 AUTHOR INDEX OTSU, Taisuke
CFDP = Cowles Foundation Discussion Paper; CFP = Cowles
Commission/Foundation Paper (Reprint)
Note: Maroon
links are external to this site and require a Yale IP or an electronic
subscription. Individual copies may be ORDERED directly from Cowles.
Cowles Foundation Discussion Papers
(CFDPs) | CFPs | |
CFDP 1533,
"Testing for Non-nested Conditional Moment Restrictions via Conditional Empirical
Likelihood" (September 2005) (with Yoon-Jae Whang) [34pp, abstract] Reprinted in Econometric Theory (February
2011), 27(1): 114-153 [CFP 1313] |
CFDP 1660,
"Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical
Likelihood" (May 2008) (with Myung Hwan Seo, Yoon-Yae Whang) [abstract, 29pp] Forthcoming in Journal
of Econometrics (2011) |
CFDP 1668,
"Estimating Derivatives in Nonseparable Models with Limited Dependent Variables"
(July 2008) (with Joseph G. Altonji, Hidehiko Ichimura) [abstract, 41pp] |
CFDP 1668R,
"Estimating Derivatives in Nonseparable Models with Limited Dependent Variables"
(July 2008, Revised May 2011) (with Joseph G. Altonji, Hidehiko Ichimura) [20pp, abstract] Econometrica
(July 2012), 80(4): 1701-1719 [CFP 1369] |
CFDP 1720,
"Robustness, Infinitesimal Neighborhoods, and Moment Restrictions" (August 2009)
(with Yuichi Kitamura, Kirill Evdokimov) [abstract,
39pp] Reprinted in Econometrica (May 2013),
81(3): 1185-1201 [CFP 1382] |
CFDP 1724,
"Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure
of Fit" (August 2009, Revised July 2011) (with Vadim Marmer) [35pp, abstract] Reprinted Journal of
Econometrics (October 2012), 170(2): 538-550 [doi:10.1016/j.jeconom.2012.05.021] |
CFDP 1783,
"Large Deviations of Generalized Method of Moments and Empirical Likelihood
Estimators" (February 2011) [16pp, abstract]
Reprinted in Econometrics Journal (July 2011), 14(2): 321-329 [CFP
1334] |
CFDP 1785,
"Moderate Deviations of Generalized Method of Moments and Empirical Likelihood
Estimators" (February 2011), [22pp, abstract]
Reprinted in Journal of Multivariate Analysis (2011), 102(8): 1203-1216 [CFP 1335] |
CFDP 1789,
"Hodges-Lehmann Optimality for Testing Moment Conditions" (March 2011) (with
Ivan Canay) [18pp, abstract] |
CFDP 1790, "A
Simple Test for Identification in GMM under Conditional Moment Restrictions" (March
2011) (with Francesco Bravo, Juan Carlos Escanciano) [20pp, abstract] |
CFDP 1791,
"Second-order Refinement of Empirical Likelihood for Testing Overidentifying
Restrictions" (April 2011, Revised January 2012) (with Yukitoshi
Matsushita) [32pp, abstract] |
CFDP 1792,
"Empirical Likelihood for Nonparametric Additive Models" (April 2011) [28pp, abstract] Forthcoming in Journal of the
Japan Statistical Society |
CFDP 1793,
"Breakdown Point Theory for Implied Probability Bootstrap" (April 2011) (with
Lorenzo Camponovo) [14pp, abstract] |
CFDP 1796,
"Robustness of Bootstrap in Instrumental Variable Regression" (April 2011) (with
Lorenzo Camponovo) [abstract, 24pp] |
CFDP 1798,
"Large Deviations of Realized Volatility" (May 2011) (with Shin Kanaya) [abstract, 37pp] Forthcoming in Stochastic
Processes and Their Applications |
CFDP 1799,
"Empirical Likelihood for Regression Discontinuity Design" (May 2011) (with
Ke-Li Xu) [abstract, 36pp] |
CFDP 1825, "On
Bartlett Correctability of Empirical Likelihood in Generalized Power Divergence
Family" (October 2011) (with Lorenzo Camponovo) [7pp, abstract] |
|
Cowles Foundation Papers (Reprints)
(CFPs) |
CFP 1312,
"Empirical Likelihood Estimation of Conditional Moment Restriction Models with
Unknown Functions." Econometric Theory (February
2011), 27(1): 8-46 |
CFP 1313,
"Testing for Non-nested Conditional Moment Restrictions via Conditional Empirical
Likelihood." Econometric Theory (February
2011), 27(1): 114-153 (with Yoon-Jae Whang) [CFDP 1533] |
CFP 1334, "Large
Deviations of Generalized Method of Moments and Empirical Likelihood
Estimators," Econometrics Journal (July 2011), 14(2): 321-329 [CFDP 1783] |
CFP 1335, "Moderate
Deviations of Generalized Method of Moments and Empirical Likelihood
Estimators," Journal of Multivariate Analysis (2011), 102(8): 1203-1216
[CFDP 1785] |
CFP 1369,
"Estimating Derivatives in Nonseparable Models with Limited Dependent
Variables," Econometrica (July
2012), 80(4): 1701-1719 (with Joseph G. Altonji, Hidehiko Ichimura) [CFDP 1668R] |
CFP 1382,
"Robustness, Infinitesimal Neighborhoods, and Moment Restrictions," Econometrica (May 2013),
81(3): 1185-1201 (with Yuichi Kitamura, Kirill Evdokimov) [CFDP 1720] |
|
|