Taisuke Otsu


Department of Economics, London School of Economics and Political Science

Keio Economic Observatory, Keio University



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 (2016), 7, 523-559.


30. Empirical likelihood for random sets (with Karun Adusumilli), Journal of the American Statistical Association (2017), 112, 1064-1075.


31. Bootstrap inference of matching estimators for average treatment effects (with Yoshiyasu Rai), Journal of the American Statistical Association (2017), 112, 1720-1732.


32. Local M-estimation with discontinuous criterion for dependent and limited observations (with Myung Hwan Seo), Annals of Statistics (2018), 46, 344-369.


33. Likelihood inference on semiparametric models: average derivative and treatment effect (with Yukitoshi Matsushita), Japanese Economic Review (2018), 69, 133-155.


34. Nonparametric instrumental regression with errors in variables (with Karun Adusumilli), Econometric Theory (2018), 34, 1256-1280.


35. Estimation of nonseparable models with censored dependent variables and endogenous regressors (with Luke Taylor), Econometric Reviews (2019), 38, 4-24.


36. Likelihood corrections for two-way models (with Koen Jochmans), Annals of Economics and Statistics (2019), 134, 227-242.


37. Empirical likelihood for high frequency data (with Lorenzo Camponovo and Yukitoshi Matsushita), Journal of Business & Economic Statistics (2020), 38, 621-632.


38. Likelihood inference on semiparametric models with generated regressors (with Yukitoshi Matsushita), Econometric Theory (2020), 36, 626-657.


39. Inference on distribution functions under measurement error (with Karun Adusumilli, Daisuke Kurisu and Yoon-Jae Whang), Journal of Econometrics (2020), 215, 131-164.


40. Score estimation of monotone partially linear index model (with Mengshan Xu), Journal of Nonparametric Statistics (2020), 32, 838-863.


41. Conditional GMM estimation for gravity models (with Masaya Nishihata), Economics Bulletin (2020), 40, 1106-1111.


42. Kolmogorov-Smirnov type test for generated variables (with Go Taniguchi), Economics Letters (2020), 195, 109401.


43. Specification testing for errors-in-variables models (with Luke Taylor), Econometric Theory (2021), 37, 747-768.


44. Jackknife empirical likelihood: small bandwidth, sparse network and high-dimensional asymptotics (with Yukitoshi Matsushita), Biometrika (2021), 108, 661-674.


45. Sample sensitivity for two-step and continuous updating GMM (with Rikuto Onishi), Economics Letters (2021), 198, 109685.


46. Average derivative estimation under measurement error (with Hao Dong and Luke Taylor), Econometric Theory (2021), 37, 1004-1033.


47. Relative error accurate statistic based on nonparametric likelihood (with Lorenzo Camponovo and Yukitoshi Matsushita), Econometric Theory (2021), 37, 1214-1237.


48. Information theoretic approach to high dimensional multiplicative models: stochastic discount factor and treatment effect (with Chen Qiu), Quantitative Economics (2022), 13, 63-94.


49. Inference on incomplete information games with multi-dimensional actions (with Hideyuki Tomiyama), Economics Letters (2022), 215, 110440.


50. Inference on conditional moment restriction models with generated variables (with Ryo Kimoto), Economics Letters (2022), 215, 110454.


51. On the uniform convergence of deconvolution estimators from repeated measurements (with Daisuke Kurisu), Econometric Theory (2022), 38, 172-193.


52. On linearization of nonparametric deconvolution estimators for repeated measurements model (with Daisuke Kurisu), Journal of Multivariate Analysis (2022), 189, 104921.


53. Estimation of varying coefficient models with measurement error (with Hao Dong and Luke Taylor), Journal of Econometrics (2022) 230, 388-415.


54. Estimation of (static or dynamic) games under equilibrium multiplicity (with Martin Pesendorfer, Yuya Sasaki and Yuya Takahashi), International Economic Review (2022), 63, 1165-1188.


55. Second-order refinements for t-ratios with many instruments (with Yukithoshi Matsushita), forthcoming in Journal of Econometrics.


56. Estimating density ratio of marginals to joint: applications to causal inference (with Yukitoshi Matsushita and Keisuke Takahata), forthcoming in Journal of Business & Economic Statistics.


57. Equilibrium multiplicity in dynamic games: testing and estimation (with Martin Pesendorfer), forthcoming in Econometrics Journal.

58. Bandwidth selection for nonparametric regression with errors-in-variables (with Hao Dong and Luke Taylor), forthcoming in Econometric Reviews.


59. Empirical likelihood inference for Oaxaca-Blinder decomposition (with Shiori Tanaka), forthcoming in Economics Letters.

60. Nonparametric estimation of additive model with errors-in-variables (with Hao Dong), forthcoming in Econometric Reviews.


61. Jackknife Langrange multiplier test with many weak instruments (with Yukithoshi Matsushita), forthcoming in Econometric Theory.



Working Papers


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


2. Nonparametric inference for extremal conditional quantiles (with Daisuke Kurisu), revise and resubmit for Econometric Theory.


3. Reweighted nonparametric likelihood inference for linear functionals (with Karun Adusumilli and Chen Qiu), revise and resubmit for Electronic Journal of Statistics.


4. Causal inference on regression discontinuity designs by high-dimensional methods (with Yoichi Arai and Myung Hwan Seo)


5. Multiway empirical likelihood (with Harold Chiang and Yukitoshi Matsushita)


6. On Gaussian approximation for M-estimator (with Masaaki Imaizumi)


7. Likelihood ratio inference for missing data models (with Karun Adusumilli)


8. Empirical likelihood inference for monotone index model (with Mengshan Xu and Keisuke Takahata)


9. On large market asymptotics for spatial price competition models (with Keita Sunada)


10. Isotonic propensity score matching (with Mengshan Xu)


11. Conditional likelihood ratio test with many weak instruments (with Sreevidya Ayyar and Yukitoshi Matsushita)


12. GLS under monotone heteroskedasticity (with Yoichi Arai and Mengshan Xu)


13. Regression discontinuity design with potentially many covariates (with Yoichi Arai and Myung Hwan Seo)


Research Project


Big Data時代の方法論開発と応用(New Methodology for Big Data Analysis in Social Science and Its ApplicationsKeio Economic Observatory


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.