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Breakdown point theory for implied probability bootstrap
Camponovo, Lorenzo; Otsu, Taisuke - In: The econometrics journal 15 (2012) 1, pp. 32-55
Persistent link: https://www.econbiz.de/10009520549
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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
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Breakdown point theory for implied probability bootstrap
Camponovo, Lorenzo; Otsu, Taisuke - In: The econometrics journal 15 (2012) 1, pp. 32-56
Persistent link: https://www.econbiz.de/10009833424
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Equilibrium multiplicity in dynamic games : testing and estimation
Otsu, Taisuke; Pesendorfer, Martin - In: The econometrics journal 26 (2023) 1, pp. C26-C42
Persistent link: https://www.econbiz.de/10013543266
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Asymptotic refinements of nonparametric bootstrap for quasi-likelihood ratio tests for classes of extremum estimators
Camponovo, Lorenzo - In: The econometrics journal 19 (2016) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10011487564
Cover Image
Large deviations of generalized method of moments and empirical likelihood estimators
Otsu, Taisuke - In: The econometrics journal 14 (2011) 2, pp. 321-330
Persistent link: https://www.econbiz.de/10009136246