Items where Author is "Otsu, Taisuke"
Number of items: 61.
Article
Model averaging for global Fréchet regression. (2025)
Kurisu, Daisuke; Otsu, Taisuke
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Multiway empirical likelihood. (2025)
D. Chiang, Harold; Matsushita, Yukitoshi; Otsu, Taisuke
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Conditional likelihood ratio test with many weak instruments. (2025)
Ayyar, Sree; Matsushita, Yukitoshi; Otsu, Taisuke
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Subsampling inference for nonparametric extremal conditional quantiles. (2023)
Kurisu, Daisuke; Otsu, Taisuke
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Empirical likelihood for network data. (2023)
Matsushita, Yukitoshi; Otsu, Taisuke
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Bandwidth selection for nonparametric regression with errors-in-variables. (2023)
Dong, Hao; Otsu, Taisuke; Taylor, Luke
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Inference on incomplete information games with multi-dimensional actions. (2022)
Tomiyama, Hideyuki; Otsu, Taisuke
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Average derivative estimation under measurement error.
Dong, Hao; Otsu, Taisuke; Taylor, Luke
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Bootstrap inference of matching estimators for average treatment effects.
Otsu, Taisuke; Rai, Yoshiyasu
Conditional GMM estimation for gravity models.
Nishihat, Masaya; Otsu, Taisuke
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Empirical likelihood for high frequency data.
Camponovo, Lorenzo; Matsushita, Yukitoshi; Otsu, Taisuke
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Empirical likelihood for manifolds.
Kurisu, Daisuke; Otsu, Taisuke
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Empirical likelihood for random sets.
Adusumilli, Karun; Otsu, Taisuke
Empirical likelihood for regression discontinuity design.
Otsu, Taisuke; Xu, Ke-Li; Matsushita, Yukitoshi
Empirical likelihood inference for Oaxaca-Blinder decomposition.
Otsu, Taisuke; Tanaka, Shiori
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Empirical likelihood inference for monotone index model.
Otsu, Taisuke; Takahata, Keisuke; Xu, Mengshan
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Equilibrium multiplicity in dynamic games:testing and estimation.
Otsu, Taisuke; Pesendorfer, Martin
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Estimating density ratio of marginals to joint:applications to causal inference.
Matsushita, Yukitoshi; Otsu, Taisuke; Takahata, Keisuke
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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
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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
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GLS under monotone heteroskedasticity.
Arai, Yoichi; Otsu, Taisuke; Xu, Mengshan
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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
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Inference on conditional moment restriction models with generated variables.
Kimoto, Ryo; Otsu, Taisuke
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Inference on distribution functions under measurement error.
Adusumilli, Karun; Kurisu, Daisies; Otsu, Taisuke; Whang, Yoon-Jae
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Information theoretic approach to high dimensional multiplicative models:stochastic discount factor and treatment effect.
Qiu, Chen; Otsu, Taisuke
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Isotonic propensity score matching.
Xu, Mengshan; Otsu, Taisuke
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Jackknife empirical likelihood:small bandwidth, sparse network and high-dimension asymptotic.
Matsushita, Yukitoshi; Otsu, Taisuke
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Kolmogorov-Smirnov type test for generated variables.
Otsu, Taisuke; Taniguchi, Go
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Likelihood corrections for two-way models.
Jochmans, Koen; Otsu, Taisuke
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Likelihood inference on semiparametric models with generated regressors.
Matsushita, Yukitoshi; Otsu, Taisuke
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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
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Nonparametric estimation of additive models with errors-in-variables.
Dong, Hao; Otsu, Taisuke; Taylor, Luke
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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
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On linearization of nonparametric deconvolution estimators for repeated measurements model.
Kurisu, Daisuke; Otsu, Taisuke
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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
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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
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Relative error accurate statistic based on nonparametric likelihood.
Camponovo, Lorenzo; Matsushita, Yukitoshi; Otsu, Taisuke
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Reweighted nonparametric likelihood inference for linear functionals.
Adusumilli, Karun; Otsu, Taisuke; Qiu, Chen
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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
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Score estimation of monotone partially linear index model.
Xu, Mengshan; Otsu, Taisuke
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Second-order refinements for t-ratios with many instruments.
Matsushita, Yukitoshi; Otsu, Taisuke
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Specification testing for errors-in-variables models.
Otsu, Taisuke; Taylor, Luke
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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
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