Similar Search Results

On testability of complementarity in models with multiple equilibria

Rai, Yoshiyasu; Otsu, Taisuke - In: Economics letters 120 (2013) 1, pp. 79-82

Persistent link: https://www.econbiz.de/10009760464

Bootstrap inference of matching estimators for average treatment effects

Otsu, Taisuke; Rai, Yoshiyasu - 2015

Persistent link: https://www.econbiz.de/10011280126

Effect of small-sample adjustment for Cox test under non-nested linear regression models

Otsu, Taisuke (contributor) - In: Economics bulletin : EB (2004)

Persistent link: https://www.econbiz.de/10003071913

On Bahadur efficiency of empirical likelihood

Otsu, Taisuke - In: Journal of econometrics 157 (2010) 2, pp. 248-256

Persistent link: https://www.econbiz.de/10008663033

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

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

Large deviation asymptotics for statistical treatment rules

Otsu, Taisuke - In: Economics letters 101 (2008) 1, pp. 53-56

Persistent link: https://www.econbiz.de/10003787463

Conditional empirical likelihood estimation and inference for quantile regression models

Otsu, Taisuke - In: Journal of econometrics 142 (2008) 1, pp. 508-538

Persistent link: https://www.econbiz.de/10003608213

Generalized empirical likelihood inference for nonlinear and time series models under weak identification

Otsu, Taisuke - In: Econometric theory 22 (2006) 3, pp. 513-527

Persistent link: https://www.econbiz.de/10003307495

Large Deviations of Realized Volatility

Kanaya, Shin; Otsu, Taisuke - 2011

This paper studies large and moderate deviation properties of a realized volatility statistic of high frequency financial data. We establish a large deviation principle for the realized volatility when the number of high frequency observations in a fixed time interval increases to infinity. Our...

Persistent link: https://www.econbiz.de/10014182566