Yuichi Kitamura

Yale University - Cowles Foundation

Box 208281

New Haven, CT 06520-8281

United States

  • Yale University - Cowles Foundation

SCHOLARLY PAPERS

11

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87

Scholarly Papers (11)

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1.

Empirical Likelihood Methods in Econometrics: Theory and Practice

Cowles Foundation Discussion Paper No. 1569
Number of pages: 67 Posted: 19 Jul 2006
Yuichi Kitamura
Yale University - Cowles Foundation
Downloads 986 (47,323)
Citation 2

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Convex analysis, Empirical distribution, GNP-optimality, Large deviation principle, Moment restriction models, Nonparametric test, NPMLE, Semiparametric efficiency, Weak dependence

2.

Partial Identification of Finite Mixtures in Econometric Models

Cowles Foundation Discussion Paper No. 1767
Number of pages: 32 Posted: 03 Sep 2010 Last Revised: 08 Jan 2013
Marc Henry, Yuichi Kitamura and Bernard Salanie
Pennsylvania State University, Yale University - Cowles Foundation and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 376 (159,686)
Citation 12

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Exclusion restriction, Misclassified regressors, Nonparametric identification

3.

Connections between Entropic and Linear Projections in Asset Pricing Estimation

Downloads 324 (187,786)
Citation 6

Connections between Entropic and Linear Projections in Asset Pricing Estimation

Number of pages: 16 Posted: 16 Mar 2002
Michael J. Stutzer and Yuichi Kitamura
University of Colorado at Boulder - Leeds School of Business and Yale University - Cowles Foundation
Downloads 324 (186,303)
Citation 6

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Entropy, Information, Large deviations, GMM, stochastic discount factor

Connections between Entropic and Linear Projections in Asset Pricing Estimation

Posted: 26 Mar 2002
Michael J. Stutzer and Yuichi Kitamura
University of Colorado at Boulder - Leeds School of Business and Yale University - Cowles Foundation

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Entropy, Information, Large deviations, GMM, stochastic discount factor

4.

Nonparametric Analysis of Random Utility Models: Testing

Cowles Foundation Discussion Paper No. 1902
Number of pages: 48 Posted: 30 Jul 2013
Yuichi Kitamura and Jörg Stoye
Yale University - Cowles Foundation and Cornell University - Department of Economics
Downloads 213 (286,500)
Citation 6

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Stochastic rationality

5.

Nonparametric Estimation in Random Coefficients Binary Choice Models

Cowles Foundation Discussion Paper No. 1721
Number of pages: 51 Posted: 23 Aug 2009
Eric Gautier and Yuichi Kitamura
ENSAE ParisTech - CREST and Yale University - Cowles Foundation
Downloads 182 (331,059)
Citation 21

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inverse problems, discrete choice models

6.

Revealed Price Preference: Theory and Stochastic Testing

Cowles Foundation Discussion Paper No. 2087
Number of pages: 38 Posted: 18 May 2017
Rahul Deb, Yuichi Kitamura, John Kim-Ho Quah and Jörg Stoye
University of Toronto, Yale University - Cowles Foundation, University of Oxford - Department of Economics and Cornell University - Department of Economics
Downloads 158 (374,167)
Citation 4

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7.

Robustness, Infinitesimal Neighborhoods, and Moment Restrictions

Cowles Foundation Discussion Paper No. 1720
Number of pages: 40 Posted: 23 Aug 2009
Yuichi Kitamura, Taisuke Otsu and Kirill Evdokimov
Yale University - Cowles Foundation, Yale University - Cowles Foundation and Yale University - Department of Economics
Downloads 133 (429,988)
Citation 12

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asymptotic minimax theorem, Hellinger distance, semiparametric efficiency

8.

Partial Identification and Inference for Dynamic Models and Counterfactuals

Downloads 95 (480,761)

Partial Identification and Inference for Dynamic Models and Counterfactuals

Cowles Foundation Discussion Paper No. 2221, February 2020
Number of pages: 63 Posted: 11 Feb 2020
Myrto Kalouptsidi, Yuichi Kitamura, Lucas Lima and Eduardo Souza-Rodrigues
Harvard University - Department of Economics, Yale University - Cowles Foundation, Harvard University and University of Toronto
Downloads 95 (555,636)

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Dynamic Discrete Choice, Counterfactual, Partial Identification, Subsampling, Uniform Inference, Structural Model

9.

On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions

Cowles Foundation Discussion Paper No. 1722
Number of pages: 32 Posted: 23 Aug 2009
Yuichi Kitamura, Andres Santos and Azeem Shaikh
Yale University - Cowles Foundation, University of California, San Diego (UCSD) - Department of Economics and University of Chicago
Downloads 107 (506,894)
Citation 15

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empirical likelihood, large deviations, Hoeffding optimality, moment restrictions

10.

Unobserved Heterogeneity in Auctions

Cowles Foundation Discussion Paper No. 2141
Number of pages: 31 Posted: 27 Aug 2018
Philip A. Haile and Yuichi Kitamura
Yale University - Department of Economics and Yale University - Cowles Foundation
Downloads 92 (561,450)
Citation 9

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Nonparametric identification, Control function, Measurement error, Finite mixture, Quasi-control function

11.

An Information-Theoretic Alternative to Generalized Method of Moments Estimation

Posted: 04 Feb 1998
Michael J. Stutzer and Yuichi Kitamura
University of Colorado at Boulder - Leeds School of Business and Yale University - Cowles Foundation

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