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Estimating density ratio of marginals to joint : applications to causal inference

Matsushita, Yukitoshi; Otsu, Taisuke; Takahata, Keisuke - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 2, pp. 467-481

Persistent link: https://www.econbiz.de/10014448247

Empirical likelihood inference for monotone index model

Otsu, Taisuke; Takahata, Keisuke; Xu, Mengshan - 2019

Persistent link: https://www.econbiz.de/10012172755

Nonparametric likelihood for volatility under high frequency data

Camponovo, Lorenzo; Matsushita, Yukitoshi; Otsu, Taisuke - 2015

Persistent link: https://www.econbiz.de/10011280125

Empirical likelihood for regression discontinuity design

Otsu, Taisuke; Xu, Ke-Li; Matsushita, Yukitoshi - 2014

Persistent link: https://www.econbiz.de/10010260044

Likelihood inference on semiparametric models with generated regressors

Matsushita, Yukitoshi; Otsu, Taisuke - 2016

Persistent link: https://www.econbiz.de/10011539701

Second-order refinement of empirical likelihood for testing overidentifying restrictions

Matsushita, Yukitoshi; Otsu, Taisuke - 2011

This paper studies second-order properties of the empirical likelihood overidentifying restriction test to check the validity of moment condition models. We show that the empirical likelihood test is Bartlett correctable and suggest second-order refinement methods for the test based on the...

Persistent link: https://www.econbiz.de/10008934002