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Fingerprint Dive into the research topics where Taisuke Otsu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Empirical Likelihood Mathematics
Estimator Mathematics
Realized Volatility Mathematics
Generalized Method of Moments Mathematics
Moderate Deviations Mathematics
High-frequency Data Mathematics
Semiparametric Model Mathematics
Large Deviations Mathematics

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Research Output 2005 2019

  • 194 Citations
  • 8 h-Index
  • 34 Article
  • 2 Comment/debate
  • 1 Conference contribution
  • 1 Review article

Empirical likelihood for high frequency data

Camponovo, L., Matsushita, Y. & Otsu, T., 2019 Jan 1, In : Journal of Business and Economic Statistics.

Research output: Contribution to journalArticle

High-frequency Data
Empirical Likelihood
Statistic
statistics
Infill Asymptotics

Estimation of nonseparable models with censored dependent variables and endogenous regressors

Taylor, L. & Otsu, T., 2019 Jan 2, In : Econometric Reviews. 38, 1, p. 4-24 21 p.

Research output: Contribution to journalArticle

Endogenous regressors
Estimator
Nonseparable models
Control function
Asymptotic properties

Likelihood corrections for two-way models

Jochmans, K. & Otsu, T., 2019 Jan 1, In : Annals of Economics and Statistics. 134, p. 227-242 16 p.

Research output: Contribution to journalArticle

Likelihood
Profile Likelihood
Point Estimation
Fixed Effects
Unbiased estimator

Likelihood Inference on Semiparametric Models: Average Derivative and Treatment Effect

Matsushita, Y. & Otsu, T., 2018 Jun 1, In : Japanese Economic Review. 69, 2, p. 133-155 23 p.

Research output: Contribution to journalArticle

Derivatives
Treatment effects
Semiparametric model
Empirical likelihood
Inference
3 Citations (Scopus)

Local m-estimation with discontinuous criterion for dependent and limited observations

Seo, M. H. & Otsu, T., 2018 Feb 1, In : Annals of Statistics. 46, 1, p. 344-369 26 p.

Research output: Contribution to journalArticle

M-estimation
Estimator
Dependent
Cube root
Dependent Observations