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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

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

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

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

Otsu, Taisuke (contributor); Seo, Myung Hwan (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003767429

Testing for non-nested conditional moment restrictions via conditional empirical likelihood

Otsu, Taisuke (contributor); Whang, Yoon-jae (contributor) - 2005

Persistent link: https://www.econbiz.de/10003468414

Large deviations of generalized method of moments and empirical likelihood estimators

Otsu, Taisuke - 2011

This paper studies large deviation properties of the generalized method of moments and generalized empirical likelihood estimators for moment restriction models. We consider two cases for the data generating probability measure: the model assumption and local deviations from the model...

Persistent link: https://www.econbiz.de/10008903423

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

Estimation and inference of discontinuity in density

Otsu, Taisuke; Xu, Ke-li; Matsushita, Yukitoshi - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 4, pp. 507-524

Persistent link: https://www.econbiz.de/10010337854

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