke; Taylor, Luke picture_as_pdf
  • Bootstrap inference of matching estimators for average treatment effects. Otsu, Taisuke; Rai, Yoshiyasu
  • Conditional GMM estimation for gravity models. Nishihat, Masaya; Otsu, Taisuke picture_as_pdf
  • Empirical likelihood for high frequency data. Camponovo, Lorenzo; Matsushita, Yukitoshi; Otsu, Taisuke picture_as_pdf
  • Empirical likelihood for manifolds. Kurisu, Daisuke; Otsu, Taisuke picture_as_pdf
  • Empirical likelihood for random sets. Adusumilli, Karun; Otsu, Taisuke
  • Empirical likelihood for random sets. Adusumilli, Karun; Otsu, Taisuke
  • Empirical likelihood for regression discontinuity design. Otsu, Taisuke; Xu, Ke-Li; Matsushita, Yukitoshi
  • Empirical likelihood for regression discontinuity design. Otsu, Taisuke; Matsushita, Yukitoshi; Xu, Ke-Li
  • Empirical likelihood inference for Oaxaca-Blinder decomposition. Otsu, Taisuke; Tanaka, Shiori picture_as_pdf
  • Empirical likelihood inference for monotone index model. Otsu, Taisuke; Takahata, Keisuke; Xu, Mengshan picture_as_pdf
  • Equilibrium multiplicity in dynamic games:testing and estimation. Otsu, Taisuke; Pesendorfer, Martin picture_as_pdf
  • Estimating density ratio of marginals to joint:applications to causal inference. Matsushita, Yukitoshi; Otsu, Taisuke; Takahata, Keisuke picture_as_pdf
  • Estimating derivatives in nonseparable models with limited dependent variables. Altonji, Joseph G.; Ichimura, Hidehiko; Otsu, Taisuke
  • Estimation and inference of discontinuity in density. Otsu, Taisuke; Xu, Ke-Li; Matsushita, Yukitoshi
  • Estimation of (static or dynamic) games under equilibrium multiplicity. Otsu, Taisuke; Pesendorfer, Martin; Sasaki, Yuya; Takahashi, Yuya picture_as_pdf
  • Estimation of nonseparable models with censored dependent variables and endogenous regressors. Taylor, Luke; Otsu, Taisuke
  • Estimation of varying coefficient models with measurement error. Dong, Hao; Otsu, Taisuke; Taylor, Luke picture_as_pdf
  • GLS under monotone heteroskedasticity. Arai, Yoichi; Otsu, Taisuke; Xu, Mengshan picture_as_pdf
  • Hodges–Lehmann optimality for testing moment conditions. Canay, Ivan A.; Otsu, Taisuke
  • Inference in the presence of unknown rates. Dong, Hao; Otsu, Taisuke; Taylor, Luke picture_as_pdf
  • Inference on conditional moment restriction models with generated variables. Kimoto, Ryo; Otsu, Taisuke picture_as_pdf
  • Inference on distribution functions under measurement error. Adusumilli, Karun; Kurisu, Daisies; Otsu, Taisuke; Whang, Yoon-Jae picture_as_pdf
  • Information theoretic approach to high dimensional multiplicative models:stochastic discount factor and treatment effect. Qiu, Chen; Otsu, Taisuke picture_as_pdf
  • Isotonic propensity score matching. Xu, Mengshan; Otsu, Taisuke picture_as_pdf
  • Jackknife empirical likelihood:small bandwidth, sparse network and high-dimension asymptotic. Matsushita, Yukitoshi; Otsu, Taisuke picture_as_pdf
  • Kolmogorov-Smirnov type test for generated variables. Otsu, Taisuke; Taniguchi, Go picture_as_pdf
  • Likelihood corrections for two-way models. Jochmans, Koen; Otsu, Taisuke picture_as_pdf
  • Likelihood inference on semiparametric models with generated regressors. Matsushita, Yukitoshi; Otsu, Taisuke picture_as_pdf
  • Likelihood inference on semiparametric models: average derivative and treatment effect. Matsushita, Yukitoshi; Otsu, Taisuke
  • Local GMM estimation of time series models with conditional moment restrictions. Gospodinov, Nikolay; Otsu, Taisuke
  • Local M-estimation with discontinuous criterion for dependent and limited observations. Seo, Myung Hwan; Otsu, Taisuke
  • Nonparametric causal inference with functional covariates. Kurisu, Daisuke; Otsu, Taisuke; Xu, Mengshan picture_as_pdf
  • Nonparametric estimation of additive models with errors-in-variables. Dong, Hao; Otsu, Taisuke; Taylor, Luke picture_as_pdf
  • Nonparametric instrumental regression with errors in variables. Adusumilli, Karun; Otsu, Taisuke
  • On Bartlett correctability of empirical likelihood in generalized power divergence family. Camponovo, Lorenzo; Otsu, Taisuke
  • On large market asymptotics for spatial price competition models. Otsu, Taisuke; Sunada, Keita picture_as_pdf
  • On linearization of nonparametric deconvolution estimators for repeated measurements model. Kurisu, Daisuke; Otsu, Taisuke picture_as_pdf
  • On testability of complementarity in models with multiple equilibria. Rai, Yoshiyasu; Otsu, Taisuke
  • On the uniform convergence of deconvolution estimators from repeated measurements. Kurisu, Daisuke; Otsu, Taisuke picture_as_pdf
  • Pooling data across markets in dynamic Markov games. Otsu, Taisuke; Pesendorfer, Martin; Takahashi, Yuya
  • Regression discontinuity design with potentially many covariates. Arai, Yoichi; Otsu, Taisuke; Seo, Myung Hwan picture_as_pdf
  • Relative error accurate statistic based on nonparametric likelihood. Camponovo, Lorenzo; Matsushita, Yukitoshi; Otsu, Taisuke picture_as_pdf
  • Reweighted nonparametric likelihood inference for linear functionals. Adusumilli, Karun; Otsu, Taisuke; Qiu, Chen picture_as_pdf
  • Robustness of bootstrap in instrumental variable regression. Camponovo, Lorenzo; Otsu, Taisuke
  • Robustness of bootstrap in instrumental variable regression. Camponovo, Lorenzo; Otsu, Taisuke
  • Robustness, infinitesimal neighborhoods, and moment restrictions. Kitamura, Yuichi; Otsu, Taisuke; Evdokimov, Kirill
  • Sample sensitivity for two-step and continuous updating GMM estimators. Onishi, Rikuto; Otsu, Taisuke picture_as_pdf
  • Score estimation of monotone partially linear index model. Xu, Mengshan; Otsu, Taisuke picture_as_pdf
  • Second-order refinements for t-ratios with many instruments. Matsushita, Yukitoshi; Otsu, Taisuke picture_as_pdf
  • Specification testing for errors-in-variables models. Otsu, Taisuke; Taylor, Luke picture_as_pdf
  • Testing for equilibrium multiplicity in dynamic Markov games. Otsu, Taisuke; Pesendorfer, Martin; Takahashi, Yuya picture_as_pdf
  • Testing for non-nested conditional moment restrictions using unconditional empirical likelihood. Otsu, Taisuke; Seo, Myung Hwan; Whang, Yoon-Jae
  • A jackknife Lagrange multiplier test with many weak instruments. Matsushita, Yukitoshi; Otsu, Taisuke picture_as_pdf