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On using linear quantile regressions for causal inference
Kato, Ryutah; Sasaki, Yuya - In: Econometric theory 33 (2017) 3, pp. 664-690
Persistent link: https://www.econbiz.de/10011810181
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Identification of paired nonseparable measurement error models
Hu, Yingyao; Sasaki, Yuya - In: Econometric theory 33 (2017) 4, pp. 955-979
Persistent link: https://www.econbiz.de/10011810222
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Quantile treatment effects in regression kink designs
Chen, Heng; Chiang, Harold D.; Sasaki, Yuya - In: Econometric theory 36 (2020) 6, pp. 1167-1191
Persistent link: https://www.econbiz.de/10012404097
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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
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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
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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
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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