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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.

  • 2 Similar Profiles
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

  • 204 Citations
  • 8 h-Index
  • 35 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
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
Nonseparable models
Control function
Asymptotic properties

Inference on distribution functions under measurement error

Adusumilli, K., Kurisu, D., Otsu, T. & Whang, Y. J., 2019 Jan 1, (Accepted/In press) In : Journal of Econometrics.

Research output: Contribution to journalArticle

Measurement error
Distribution function

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

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

Treatment effects
Semiparametric model
Empirical likelihood