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Econometrics Paper
Jackknife Lagrange multiplier test with many weak instruments Yukitoshi Matsushita and Taisuke Otsu
August 2020
Paper No' EM 613:
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JEL Classification: C12; C26


Tags: many instruments; weak instruments; lagrange multiplier test; jackknife

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Econometrics Paper
Jackknife, small bandwidth and high-dimensional asymptotics Yukitoshi Matsushita and Taisuke Otsu
July 2019
Paper No' EM 605:
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JEL Classification: C14


Tags: jackknife; empirical likelihood; nonstandard asymptotics

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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