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

Matsushita, Yukitoshi; Otsu, Taisuke; Takahata, Keisuke - 2022

Persistent link: https://www.econbiz.de/10012806699

Bandwidth selection for nonparametric regression with errors-in-variables

Dong, Hao; Otsu, Taisuke; Taylor, Luke - 2022

Persistent link: https://www.econbiz.de/10012806700

Information theoretic approach to high-dimensional multiplicative models : stochastic discount factor and treatment effect

Qiu, Chen; Otsu, Taisuke - In: Quantitative economics : QE ; journal of the … 13 (2022) 1, pp. 63-94

This paper is concerned with estimation of functionals of a latent weight function that satisfies possibly high‐dimensional multiplicative moment conditions. Main examples are functionals of stochastic discount factors in asset pricing, missing data problems, and treatment effects. We propose...

Persistent link: https://www.econbiz.de/10012807732

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

Inference on distribution functions under measurement error

Adusumilli, Karun; Kurisu, Daisuke; Otsu, Taisuke; … - In: Journal of econometrics 215 (2020) 1, pp. 131-164

Persistent link: https://www.econbiz.de/10012439434

Conditional GMM estimation for gravity models

Nishihata, Masaya; Otsu, Taisuke - 2019

Persistent link: https://www.econbiz.de/10012127331

Likelihood corrections for two-way models

Jochmans, Koen; Otsu, Taisuke - In: Annals of economics and statistics 134 (2019), pp. 227-242

Persistent link: https://www.econbiz.de/10012306003

Likelihood inference on semiparametric models with generated regressors

Matsushita, Yukitoshi; Otsu, Taisuke - In: Econometric theory 36 (2020) 4, pp. 626-657

Persistent link: https://www.econbiz.de/10012258414

Likelihood inference on semiparametric models : average derivative and treatment effect

Matsushita, Yukitoshi; Otsu, Taisuke - 2017

Persistent link: https://www.econbiz.de/10011672027

Pooling data across markets in dynamic Markov games

Otsu, Taisuke; Pesendorfer, Martin; Takahashi, Yuya - In: Quantitative economics : QE ; journal of the … 7 (2016) 2, pp. 523-559

Persistent link: https://www.econbiz.de/10011612092