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Econometrics Paper
Likelihood inference on semiparametric models: Average derivative and treatment effect Yukitoshi Matsushita and Taisuke Otsu
July 2017
Paper No' EM 592:
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JEL Classification: C12; C14


Tags: semiparametric; jackknife; empirical likelihood

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Econometrics Paper
Empirical likelihood for high frequency data Lorenzo Camponovo, Yukitoshi Matsushita and Taisuke Otsu
February 2017
Paper No' EM591:
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JEL Classification: C12; C14; C58


Tags: high frequency data; volatility; empirical likelihood

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Econometrics Paper
Likelihood inference on semiparametric models with generated regressors Yukitoshi Matsushita and Taisuke Otsu
September 2016
Paper No' EM 587:
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JEL Classification: C12; C14


Tags: generated regressor; empirical likelihood

Econometrics Paper
Robust estimation of moment condition models with weakly dependent data Kirill Evdokimov, Yuichi Kitamura and Taisuke Otsu
December 2014
Paper No' EM/2014/579:
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JEL Classification: C14


Tags: blocking; generalized empirical likelihood; hellinger distance; robustness; efficient estimation; mixing

Econometrics Paper
Semiparametric Regression Analysis under Imputation for Missing Response Data Wolfgang Haerdle, Oliver Linton and Qihua Wang
May 2003
Paper No' EM/2003/454:
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Tags: asymptotic normality; empirical likelihood; semiparametric imputation.