AUTHOR INDEX — OTSU, Taisuke

CFDP = Cowles Foundation Discussion Paper; CFP = Cowles Commission/Foundation Paper (Reprint)

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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]

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