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~isPartOf:"Econometric theory"
~person:"Deo, Rohit S."
~person:"Otsu, Taisuke"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regression analysis"
~subject:"Statistischer Test"
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Deo, Rohit S.
Otsu, Taisuke
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17
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1
Average derivative estimation under measurement error
Dong, Hao
;
Otsu, Taisuke
;
Taylor, Luke
- In:
Econometric theory
37
(
2021
)
5
,
pp. 1004-1033
Persistent link: https://www.econbiz.de/10012656392
Saved in:
2
Nonparametric instrumental regression with errors in variables
Adusumilli, Karun
;
Otsu, Taisuke
- In:
Econometric theory
34
(
2018
)
6
,
pp. 1256-1280
Persistent link: https://www.econbiz.de/10012038060
Saved in:
3
Relative error accurate statistic based on nonparametric likelihood
Camponovo, Lorenzo
;
Matsushita, Yukitoshi
;
Otsu, Taisuke
- In:
Econometric theory
37
(
2021
)
6
,
pp. 1214-1237
Persistent link: https://www.econbiz.de/10012704810
Saved in:
4
Testing for nonnested conditional moment restrictions via conditional empirical likelihood
Otsu, Taisuke
;
Whang, Yoon-jae
- In:
Econometric theory
27
(
2011
)
1
,
pp. 114-153
Persistent link: https://www.econbiz.de/10009127140
Saved in:
5
Empirical likelihood estimation of conditional moment restriction models with unknown functions
Otsu, Taisuke
- In:
Econometric theory
27
(
2011
)
1
,
pp. 8-46
Persistent link: https://www.econbiz.de/10009127145
Saved in:
6
Bias reduction and likelihood-based almost exactly sized hypothesis testing in predictive regressions using the restricted likelihood
Chen, Willa W.
;
Deo, Rohit S.
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1143-119
Persistent link: https://www.econbiz.de/10003885740
Saved in:
7
A generalized portmanteau goodness-of-fit test for time series models
Chen, Willa W.
;
Deo, Rohit S.
- In:
Econometric theory
20
(
2004
)
2
,
pp. 382-416
Persistent link: https://www.econbiz.de/10001988207
Saved in:
8
On the asymptotic power of the variance ratio test
Deo, Rohit S.
;
Richardson, Matthew
- In:
Econometric theory
19
(
2003
)
2
,
pp. 231-239
Persistent link: https://www.econbiz.de/10001743397
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