Taisuke Otsu

Yale University - Cowles Foundation

Box 208281

New Haven, CT 06520-8281

United States

SCHOLARLY PAPERS

20

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798

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12

CROSSREF CITATIONS

25

Scholarly Papers (20)

Estimating Derivatives in Nonseparable Models with Limited Dependent Variables

Cowles Foundation Discussion Paper No. 1668
Number of pages: 42 Posted: 15 Jul 2008 Last Revised: 20 Jul 2008
Yale University - Economic Growth Center, Yale University - Cowles Foundation and Graduate School of Economics, University of Tokyo
Downloads 61 (414,207)

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Censored regression, Nonseparable models, Endogenous regressors, Tobit, Extreme quantiles

Estimating Derivatives in Nonseparable Models with Limited Dependent Variables

Cowles Foundation Discussion Paper No. 1668R
Number of pages: 21 Posted: 13 May 2011
Yale University - Economic Growth Center, Graduate School of Economics, University of Tokyo and Yale University - Cowles Foundation
Downloads 54 (439,996)
Citation 1

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Censored regression, Nonseparable models, Endogenous regressors, Tobit, Extreme quantiles

Estimating Derivatives in Nonseparable Models with Limited Dependent Variables

NBER Working Paper No. w14161
Number of pages: 41 Posted: 16 Jul 2008 Last Revised: 12 Sep 2010
Yale University - Economic Growth Center, Graduate School of Economics, University of Tokyo and Yale University - Cowles Foundation
Downloads 19 (628,692)

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2.

Empirical Likelihood for Regression Discontinuity Design

Cowles Foundation Discussion Paper No. 1799
Number of pages: 37 Posted: 18 May 2011
Taisuke Otsu and Ke-Li Xu
Yale University - Cowles Foundation and Indiana University Bloomington
Downloads 77 (360,665)
Citation 3

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Empirical likelihood, Nonparametric methods, Regression discontinuity design, Treatment effect

3.

Testing for Non-Nested Conditional Moment Restrictions Via Conditional Empirical Likelihood

Cowles Foundation Discussion Paper No. 1533
Number of pages: 35 Posted: 20 Sep 2005
Taisuke Otsu and Yoon-Jae Whang
Yale University - Cowles Foundation and Seoul National University - School of Economics
Downloads 70 (380,326)

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Empirical likelihood, Non-nested tests, Encompassing tests, Cox-type tests, Conditional moment restrictions

4.

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 69 (383,333)
Citation 12

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asymptotic minimax theorem, Hellinger distance, semiparametric efficiency

5.

A Simple Test for Identification in GMM Under Conditional Moment Restrictions

Cowles Foundation Discussion Paper No. 1790
Number of pages: 21 Posted: 02 Apr 2011
University of York - Department of Economics and Related Studies, Universidad Carlos III de Madrid and Yale University - Cowles Foundation
Downloads 48 (455,534)

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Conditional moment restrictions, Generalized method of moments, Global identification, Hausman test, Asset pricing

6.

Large Deviations of Realized Volatility

Cowles Foundation Discussion Paper No. 1798
Number of pages: 38 Posted: 13 May 2011
Shin Kanaya and Taisuke Otsu
Aarhus University - Department of Economics and Business Economics and Yale University - Cowles Foundation
Downloads 47 (459,525)

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Realized volatility, Large deviation, Moderate deviation

7.

Empirical Likelihood for Nonparametric Additive Models

Cowles Foundation Discussion Paper No. 1792
Number of pages: 29 Posted: 09 Apr 2011
Taisuke Otsu
Yale University - Cowles Foundation
Downloads 47 (459,525)

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Nonparametric additive model, Empirical likelihood, Generalized linear model, Quantile regression

8.

Robustness of Bootstrap in Instrumental Variable Regression

Cowles Foundation Discussion Paper No. 1796
Number of pages: 25 Posted: 25 Apr 2011
Lorenzo Camponovo and Taisuke Otsu
University of St. Gallen and Yale University - Cowles Foundation
Downloads 42 (480,699)

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Bootstrap, Breakdown point, Instrumental variable regression

9.

Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood

Cowles Foundation Discussion Paper No. 1660
Number of pages: 30 Posted: 23 May 2008
Taisuke Otsu, Myung Hwan Seo and Yoon-Jae Whang
Yale University - Cowles Foundation, Seoul National University - School of Economics and Seoul National University - School of Economics
Downloads 41 (485,089)
Citation 1

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Empirical likelihood, Non-nested tests, Conditional moment restrictions

Breakdown Point Theory for Implied Probability Bootstrap

Cowles Foundation Discussion Paper No. 1793
Number of pages: 15 Posted: 22 Apr 2011
Lorenzo Camponovo and Taisuke Otsu
University of St. Gallen and Yale University - Cowles Foundation
Downloads 37 (514,833)

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Bootstrap, Breakdown point, GMM

Breakdown Point Theory for Implied Probability Bootstrap

The Econometrics Journal, Vol. 15, Issue 1, pp. 32-55, 2012
Number of pages: 24 Posted: 17 Feb 2012
Lorenzo Camponovo and Taisuke Otsu
University of St. Gallen and Yale University - Cowles Foundation
Downloads 2 (766,779)
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11.

Second-Order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions

Cowles Foundation Discussion Paper No. 1791
Number of pages: 33 Posted: 07 Apr 2011 Last Revised: 30 Jan 2012
Yukitoshi Matsushita and Taisuke Otsu
Tokyo Institute of Technology and Yale University - Cowles Foundation
Downloads 36 (508,065)

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Empirical likelihood, GMM, Overidentification test, Bartlett correction, Higher order analysis

12.

Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit

Cowles Foundation Discussion Paper No. 1724
Number of pages: 36 Posted: 26 Aug 2009 Last Revised: 27 Jul 2011
Vadim Marmer and Taisuke Otsu
University of British Columbia (UBC) - Vancouver School of Economics and Yale University - Cowles Foundation
Downloads 33 (523,017)

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Moment restriction, Model comparison, Misspecification, Generalized Neyman-Pearson optimality, Generalized method of moments

13.

Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators

Cowles Foundation Discussion Paper No. 1785, Journal of Multivariate Analysis, Vol. 102, No. 8, pp. 1203-1216, 2011
Number of pages: 23 Posted: 26 Feb 2011 Last Revised: 17 Oct 2011
Taisuke Otsu
Yale University - Cowles Foundation
Downloads 30 (538,683)
Citation 2

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Generalized Method of Moments, Empirical Likelihood, Moderate Deviations, Large deviations

14.

Hodges-Lehmann Optimality for Testing Moment Conditions

Cowles Foundation Discussion Paper No. 1789
Number of pages: 19 Posted: 26 Mar 2011
Ivan A Canay and Taisuke Otsu
Northwestern University - Department of Economics and Yale University - Cowles Foundation
Downloads 28 (550,044)
Citation 4

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Asymptotic optimality, Large deviations, Moment condition, Generalized method of moments, Generalized empirical likelihood

15.

Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators

Cowles Foundation Discussion Paper No. 1783
Number of pages: 17 Posted: 22 Feb 2011
Taisuke Otsu
Yale University - Cowles Foundation
Downloads 26 (562,020)

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Generalized method of moments, Empirical likelihood, Large deviations

16.

On Bartlett Correctability of Empirical Likelihood in Generalized Power Divergence Family

Cowles Foundation Discussion Paper No. 1825
Number of pages: 8 Posted: 15 Oct 2011
Lorenzo Camponovo and Taisuke Otsu
University of St. Gallen and Yale University - Cowles Foundation
Downloads 25 (568,314)

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Bartlett correction, Empirical likelihood, Cressie-Read power divergence family

17.

Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators

The Econometrics Journal, Vol. 14, Issue 2, pp. 321-329, 2011
Number of pages: 9 Posted: 08 Jun 2011
Taisuke Otsu
Yale University - Cowles Foundation
Downloads 3 (723,199)
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Empirical likelihood, Generalized method of moments, Large deviations

18.

Estimation of (Static or Dynamic) Games Under Equilibrium Multiplicity

CEPR Discussion Paper No. DP14342
Number of pages: 30 Posted: 29 Jan 2020
London School of Economics & Political Science (LSE), Yale University - Cowles Foundation, Vanderbilt University - College of Arts and Science - Department of Economics and University of Washington
Downloads 2 (733,003)
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19.

Likelihood Inference on Semiparametric Models: Average Derivative and Treatment Effect

The Japanese Economic Review, Vol. 69, Issue 2, pp. 133-155, 2018
Number of pages: 23 Posted: 07 May 2018
Yukitoshi Matsushita and Taisuke Otsu
Tokyo Institute of Technology and Yale University - Cowles Foundation
Downloads 1 (744,969)
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20.

Testing Equilibrium Multiplicity in Dynamic Games

CEPR Discussion Paper No. DP10111
Number of pages: 39 Posted: 30 Sep 2014
Yale University - Cowles Foundation, London School of Economics & Political Science (LSE) and University of Washington
Downloads 0 (763,096)
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dynamic Markov game, hypothesis testing, multiplicity of equilibria