Taisuke Otsu Associate Professor in Econometrics (Reader) Department of Economics London School of Economics and Political Science t.otsu@lse.ac.uk

CV

Published Papers

1. Generalized empirical likelihood inference for nonlinear and time series models under weak identification, Econometric Theory (2006), 22, 513-527.

2. Penalized empirical likelihood estimation of semiparametric models, Journal of Multivariate Analysis (2007), 98, 1923-1954.

3. Conditional empirical likelihood estimation and inference for quantile regression models, Journal of Econometrics (2008), 142, 508-538.

4. Optimal experimental design criterion for discriminating semiparametric models, Journal of Statistical Planning and Inference (2008), 138, 4141-4150.

5. Large deviation asymptotics for statistical treatment rules, Economics Letters (2008), 101, 53-56.

6. Generalized Neyman-Pearson optimality of empirical likelihood for testing parameter hypotheses, Annals of the Institute of Statistical Mathematics (2009), 61, 773-787.

7. RESET for quantile regression, TEST (2009), 18, 381-391.

8. On Bahadur efficiency of empirical likelihood, Journal of Econometrics (2010), 157, 248-256.

9.  Empirical likelihood estimation of conditional moment restriction models with unknown functions, Econometric Theory (2011), 27, 8-46.

10. Testing for non-nested conditional moment restrictions via conditional empirical likelihood (with Yoon-Jae Whang), Econometric Theory (2011), 27, 114-153.

11. Large deviations of generalized method of moments and empirical likelihood estimators, Econometrics Journal (2011), 14, 321-329.

12. Moderate deviations of generalized method of moments and empirical likelihood estimators, Journal of Multivariate Analysis (2011), 102, 1203-1216.

13. Empirical likelihood for nonparametric additive models, Journal of the Japan Statistical Society (2011), 41, 159-186.

14. Estimating derivatives in nonseparable models with limited dependent variables (with Joseph Altonji and Hidehiko Ichimura), Econometrica (2012), 80, 1701-1719.

15. Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (with Myung Hwan Seo and Yoon-Jae Whang), Journal of Econometrics (2012), 167, 370-382.

16. Local GMM estimation of time series models with conditional moment restrictions (with Nikolay Gospodinov), Journal of Econometrics (2012), 170, 476-490.

17. Optimal comparison of misspecified unconditional moment restriction models under chosen measure of fit (with Vadim Marmer), Journal of Econometrics (2012), 170, 538-550.

18. Hodges-Lehmann optimality for testing moment condition models (with Ivan Canay), Journal of Econometrics (2012), 171, 45-53.

19. Breakdown point theory for implied probability bootstrap (with Lorenzo Camponovo), Econometrics Journal (2012), 15, 32-55.

20. Large deviations of realized volatility (with Shin Kanaya), Stochastic Processes and Their Applications (2012), 122, 546-581.

21. A simple test for identification in GMM under conditional moment restrictions (with Francesco Bravo and Juan Carlos Escanciano), Advances in Econometrics (2012), 29, 455-477.

22. Second-order refinement of empirical likelihood for testing overidentifying restrictions (with Yukitoshi Matsushita), Econometric Theory (2013), 29, 324-353.

23. On testability of complementarity in models with multiple equilibria (with Yoshiyasu Rai), Economics Letters (2013), 120, 79-82.

24. Robustness, infinitesimal neighborhoods, and moment restrictions (with Yuichi Kitamura and Kirill Evdokimov), Econometrica (2013), 81, 1185-1201.

25. Estimation and inference of discontinuity in density (with Ke-Li Xu and Yukitoshi Matsushita), Journal of Business & Economic Statistics, (2013) 31, 507-524.

26. On Bartlett correctability of empirical likelihood in generalized power divergence family (with Lorenzo Camponovo), Statistics & Probability Letters (2014), 86, 38-43.

27. Empirical likelihood for regression discontinuity design (with Ke-Li Xu and Yukitoshi Matsushita), Journal of Econometrics (2015), 186, 94-112.

28. Robustness of bootstrap in instrumental variable regression (with Lorenzo Camponovo), Econometric Reviews (2015), 34, 352-393.

29. Pooling data across markets in dynamic Markov games (with Martin Pesendorfer and Yuya Takahashi), Quantitative Economics, 7, 523-559.

30. Empirical likelihood for random sets (with Karun Adusumilli) forthcoming in Journal of the American Statistical Association.

31. Estimation of nonseparable models with censored dependent variables and endogenous regressors (with Luke Taylor), forthcoming in Econometric Reviews.

32. Bootstrap inference of matching estimators for average treatment effects (with Yoshiyasu Rai) forthcoming in Journal of the American Statistical Association.

Working Papers

1. Local M-estimation with discontinuous criterion for dependent and limited observations (with Myung Hwan Seo), revise and resubmit for Annals of Statistics.

2. Robust estimation of moment condition models with weakly dependent data (with Kirill Evdokimov and Yuichi Kitamura) revise and resubmit for Journal of Econometrics.

3. Nonparametric instrumental regression with errors in variables (with Karun Adusumilli) revise and resubmit for Econometric Theory.

4. Specification testing for errors-in-variables models (with Luke Taylor).

5. Likelihood inference on semiparametric models with generated regressors (with Yukitoshi Matsushita).

Book Review

• Karim M. Abadir and Jan R. Magnus, Matrix Algebra, Cambridge University Press, 2005, Econometric Theory (2006), 22, 968-972.

Translation Work

 • Venables, William N., and Brian D. Ripley, Modern Applied Statistics with S-PLUS, (with Mikio Ito, Nobuyuki Tose, and Masaki Nakahigashi, translation into Japanese), Springer-Verlag Tokyo, 2001.