Narrow search
Showing 1 - 10 of 264
Cover Image
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
Cover Image
Empirical likelihood inference for monotone index model
Otsu, Taisuke; Takahata, Keisuke; Xu, Mengshan - 2019
Persistent link: https://www.econbiz.de/10012172755
Cover Image
Nonparametric likelihood for volatility under high frequency data
Camponovo, Lorenzo; Matsushita, Yukitoshi; Otsu, Taisuke - 2015
Persistent link: https://www.econbiz.de/10011280125
Cover Image
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
Cover Image
Second-order refinement of empirical likelihood for testing overidentifying restrictions
Matsushita, Yukitoshi; Otsu, Taisuke - In: Econometric theory 29 (2013) 2, pp. 324-353
Persistent link: https://www.econbiz.de/10009760004
Cover Image
Empirical likelihood for regression discontinuity design
Otsu, Taisuke; Xu, Ke-Li; Matsushita, Yukitoshi - 2014
Persistent link: https://www.econbiz.de/10010260044
Cover Image
Estimation and inference of discontinuity in density
Otsu, Taisuke; Xu, Ke-li; Matsushita, Yukitoshi - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 507-524
Persistent link: https://www.econbiz.de/10010337854
Cover Image
Likelihood inference on semiparametric models with generated regressors
Matsushita, Yukitoshi; Otsu, Taisuke - 2016
Persistent link: https://www.econbiz.de/10011539701
Cover Image
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
Cover Image
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