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Regression discontinuity design with potentially many covariates
Arai, Yoichi; Otsu, Taisuke; Seo, Myung Hwan - 2021
Persistent link: https://www.econbiz.de/10014311627
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Large Deviations of Realized Volatility
Kanaya, Shin; Otsu, Taisuke - Cowles Foundation for Research in Economics, Yale University - 2011
This paper studies large and moderate deviation properties of a realized volatility statistic of high frequency financial data. We establish a large deviation principle for the realized volatility when the number of high frequency observations in a fixed time interval increases to infinity. Our...
Persistent link: https://www.econbiz.de/10009003656
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ON TESTABILITY OF COMPLEMENTARITY IN MODELS WITH MULTIPLE EQUILIBRIA
Otsu, Taisuke; Rai, Yoshiyasu - Suntory and Toyota International Centres for Economics … - 2013
weaker version of their tail condition without complementarity, and on the other hand, a slightly stronger version of … complementarity implies their testable implications without the tail condition. …
Persistent link: https://www.econbiz.de/10010658811
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On testability of complementarity in models with multiple equilibria
Rai, Yoshiyasu; Otsu, Taisuke - In: Economics Letters 120 (2013) 1, pp. 79-82
weaker version of their tail condition without complementarity, and on the other hand, a slightly stronger version of … complementarity implies their testable implications without the tail condition. …
Persistent link: https://www.econbiz.de/10010665689
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ON TESTABILITY OF COMPLEMENTARITY IN MODELS WITH MULTIPLE EQUILIBRIA
Otsu, Taisuke; Rai, Yoshiyasu - Suntory and Toyota International Centres for Economics … - 2013
weaker version of their tail condition without complementarity, and on the other hand, a slightly stronger version of … complementarity implies their testable implications without the tail condition. …
Persistent link: https://www.econbiz.de/10010607593
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Robustness, Infinitesimal Neighborhoods, and Moment Restrictions
Kitamura, Yuichi; Otsu, Taisuke; Evdokimov, Kirill - Cowles Foundation for Research in Economics, Yale University - 2009
a computationally convenient estimator that achieves optimal minimax robust properties. It is semiparametrically …
Persistent link: https://www.econbiz.de/10004963477
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Large Deviations of Realized Volatility
Kanaya, Shin; Otsu, Taisuke - 2011
This paper studies large and moderate deviation properties of a realized volatility statistic of high frequency financial data. We establish a large deviation principle for the realized volatility when the number of high frequency observations in a fixed time interval increases to infinity. Our...
Persistent link: https://www.econbiz.de/10014182566
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Specification testing for errors-in-vatiables models
Otsu, Taisuke; Taylor, Luke - 2016
Persistent link: https://www.econbiz.de/10011539700
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Likelihood inference on semiparametric models with generated regressors
Matsushita, Yukitoshi; Otsu, Taisuke - 2016
Persistent link: https://www.econbiz.de/10011539701
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Empirical likelihood for regression discontinuity design
Otsu, Taisuke; Xu, Ke-Li; Matsushita, Yukitoshi - In: Journal of econometrics 186 (2015) 1, pp. 94-112
Persistent link: https://www.econbiz.de/10011349543