LSE creators

Number of items: 62.
Article
  • Xu, Mengshan, Otsu, Taisuke (2025). Isotonic propensity score matching. Econometric Theory, https://doi.org/10.1017/S0266466625100133 picture_as_pdf
  • Ghosh, Anisha, Otsu, Taisuke (2025). Subjective beliefs estimators and their properties. Review of Finance, picture_as_pdf
  • Kurisu, Daisuke, Otsu, Taisuke (2025). Empirical likelihood for manifolds. Journal of the Royal Statistical Society. Series B: Statistical Methodology, https://doi.org/10.1093/jrsssb/qkaf043 picture_as_pdf
  • Kurisu, Daisuke, Otsu, Taisuke, Xu, Mengshan (2025). Nonparametric causal inference with functional covariates. Journal of Business and Economic Statistics, https://doi.org/10.1080/07350015.2025.2501563 picture_as_pdf
  • Kurisu, Daisuke, Otsu, Taisuke (2025). Model averaging for global Fréchet regression. Journal of Multivariate Analysis, 207, https://doi.org/10.1016/j.jmva.2025.105416 picture_as_pdf
  • D. Chiang, Harold, Matsushita, Yukitoshi, Otsu, Taisuke (2025). Multiway empirical likelihood. Journal of Econometrics, 249, https://doi.org/10.1016/j.jeconom.2024.105861 picture_as_pdf
  • Ayyar, Sree, Matsushita, Yukitoshi, Otsu, Taisuke (2025). Conditional likelihood ratio test with many weak instruments. Econometric Theory, https://doi.org/10.1017/S0266466625000088 picture_as_pdf
  • Arai, Yoichi, Otsu, Taisuke, Seo, Myung Hwan (2025). Regression discontinuity design with potentially many covariates. Econometric Theory, https://doi.org/10.1017/S0266466624000239 picture_as_pdf
  • Arai, Yoichi, Otsu, Taisuke, Xu, Mengshan (2024). GLS under monotone heteroskedasticity. Journal of Econometrics, 246(1-2). https://doi.org/10.1016/j.jeconom.2024.105899 picture_as_pdf
  • Dong, Hao, Otsu, Taisuke, Taylor, Luke (2024). Inference in the presence of unknown rates. Econometric Reviews, 44(5), 587 - 597. https://doi.org/10.1080/07474938.2024.2434189 picture_as_pdf
  • Matsushita, Yukitoshi, Otsu, Taisuke (2024). A jackknife Lagrange multiplier test with many weak instruments. Econometric Theory, 40(2), 447 - 470. https://doi.org/10.1017/S0266466622000433 picture_as_pdf
  • Otsu, Taisuke, Sunada, Keita (2024). On large market asymptotics for spatial price competition models. Economics Letters, 234, https://doi.org/10.1016/j.econlet.2023.111468 picture_as_pdf
  • Adusumilli, Karun, Otsu, Taisuke, Qiu, Chen (2023). Reweighted nonparametric likelihood inference for linear functionals. Electronic Journal of Statistics, 17(2), 2810 - 2848. https://doi.org/10.1214/23-EJS2168 picture_as_pdf
  • Kurisu, Daisuke, Otsu, Taisuke (2023). Subsampling inference for nonparametric extremal conditional quantiles. Econometric Theory, https://doi.org/10.1017/S0266466623000336 picture_as_pdf
  • Matsushita, Yukitoshi, Otsu, Taisuke (2023). Empirical likelihood for network data. Journal of the American Statistical Association, https://doi.org/10.1080/01621459.2023.2250091 picture_as_pdf
  • Dong, Hao, Otsu, Taisuke, Taylor, Luke (2023). Bandwidth selection for nonparametric regression with errors-in-variables. Econometric Reviews, 42(4), 393-419. https://doi.org/10.1080/07474938.2023.2191105 picture_as_pdf
  • Matsushita, Yukitoshi, Otsu, Taisuke, Takahata, Keisuke (2023). Estimating density ratio of marginals to joint: applications to causal inference. Journal of Business and Economic Statistics, 41(2), 467 - 481. https://doi.org/10.1080/07350015.2022.2035228 picture_as_pdf
  • Otsu, Taisuke, Takahata, Keisuke, Xu, Mengshan (2023). Empirical likelihood inference for monotone index model. Japanese Journal of Statistics and Data Science, 6(1), 103-114. https://doi.org/10.1007/s42081-023-00195-1 picture_as_pdf
  • Matsushita, Yukitoshi, Otsu, Taisuke (2023). Second-order refinements for t-ratios with many instruments. Journal of Econometrics, 232(2), 346 - 366. https://doi.org/10.1016/j.jeconom.2021.07.006 picture_as_pdf
  • Otsu, Taisuke, Pesendorfer, Martin (2023). Equilibrium multiplicity in dynamic games: testing and estimation. Econometrics Journal, 26(1), C26 - C42. https://doi.org/10.1093/ectj/utac006 picture_as_pdf
  • Dong, Hao, Otsu, Taisuke, Taylor, Luke (2022). Nonparametric estimation of additive models with errors-in-variables. Econometric Reviews, 41(10), 1164 - 1204. https://doi.org/10.1080/07474938.2022.2127076 picture_as_pdf
  • Otsu, Taisuke, Tanaka, Shiori (2022). Empirical likelihood inference for Oaxaca-Blinder decomposition. Economics Letters, 219, https://doi.org/10.1016/j.econlet.2022.110812 picture_as_pdf
  • Dong, Hao, Otsu, Taisuke, Taylor, Luke (2022). Estimation of varying coefficient models with measurement error. Journal of Econometrics, 230(2), 388 - 415. https://doi.org/10.1016/j.jeconom.2020.12.013 picture_as_pdf
  • Otsu, Taisuke, Pesendorfer, Martin, Sasaki, Yuya, Takahashi, Yuya (2022). Estimation of (static or dynamic) games under equilibrium multiplicity. International Economic Review, 63(3), 1165 - 1188. https://doi.org/10.1111/iere.12564 picture_as_pdf
  • Kimoto, Ryo, Otsu, Taisuke (2022). Inference on conditional moment restriction models with generated variables. Economics Letters, 215, https://doi.org/10.1016/j.econlet.2022.110454 picture_as_pdf
  • Tomiyama, Hideyuki, Otsu, Taisuke (2022). Inference on incomplete information games with multi-dimensional actions. Economics Letters, 215, https://doi.org/10.1016/j.econlet.2022.110440 picture_as_pdf
  • Kurisu, Daisuke, Otsu, Taisuke (2022). On linearization of nonparametric deconvolution estimators for repeated measurements model. Journal of Multivariate Analysis, 189, https://doi.org/10.1016/j.jmva.2021.104921 picture_as_pdf
  • Kurisu, Daisuke, Otsu, Taisuke (2022). On the uniform convergence of deconvolution estimators from repeated measurements. Econometric Theory, 38(1), 172 - 193. https://doi.org/10.1017/S0266466620000572 picture_as_pdf
  • Qiu, Chen, Otsu, Taisuke (2022). Information theoretic approach to high dimensional multiplicative models: stochastic discount factor and treatment effect. Quantitative Economics, 13(1), 63 - 94. https://doi.org/10.3982/QE1603 picture_as_pdf
  • Camponovo, Lorenzo, Matsushita, Yukitoshi, Otsu, Taisuke (2021). Relative error accurate statistic based on nonparametric likelihood. Econometric Theory, 37(6), 1214 - 1237. https://doi.org/10.1017/S0266466621000074 picture_as_pdf
  • Onishi, Rikuto, Otsu, Taisuke (2021). Sample sensitivity for two-step and continuous updating GMM estimators. Economics Letters, 198, https://doi.org/10.1016/j.econlet.2020.109685 picture_as_pdf
  • Xu, Mengshan, Otsu, Taisuke (2020). Score estimation of monotone partially linear index model. Journal of Nonparametric Statistics, 32(4), 838-863. https://doi.org/10.1080/10485252.2020.1834105 picture_as_pdf
  • Dong, Hao, Otsu, Taisuke, Taylor, Luke (2020). Average derivative estimation under measurement error. Econometric Theory, https://doi.org/10.1017/S0266466620000432 picture_as_pdf
  • Matsushita, Yukitoshi, Otsu, Taisuke (2020). Jackknife empirical likelihood: small bandwidth, sparse network and high-dimension asymptotic. Biometrika, https://doi.org/10.1093/biomet/asaa081 picture_as_pdf
  • Otsu, Taisuke, Taniguchi, Go (2020). Kolmogorov-Smirnov type test for generated variables. Economics Letters, 195, https://doi.org/10.1016/j.econlet.2020.109401 picture_as_pdf
  • Matsushita, Yukitoshi, Otsu, Taisuke (2020). Likelihood inference on semiparametric models with generated regressors. Econometric Theory, 36(4), 626 - 657. https://doi.org/10.1017/S026646661900029X picture_as_pdf
  • Otsu, Taisuke, Taylor, Luke (2020). Specification testing for errors-in-variables models. Econometric Theory, https://doi.org/10.1017/S0266466620000262 picture_as_pdf
  • Nishihat, Masaya, Otsu, Taisuke (2020). Conditional GMM estimation for gravity models. Economics Bulletin, 40(2), 1106 - 1111. picture_as_pdf
  • Adusumilli, Karun, Kurisu, Daisies, Otsu, Taisuke, Whang, Yoon-Jae (2020). Inference on distribution functions under measurement error. Journal of Econometrics, 215(1), 131 - 164. https://doi.org/10.1016/j.jeconom.2019.09.002 picture_as_pdf
  • Jochmans, Koen, Otsu, Taisuke (2019). Likelihood corrections for two-way models. Annals of Economics and Statistics, 134(134), 227-242. https://doi.org/10.15609/annaeconstat2009.134.0227 picture_as_pdf
  • Camponovo, Lorenzo, Matsushita, Yukitoshi, Otsu, Taisuke (2019). Empirical likelihood for high frequency data. Journal of Business and Economic Statistics, https://doi.org/10.1080/07350015.2018.1549051 picture_as_pdf
  • Matsushita, Yukitoshi, Otsu, Taisuke (2018). Likelihood inference on semiparametric models: average derivative and treatment effect. Japanese Economic Review, 69(2), 133-155. https://doi.org/10.1111/jere.12167
  • Seo, Myung Hwan, Otsu, Taisuke (2018). Local M-estimation with discontinuous criterion for dependent and limited observations. Annals of Statistics, 46(1), 344-369. https://doi.org/10.1214/17-AOS1552
  • Adusumilli, Karun, Otsu, Taisuke (2018). Nonparametric instrumental regression with errors in variables. Econometric Theory, 34(6), 1256-1280. https://doi.org/10.1017/S0266466617000469
  • Otsu, Taisuke, Rai, Yoshiyasu (2017). Bootstrap inference of matching estimators for average treatment effects. Journal of the American Statistical Association, 112(50), 1720 - 1732. https://doi.org/10.1080/01621459.2016.1231613
  • Adusumilli, Karun, Otsu, Taisuke (2017). Empirical likelihood for random sets. Journal of the American Statistical Association, 112(519), 1064 - 1075. https://doi.org/10.1080/01621459.2016.1188107
  • Taylor, Luke, Otsu, Taisuke (2016). Estimation of nonseparable models with censored dependent variables and endogenous regressors. Econometric Reviews, 1-21. https://doi.org/10.1080/07474938.2016.1235310
  • Otsu, Taisuke, Pesendorfer, Martin, Takahashi, Yuya (2016). Pooling data across markets in dynamic Markov games. Quantitative Economics, 7(2), 523 - 559. https://doi.org/10.3982/QE612
  • Otsu, Taisuke, Xu, Ke-Li, Matsushita, Yukitoshi (2015). Empirical likelihood for regression discontinuity design. Journal of Econometrics, 186(1), 94-112. https://doi.org/10.1016/j.jeconom.2014.04.023
  • Camponovo, Lorenzo, Otsu, Taisuke (2015). Robustness of bootstrap in instrumental variable regression. Econometric Reviews, 34(3), 352-393. https://doi.org/10.1080/07474938.2014.944803
  • Camponovo, Lorenzo, Otsu, Taisuke (2014). On Bartlett correctability of empirical likelihood in generalized power divergence family. Statistics and Probability Letters, 86(1), 38-43. https://doi.org/10.1016/j.spl.2013.12.008
  • Otsu, Taisuke, Xu, Ke-Li, Matsushita, Yukitoshi (2013). Estimation and inference of discontinuity in density. Journal of Business and Economic Statistics, 31(4), 507-524. https://doi.org/10.1080/07350015.2013.818007
  • Kitamura, Yuichi, Otsu, Taisuke, Evdokimov, Kirill (2013). Robustness, infinitesimal neighborhoods, and moment restrictions. Econometrica, 81(3), 1185-1201. https://doi.org/10.3982/ECTA8617
  • Rai, Yoshiyasu, Otsu, Taisuke (2013). On testability of complementarity in models with multiple equilibria. Economics Letters, 120(1), 79-82. https://doi.org/10.1016/j.econlet.2013.03.042
  • Otsu, Taisuke, Seo, Myung Hwan, Whang, Yoon-Jae (2012). Testing for non-nested conditional moment restrictions using unconditional empirical likelihood. Journal of Econometrics, 167(2), 370-382. https://doi.org/10.1016/j.jeconom.2011.09.022
  • Altonji, Joseph G., Ichimura, Hidehiko, Otsu, Taisuke (2012). Estimating derivatives in nonseparable models with limited dependent variables. Econometrica, 80(4), 1701-1719. https://doi.org/10.3982/ECTA8004
  • Canay, Ivan A., Otsu, Taisuke (2012). Hodges–Lehmann optimality for testing moment conditions. Journal of Econometrics, 171(1), 45-53. https://doi.org/10.1016/j.jeconom.2012.06.014
  • Gospodinov, Nikolay, Otsu, Taisuke (2012). Local GMM estimation of time series models with conditional moment restrictions. Journal of Econometrics, 170(2), 476-490. https://doi.org/10.1016/j.jeconom.2012.05.017
    • Report
  • Adusumilli, Karun, Otsu, Taisuke (2014). Empirical likelihood for random sets. (Econometrics EM/2014/574). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Otsu, Taisuke, Matsushita, Yukitoshi, Xu, Ke-Li (2014). Empirical likelihood for regression discontinuity design. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Camponovo, Lorenzo, Otsu, Taisuke (2014). Robustness of bootstrap in instrumental variable regression. (Econometrics EM/2014/572). Suntory and Toyota International Centres for Economics and Related Disciplines.
    • Working paper
  • Otsu, Taisuke, Pesendorfer, Martin, Takahashi, Yuya (2013). Testing for equilibrium multiplicity in dynamic Markov games. (Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 423). picture_as_pdf