• 204 引用
  • 8 h指数
20052019
Pureに変更を加えた場合、すぐここに表示されます。

研究成果 2005 2019

  • 204 引用
  • 8 h指数
  • 35 Article
  • 2 Comment/debate
  • 1 Conference contribution
  • 1 Review article
2019

Empirical likelihood for high frequency data

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

研究成果: Article

High-frequency Data
Empirical Likelihood
Statistic
statistics
Infill Asymptotics
Endogenous regressors
Estimator
Nonseparable models
Control function
Asymptotic properties

Inference on distribution functions under measurement error

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

研究成果: Article

Measurement error
Distribution function
Inference
Approximation
Bootstrap

Likelihood corrections for two-way models

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

研究成果: Article

Likelihood
Profile Likelihood
Point Estimation
Fixed Effects
Unbiased estimator
2018

Likelihood Inference on Semiparametric Models: Average Derivative and Treatment Effect

Matsushita, Y. & Otsu, T., 2018 6 1, : : Japanese Economic Review. 69, 2, p. 133-155 23 p.

研究成果: Article

Derivatives
Treatment effects
Semiparametric model
Empirical likelihood
Inference
4 引用 (Scopus)
M-estimation
Estimator
Dependent
Cube root
Dependent Observations

Nonparametric Instrumental Regression with Errors in Variables

Adusumilli, K. & Otsu, T., 2018 12 1, : : Econometric Theory. 34, 6, p. 1256-1280 25 p.

研究成果: Article

regression
Errors in variables
Measurement error
Estimator
Rate of convergence
2017
6 引用 (Scopus)
Average Treatment Effect
Weighted Bootstrap
Bootstrap
Estimator
Valid

Empirical Likelihood for Random Sets

Adusumilli, K. & Otsu, T., 2017 7 3, : : Journal of the American Statistical Association. 112, 519, p. 1064-1075 12 p.

研究成果: Article

Empirical Likelihood
Random Sets
Support Function
Tumor Growth
Brackets
2016
5 引用 (Scopus)

Pooling data across markets in dynamic Markov games

Otsu, T., Pesendorfer, M. & Takahashi, Y., 2016 7 1, : : Quantitative Economics. 7, 2, p. 523-559 37 p.

研究成果: Article

公開
Market data
Pooling
Homogeneity
Poolability
Transition probability
2015
10 引用 (Scopus)

Empirical likelihood for regression discontinuity design

Otsu, T., Xu, K. L. & Matsushita, Y., 2015 5 1, : : Journal of Econometrics. 186, 1, p. 94-112 19 p.

研究成果: Article

Empirical likelihood
Regression discontinuity design
Inference
Statistics
Confidence set
1 引用 (Scopus)

Robustness of Bootstrap in Instrumental Variable Regression

Camponovo, L. & Otsu, T., 2015 3 7, : : Econometric Reviews. 34, 3, p. 352-393 42 p.

研究成果: Article

Instrumental variables regression
Bootstrap
Robustness
Statistics
Outliers
2014
4 引用 (Scopus)
Power Divergence
Empirical Likelihood
Nonparametric Likelihood
Family
Empirical likelihood
2013
1 引用 (Scopus)
公開
Realized Volatility
Random processes
Large Deviations
Stochastic Processes
14 引用 (Scopus)

Estimation and inference of discontinuity in density

Otsu, T., Xu, K. L. & Matsushita, Y., 2013 1 1, : : Journal of Business and Economic Statistics. 31, 4, p. 507-524 18 p.

研究成果: Article

Confidence Set
Discontinuity
confidence
Density Function
Binning

On testability of complementarity in models with multiple equilibria

Rai, Y. & Otsu, T., 2013 7 1, : : Economics Letters. 120, 1, p. 79-82 4 p.

研究成果: Article

Multiple equilibria
Complementarity
Testability
Quantile
14 引用 (Scopus)

Robustness, infinitesimal neighborhoods, and moment restrictions

Kitamura, Y., Otsu, T. & Evdokimov, K., 2013 5 1, : : Econometrica. 81, 3, p. 1185-1201 17 p.

研究成果: Article

Robustness
Deviation
Perturbation
Measurement error
Estimator
6 引用 (Scopus)

Second-order refinement of empirical likelihood for testing overidentifying restrictions

Matsushita, Y. & Otsu, T., 2013 4 1, : : Econometric Theory. 29, 2, p. 324-353 30 p.

研究成果: Article

hypothesis testing
supplement
simulation
Testing
Empirical likelihood
2012
1 引用 (Scopus)

A simple test for identification in GMM under conditional moment restrictions

Bravo, F., Escanciano, J. C. & Otsu, T., 2012 12 1, Essays in Honor of Jerry Hausman. Baltagi, B., Hill, C., Newey, W. & White, H. (版). p. 455-477 23 p. 17072664. (Advances in Econometrics; 巻数 29).

研究成果: Conference contribution

Conditional moment restrictions
Estimator
Limiting distribution
Sample size
Monte Carlo experiment
4 引用 (Scopus)

Breakdown point theory for implied probability bootstrap

Camponovo, L. & Otsu, T., 2012 2 1, : : Econometrics Journal. 15, 1, p. 32-55 24 p.

研究成果: Article

Bootstrap
Breakdown
Outliers
Quantile
Simulation study
9 引用 (Scopus)

Estimating Derivatives in Nonseparable Models With Limited Dependent Variables

Altonji, J. G., Ichimura, H. & Otsu, T., 2012 7 1, : : Econometrica. 80, 4, p. 1701-1719 19 p.

研究成果: Comment/debate

Derivatives
Nonseparable models
Limited dependent variables
Semiparametric estimators
Panel data
3 引用 (Scopus)

Hodges-Lehmann optimality for testing moment conditions

Canay, I. A. & Otsu, T., 2012 11 1, : : Journal of Econometrics. 171, 1, p. 45-53 9 p.

研究成果: Article

Moment Conditions
Method of moments
Optimality
Testing
Empirical Likelihood
4 引用 (Scopus)

Large deviations of realized volatility

Kanaya, S. & Otsu, T., 2012 1 1, : : Stochastic Processes and their Applications. 122, 2, p. 546-581 36 p.

研究成果: Article

公開
Realized Volatility
Moderate Deviations
Large Deviations
High-frequency Data
Statistics
3 引用 (Scopus)

Local GMM estimation of time series models with conditional moment restrictions

Gospodinov, N. & Otsu, T., 2012 10 1, : : Journal of Econometrics. 170, 2, p. 476-490 15 p.

研究成果: Article

Generalized Method of Moments
Conditional Moments
Moment Estimator
Time Series Models
Method of moments
3 引用 (Scopus)
Restriction
Moment
One-sided test
Local Power
Type II error
3 引用 (Scopus)

Testing for non-nested conditional moment restrictions using unconditional empirical likelihood

Otsu, T., Seo, M. H. & Whang, Y. J., 2012 4 1, : : Journal of Econometrics. 167, 2, p. 370-382 13 p.

研究成果: Article

Conditional moment restrictions
Empirical likelihood
Testing
Generalized empirical likelihood
Encompassing
2011
12 引用 (Scopus)
normality
regression
efficiency
Conditional moment restrictions
Empirical likelihood
Empirical likelihood
Estimator
Large deviations
Generalized method of moments
Deviation
4 引用 (Scopus)
公開
Generalized Method of Moments
Moderate Deviations
Empirical Likelihood
Method of moments
Estimating Equation
6 引用 (Scopus)

Testing for nonnested conditional moment restrictions via conditional empirical likelihood

Otsu, T. & Whang, Y. J., 2011 2 1, : : Econometric Theory. 27, 1, p. 114-153 40 p.

研究成果: Article

global power
Conditional moment restrictions
Empirical likelihood
Testing
Non-nested tests
2010
8 引用 (Scopus)

On Bahadur efficiency of empirical likelihood

Otsu, T., 2010 8 1, : : Journal of Econometrics. 157, 2, p. 248-256 9 p.

研究成果: Article

Bahadur Efficiency
Empirical Likelihood
Moment Conditions
Testing
p-Value
2009
2 引用 (Scopus)
Empirical Likelihood
Optimality
Testing
Alternatives
Type II error
2 引用 (Scopus)

RESET for quantile regression

Otsu, T., 2009 8 1, : : Test. 18, 2, p. 381-391 11 p.

研究成果: Article

Quantile Regression
Specification Test
Regression
Specification
Non-parametric test
2008
29 引用 (Scopus)
Quantile regression
Empirical likelihood
Likelihood estimation
Inference
Regression model

Large deviation asymptotics for statistical treatment rules

Otsu, T., 2008 10 1, : : Economics Letters. 101, 1, p. 53-56 4 p.

研究成果: Article

Large deviations
Assignment problem
Optimality
Minimax
7 引用 (Scopus)
Optimal Experimental Design
Semiparametric Model
Optimality Criteria
Design of experiments
Regression Model
2007
9 引用 (Scopus)
公開
Penalized Likelihood
Empirical Likelihood
Semiparametric Model
Estimator
Conditional Likelihood
2006
30 引用 (Scopus)
time series
statistics
Time series models
Generalized empirical likelihood
Inference
2005
公開
Normality Test
Laplace Distribution
Normality
Test Statistic
Non-nested Hypotheses