Access Statistics for Taisuke Otsu

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Simple Test for Identification in GMM under Conditional Moment Restrictions 0 0 4 173 2 3 16 378
Asymptotics for maximum score method under general conditions 0 0 3 60 0 2 8 57
Average Derivative Estimation Under Measurement Error 10 28 56 56 10 19 41 41
Average derivative estimation under measurement error 1 1 1 1 0 0 0 0
Bootstrap inference of matching estimators for average treatment effects 0 0 0 19 1 2 5 317
Breakdown Point Theory for Implied Probability Bootstrap 0 0 0 48 0 0 2 239
Causal inference on regression discontinuity designs by high-dimensional methods 3 24 83 83 3 16 58 58
Empirical Likelihood for Nonparametric Additive Models 1 1 2 125 2 2 9 231
Empirical Likelihood for Random Sets 0 0 0 8 1 2 7 30
Empirical Likelihood for Regression Discontinuity Design 0 0 1 238 0 2 9 480
Empirical Likelihood for Regression Discontinuity Design 0 0 0 4 1 1 6 27
Empirical likelihood for high frequency data 7 9 30 132 9 14 59 179
Empirical likelihood for random sets 0 0 0 4 0 0 2 20
Empirical likelihood for random sets 0 0 0 0 0 1 3 3
Empirical likelihood for regression discontinuity design 0 0 0 3 0 1 7 36
Empirical likelihood for regression discontinuity design 0 0 0 5 0 1 5 22
Estimating Derivatives in Nonseparable Models with Limited Dependent Variables 0 0 0 60 0 1 5 205
Estimating Derivatives in Nonseparable Models with Limited Dependent Variables 0 0 0 109 0 0 3 312
Estimating Derivatives in Nonseparable Models with Limited Dependent Variables 0 1 1 128 0 1 3 300
Estimating Derivatives in Nonseparable Models with Limited Dependent Variables 0 0 0 22 0 1 4 124
Estimating derivatives in nonseparable models with limited dependent variables 0 1 1 41 0 1 2 158
Estimation and inference of discontinuity in density 0 0 1 1 0 0 6 10
Estimation of Nonseparable Models with Censored Dependent Variables and Endogenous Regressors 0 1 7 50 1 6 23 94
Estimation of nonseparable models with censored dependent variables and endogenous regressors 0 0 0 2 0 1 2 9
Hodges-Lehmann Optimality for Testing Moment 0 0 0 66 1 1 3 217
Inference on distribution functions under measurement error 4 14 31 80 8 26 59 118
Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect 18 22 71 134 23 32 118 195
Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators 0 0 1 77 2 2 4 141
Large Deviations of Realized Volatility 0 0 0 97 1 1 1 188
Likelihood Corrections for Two-way Models 0 0 1 1 0 1 4 4
Likelihood corrections for two-way models 0 2 24 65 6 12 60 80
Likelihood inference on semiparametric models with generated regressors 1 4 12 106 2 8 27 150
Likelihood inference on semiparametric models: Average derivative and treatment effect 0 0 1 84 0 2 10 88
Likelihood inference on semiparametric models: average derivative and treatment effect 0 1 4 4 0 0 5 5
Likelihood ratio inference for missing data models 0 3 40 40 1 6 40 40
Local GMM Estimation of Time Series Models with Conditional Moment Restrictions 0 0 1 268 0 0 8 743
Local M-estimation with discontinuous criterion for dependent and limited observations 2 2 4 108 2 3 7 166
Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators 0 0 1 59 0 1 4 150
Nonparametric Estimation of Additive Model With Errors-in-Variables 0 3 21 21 2 6 35 35
Nonparametric Estimation of Additive Model with Errors-in-Variables 3 7 41 41 6 13 51 51
Nonparametric Likelihood for Volatility Under High Frequency Data 0 0 0 13 1 2 8 11
Nonparametric instrumental regression with errors in variables 0 0 1 2 0 0 8 21
Nonparametric instrumental regression with errors in variables 0 0 0 24 7 16 56 383
Nonparametric likelihood for volatility under high frequency data 0 0 0 21 0 2 2 108
ON TESTABILITY OF COMPLEMENTARITY IN MODELS WITH MULTIPLE EQUILIBRIA 0 1 2 5 0 2 4 18
On Bartlett Correctability of Empirical Likelihood in Generalized Power Divergence Family 0 0 0 74 0 2 5 281
On Bartlett correctability of empirical likelihood in generalized power divergence family 0 0 0 0 0 1 4 5
Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit 0 2 2 75 0 3 4 194
Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit 0 1 1 35 0 1 5 139
Pooling data across markets in dynamic Markov games 0 1 1 14 1 2 6 21
Pooling data across markets in dynamic Markov games 0 0 0 10 0 0 4 106
Relative Error Accurate Statistic Based on Nonparametric Likelihood 0 1 2 4 2 5 8 12
Relative error accurate statistic based on nonparametric likelihood 2 5 14 34 4 13 38 69
Robust estimation of moment condition models with weakly dependent data 2 3 15 77 4 8 33 144
Robustness of Bootstrap in Instrumental Variable Regression 0 0 0 170 1 1 3 411
Robustness of bootstrap in instrumental variable regression 0 0 0 8 0 1 5 31
Robustness of bootstrap in instrumental variable regression 0 0 1 5 1 2 9 38
Robustness of bootstrap in instrumental variable regression 0 0 1 10 0 0 3 22
Robustness, Infinitesimal Neighborhoods, and Moment Restrictions 0 1 2 197 0 2 5 537
Score estimation of monotone partially linear index model 17 27 27 27 9 20 20 20
Second-order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions 0 0 0 107 0 2 3 288
Specification testing for errors-in-variables models 0 0 1 22 5 10 54 211
Testing Equilibrium Multiplicity in Dynamic Games 0 0 1 16 0 1 4 43
Testing for Equilibrium Multiplicity in Dynamic Markov Games 0 0 1 101 0 0 6 222
Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood 0 0 0 116 0 0 2 387
Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood 0 0 0 141 2 2 5 605
Total Working Papers 71 166 515 3,931 121 289 1,025 10,028


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bootstrap Inference of Matching Estimators for Average Treatment Effects 1 5 14 14 2 10 40 40
Breakdown point theory for implied probability bootstrap 0 1 1 25 0 3 8 117
Conditional empirical likelihood estimation and inference for quantile regression models 1 3 9 212 3 11 34 501
EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS 1 2 6 117 3 5 20 241
Effect of small-sample adjustments for Cox test under non-nested linear regression models 0 0 0 2 0 1 4 27
Empirical Likelihood for Random Sets 0 3 13 13 1 5 32 33
Empirical likelihood for regression discontinuity design 1 3 10 43 2 5 24 134
Estimating Derivatives in Nonseparable Models With Limited Dependent Variables 0 4 9 152 1 11 37 558
Estimation and Inference of Discontinuity in Density 0 0 3 78 0 1 20 199
Estimation of nonseparable models with censored dependent variables and endogenous regressors 0 0 0 0 0 3 3 3
GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION 1 3 14 218 6 12 47 555
Generalized Neyman–Pearson optimality of empirical likelihood for testing parameter hypotheses 0 0 1 57 1 1 10 160
Hodges–Lehmann optimality for testing moment conditions 1 1 2 32 2 2 4 130
Large deviation asymptotics for statistical treatment rules 1 2 4 66 1 2 11 174
Large deviations of generalized method of moments and empirical likelihood estimators 0 0 0 0 2 3 12 182
Large deviations of realized volatility 1 1 4 48 1 1 9 167
Likelihood Inference on Semiparametric Models: Average Derivative and Treatment Effect 0 2 11 11 2 5 25 25
Local GMM estimation of time series models with conditional moment restrictions 0 0 2 87 1 2 11 289
MATRIX ALGEBRA, by Karim M. Abadir and Jan R. Magnus, Cambridge University Press, 2005 6 13 46 589 10 32 129 1,467
Moderate deviations of generalized method of moments and empirical likelihood estimators 0 1 4 38 2 7 12 109
NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES 0 0 1 1 0 2 8 8
On Bahadur efficiency of empirical likelihood 1 2 7 87 5 9 23 245
On Bartlett correctability of empirical likelihood in generalized power divergence family 1 1 1 34 2 5 11 84
On testability of complementarity in models with multiple equilibria 0 0 13 107 0 7 52 359
Optimal comparison of misspecified moment restriction models under a chosen measure of fit 0 2 2 58 0 3 7 206
Penalized empirical likelihood estimation of semiparametric models 0 1 6 134 2 5 19 337
Pooling data across markets in dynamic Markov games 0 2 8 29 3 8 28 86
RESET for quantile regression 0 0 4 90 0 2 18 233
Robustness of Bootstrap in Instrumental Variable Regression 0 2 6 20 0 4 19 77
Robustness, Infinitesimal Neighborhoods, and Moment Restrictions 1 3 7 84 3 11 35 293
SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS 1 1 2 39 1 1 4 94
TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD 1 1 2 55 2 2 9 159
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood 1 1 4 64 2 3 9 279
Total Journal Articles 20 60 216 2,604 60 184 734 7,571


Statistics updated 2019-07-03