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~person:"Otsu, Taisuke"
~subject:"Method of moments"
~type:"article"
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Method of moments
Momentenmethode
10
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5
Theory
5
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4
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4
Conditional moment restriction
2
Nichtparametrisches Verfahren
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Generalized method of moments
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Higher-order expansion
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Otsu, Taisuke
Lee, Lung-fei
26
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19
Renault, Eric
15
Hook, Law Siong
14
Van Bon Nguyen
14
Andrews, Donald W. K.
13
Sarafidis, Vasilis
13
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12
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10
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9
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8
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8
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8
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8
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8
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8
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8
Hsiao, Cheng
8
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8
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7
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7
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7
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1
Inference on conditional moment restriction models with generated variables
Kimoto, Ryo
;
Otsu, Taisuke
- In:
Economics letters
215
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013448196
Saved in:
2
Inference on incomplete information games with multi-dimensional actions
Tomiyama, Hideyuki
;
Otsu, Taisuke
- In:
Economics letters
215
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013448191
Saved in:
3
Sample sensitivity for two-step and continuous updating
GMM
estimators
Onishi, Rikuto
;
Otsu, Taisuke
- In:
Economics letters
198
(
2021
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012605790
Saved in:
4
A simple test for identification in
GMM
under conditional moment restrictions
Bravo, Francesco
;
Escanciano, Juan Carlos
;
Otsu, Taisuke
- In:
Essays in honor of Jerry Hausman
,
(pp. 455-477)
.
2012
Persistent link: https://www.econbiz.de/10009709129
Saved in:
5
Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
Otsu, Taisuke
;
Seo, Myung Hwan
;
Whang, Yoon-jae
- In:
Journal of econometrics
167
(
2012
)
2
,
pp. 370-382
Persistent link: https://www.econbiz.de/10009612875
Saved in:
6
Optimal comparison of misspecified moment restriction models under a chosen measure of fit
Marmer, Vadim
;
Otsu, Taisuke
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 538-550
Persistent link: https://www.econbiz.de/10009686762
Saved in:
7
Local
GMM
estimation of time series models with conditional moment restrictions
Gospodinov, Nikolaj
;
Otsu, Taisuke
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 476-490
Persistent link: https://www.econbiz.de/10009686775
Saved in:
8
Large deviations of generalized method of moments and empirical likelihood estimators
Otsu, Taisuke
- In:
The econometrics journal
14
(
2011
)
2
,
pp. 321-329
Persistent link: https://www.econbiz.de/10009382621
Saved in:
9
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
Saved in:
10
Empirical likelihood estimation of conditional moment restriction models with unknown functions
Otsu, Taisuke
- In:
Econometric theory
27
(
2011
)
1
,
pp. 8-46
Persistent link: https://www.econbiz.de/10009127145
Saved in:
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