STICERD - Econometrics Paper Series
From Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
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- 2023: Regression adjustment in randomized controlled trials with many covariates
- Harold D Chiang, Yukitoshi Matsushita and Taisuke Otsu
- 2022: Regression discontinuity design with potentially many covariates
- Yoichi Arai, Taisuke Otsu and Myung Hwan Seo
- 2022: GLS under monotone heteroskedasticity
- Yoichi Arai, Taisuke Otsu and Mengshan Xu
- 2022: Conditional likelihood ratio test with many weak instruments
- Sreevidya Ayyar, Yukitoshi Matsushita and Taisuke Otsu
- 2022: Isotonic propensity score matching
- Taisuke Otsu and Mengshan Xu
- 2022: Nonparametric prediction with spatial data
- Abhimanyu Gupta and Javier Hidalgo
- 2022: Bandwidth selection for nonparametric regression with errors-in-variables
- Hao Dong, Taisuke Otsu and Luke Taylor
- 2022: Estimating density ratio of marginals to joint: Applications to causal inference
- Yukitoshi Matsushita, Taisuke Otsu and Keisuke Takahata
- 2021: Equilibrium multiplicity in dynamic games: testing and estimation
- Taisuke Otsu and Martin Pesendorfer
- 2021: Multiway empirical likelihood
- Harold D Chiang, Yukitoshi Matsushita and Taisuke Otsu
- 2021: Minimax Risk in Estimating Kink Threshold and Testing
- Javier Hidalgo, Heejun Lee, Heejun Lee, Jungyoon Lee and Myung Hwan Seo
- 2021: Nonparametric inference for extremal conditional quantiles
- Daisuke Kurisu and Taisuke Otsu
- 2021: On linearization of nonparametric deconvolution estimators for repeated measurements model
- Daisuke Kurisu and Taisuke Otsu
- 2020: Reweighted nonparametric likelihood inference for linear functionals
- Karun Adusumilli, Taisuke Otsu and Chen Qiu
- 2020: Jackknife Lagrange multiplier test with many weak instruments
- Yukitoshi Matsushita and Taisuke Otsu
- 2020: Second-order refinements for t-ratios with many instruments
- Yukitoshi Matsushita and Taisuke Otsu
- 2020: Estimation of (static or dynamic) games under equilibrium multiplicity
- Taisuke Otsu, Martin Pesendorfer, Yuya Sasaki and Yuya Takahashi
- 2019: Switching Regressions with Imperfect Regime Classification Information: Theory and Applications
- Vassilis Hajivassiliou
- 2019: Nonparametric intermediate order regression quantiles
- Joseph Altonji, Hidehiko Ichimura and Taisuke Otsu
- 2019: Estimation of Varying Coefficient Models with Measurement Error
- Hao Dong, Taisuke Otsu and Luke Taylor
- 2019: Novel Approaches to Coherency Conditions in Dynamic LDV Models: Quantifying Financing Constraints and a Firm's Decision and Ability to Innovate
- Vassilis Hajivassiliou, Frédérique Savignac and Frédérique Savignac
- 2019: Estimation and Specification Testing of Panel Data Models with Non-Ignorable Persistent Heterogeneity, Contemporaneous and Intertemporal Simultaneity, and Observable and Unobservable Dynamics
- Vassilis Hajivassiliou
- 2019: Jackknife, small bandwidth and high-dimensional asymptotics
- Yukitoshi Matsushita and Taisuke Otsu
- 2019: On the uniform convergence of deconvolution estimators from repeated measurements
- Daisuke Kurisu and Taisuke Otsu
- 2019: Score estimation of monotone partially linear index model
- Taisuke Otsu and Mengshan Xu
- 2019: Average derivative estimation under measurement error
- Hao Dong, Taisuke Otsu and Luke Taylor
- 2019: Causal inference on regression discontinuity designs by high-dimensional methods
- Yoichi Arai, Taisuke Otsu and Myung Hwan Seo
- 2018: Nonparametric Estimation of Additive Model with Errors-in-Variables
- Hao Dong and Taisuke Otsu
- 2018: Likelihood ratio inference for missing data models
- Karun Adusumilli and Taisuke Otsu
- 2018: Likelihood corrections for two-way models
- Koen Jochmans and Taisuke Otsu
- 2018: Adaptive Inference on Pure Spatial Models
- Jungyoon Lee and Peter M Robinson
- 2018: Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect
- Taisuke Otsu and Chen Qiu
- 2017: Inference Without Smoothing for Large Panels with Cross- Sectional and Temporal Dependence
- Javier Hidalgo and Marcia M Schafgans
- 2017: Inference on distribution functions under measurement error
- Karun Adusumilli, Taisuke Otsu and Yoon-Jae Whang
- 2017: Relative error accurate statistic based on nonparametric likelihood
- Lorenzo Camponovo and Taisuke Otsu
- 2017: Likelihood inference on semiparametric models: Average derivative and treatment effect
- Yukitoshi Matsushita and Taisuke Otsu
- 2017: Empirical likelihood for high frequency data
- Lorenzo Camponovo, Yukitoshi Matsushita and Taisuke Otsu
- 2017: Robust Inference and Testing of Continuity in Threshold Regression Models
- Javier Hidalgo, Jungyoon Lee and Myung Hwan Seo
- 2016: Local M-estimation with discontinuous criterion for dependent and limited observations
- Myung Hwan Seo and Taisuke Otsu
- 2016: Likelihood inference on semiparametric models with generated regressors
- Yukitoshi Matsushita and Taisuke Otsu
- 2016: Specification testing for errors-in-variables models
- Taisuke Otsu and Luke Taylor
- 2015: Nonparametric instrumental regression with errors in variables
- Karun Adusumilli and Taisuke Otsu
- 2015: Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence
- Javier Hidalgo and Marcia M Schafgans
- 2015: Testing for Breaks in Regression Models with Dependent Data
- Violetta Dalla and Javier Hidalgo
- 2015: Pooling data across markets in dynamic Markov games
- Taisuke Otsu, Martin Pesendorfer and Yuya Takahashi
- 2015: Nonparametric likelihood for volatility under high frequency data
- Lorenzo Camponovo, Yukitoshi Matsushita and Taisuke Otsu
- 2015: Bootstrap inference of matching estimators for average treatment effects
- Taisuke Otsu and Yoshiyasu Rai
- 2014: Robust estimation of moment condition models with weakly dependent data
- Kirill Evdokimov, Yuichi Kitamura and Taisuke Otsu
- 2014: Regularization for Spatial Panel Time Series Using the Adaptive LASSO
- Clifford Lam and Pedro Souza
- 2014: Dynamic Panels with Threshold Effect and Endogeneity
- Myung Hwan Seo and Yongcheol Shin
- 2014: A Cusum Test of Common Trends in Large Heterogeneous Panels
- Javier Hidalgo and Jungyoon Lee
- 2014: Estimation of Nonseparable Models with Censored Dependent Variables and Endogenous Regressors
- Taisuke Otsu and Luke Taylor
- 2014: Empirical Likelihood for Random Sets
- Karun Adusumilli and Taisuke Otsu
- 2014: Empirical Likelihood for Regression Discontinuity Design
- Yukitoshi Matsushita, Taisuke Otsu and Ke-Li Xu
- 2014: Robustness of bootstrap in instrumental variable regression
- Lorenzo Camponovo and Taisuke Otsu
- 2014: Asymptotics for maximum score method under general conditions
- Taisuke Otsu and Myung Hwan Seo