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Nonparametric likelihood for volatility under high frequency data

Camponovo, Lorenzo; Matsushita, Yukitoshi; Otsu, Taisuke - 2015

Persistent link: https://www.econbiz.de/10011280125

Relative error accurate statistic based on nonparametric likelihood

Camponovo, Lorenzo; Matsushita, Yukitoshi; Otsu, Taisuke - In: Econometric theory 37 (2021) 6, pp. 1214-1237

Persistent link: https://www.econbiz.de/10012704810

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

Estimating Derivatives in Nonseparable Models with Limited Dependent Variables

Altonji, Joseph G.; Otsu, Taisuke; Ichimura, Hidehiko - 2008

We present a simple way to estimate the effects of changes in a vector of observable variables X on a limited dependent variable Y when Y is a general nonseparable function of X and unobservables. We treat models in which Y is censored from above or below or potentially from both. The basic idea...

Persistent link: https://www.econbiz.de/10014216569

Nonparametric estimation of additive models with errors-in-variables

Dong, Hao; Otsu, Taisuke; Taylor, Luke - In: Econometric reviews 41 (2022) 10, pp. 1164-1204

Persistent link: https://www.econbiz.de/10013490701

Regression discontinuity design with potentially many covariates

Arai, Yoichi; Otsu, Taisuke; Seo, Myung Hwan - 2022

Persistent link: https://www.econbiz.de/10014430086

Nonparametric causal inference with functional covariates

Kurisu, Daisuke; Otsu, Taisuke; Xu, Mengshan - 2023

Persistent link: https://www.econbiz.de/10014430124

Causal inference with auxiliary observations

Ota, Yuta; Hoshino, Takahiro; Otsu, Taisuke - 2024

Persistent link: https://www.econbiz.de/10015154525

Estimating Derivatives in Nonseparable Models with Limited Dependent Variables

Altonji, Joseph G. - 2011

We present a simple way to estimate the effects of changes in a vector of observable variables X on a limited dependent variable Y when Y is a general nonseparable function of X and unobservables, and X is independent of the unobservables. We treat models in which Y is censored from above,...

Persistent link: https://www.econbiz.de/10013125741