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Staff Biography

[No Photo] Professor Taisuke OTSU
Professor of Econometrics

Tel: +44 (0)20 7955 7509
Email: t.otsu@lse.ac.uk
STICERD ,  32L 4.25

Personal WebSite WWW
STICERD/CASE Publications:
  • Nonparametric intermediate order regression quantiles
    Joseph Altonji, Hidehiko Ichimura, Taisuke Otsu, November 2019
    Paper No' EM608: Read Abstract | Full paper (pdf)

  • Estimation of Varying Coefficient Models with Measurement Error
    Hao Dong, Taisuke Otsu, Luke Taylor, November 2019
    Paper No' EM607: Read Abstract | Full paper (pdf)
    Paper copy now out of print.

  • Jackknife, small bandwidth and high-dimensional asymptotics
    Yukitoshi Matsushita, Taisuke Otsu, July 2019
    Paper No' EM605: Read Abstract | Full paper (pdf)

  • On the uniform convergence of deconvolution estimators from repeated measurements
    Daisuke Kurisu, Taisuke Otsu, July 2019
    Paper No' EM604: Read Abstract | Full paper (pdf)

  • Score estimation of monotone partially linear index model
    Taisuke Otsu, Mengshan Xu, May 2019
    Paper No' EM603: Full paper (pdf)

  • Average derivative estimation under measurement error
    Hao Dong, Taisuke Otsu, Luke Taylor, May 2019
    Paper No' EM602: Full paper (pdf)
    Paper copy now out of print.

  • Causal inference on regression discontinuity designs by high-dimensional methods
    Yoici Arai, Taisuke Otsu, Myung Hwan Seo, January 2019
    Paper No' EM601: Full paper (pdf)
    Paper copy now out of print.

  • Nonparametric Estimation of Additive Model with Errors-in-Variables
    Hao Dong, Taisuke Otsu, November 2018
    Paper No' EM600: Read Abstract | Full paper (pdf)
    Paper copy now out of print.

  • Likelihood ratio inference for missing data models
    Karun Adusumilli, Taisuke Otsu, October 2018
    Paper No' EM 599: Read Abstract | Full paper (pdf)

  • Likelihood corrections for two-way models
    Koen Jochmans, Taisuke Otsu, February 2018
    Paper No' EM 598: Read Abstract | Full paper (pdf)

  • Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect
    Taisuke Otsu, Chen Qiu, January 2018
    Paper No' EM 595: Read Abstract | Full paper (pdf)

  • Inference on distribution functions under measurement error
    Karun Adusumilli, Taisuke Otsu, Yoon-Jae Whang, November 2017
    Paper No' EM 594: Full paper (pdf)

  • Relative error accurate statistic based on nonparametric likelihood
    Lorenzo Camponovo, Taisuke Otsu, November 2017
    Paper No' EM 593: Read Abstract | Full paper (pdf)

  • Likelihood inference on semiparametric models: Average derivative and treatment effect
    Yukitoshi Matsushita, Taisuke Otsu, July 2017
    Paper No' EM 592: Read Abstract | Full paper (pdf)

  • Empirical likelihood for high frequency data
    Lorenzo Camponovo, Yukitoshi Matsushita, Taisuke Otsu, February 2017
    Paper No' EM591: Read Abstract | Full paper (pdf)

  • Local M-estimation with discontinuous criterion for dependent and limited observations
    Myung Hwan Seo, Taisuke Otsu, October 2016
    Paper No' EM/589: Read Abstract | Full paper (pdf)

  • Likelihood inference on semiparametric models with generated regressors
    Yukitoshi Matsushita, Taisuke Otsu, September 2016
    Paper No' EM 587: Read Abstract | Full paper (pdf)

  • Specification testing for errors-in-variables models
    Taisuke Otsu, Luke Taylor, August 2016
    Paper No' EM/2015/586: Read Abstract | Full paper (pdf)

  • Nonparametric instrumental regression with errors in variables
    Karun Adusumilli, Taisuke Otsu, July 2015
    Paper No' EM/2015/585: Read Abstract | Full paper (pdf)

  • Pooling data across markets in dynamic Markov games
    Taisuke Otsu, Martin Pesendorfer, Yuya Takahashi, March 2015
    Paper No' EM/2015/582: Read Abstract | Full paper (pdf)
    Paper copy now out of print.

  • Nonparametric likelihood for volatility under high frequency data
    Lorenzo Camponovo, Yukitoshi Matsushita, Taisuke Otsu, January 2015
    Paper No' EM/2015/581: Read Abstract | Full paper (pdf)
    Paper copy now out of print.

  • Bootstrap inference of matching estimators for average treatment effects
    Taisuke Otsu, Yoshiyasu Rai, January 2015
    Paper No' EM/2015/580: Read Abstract | Full paper (pdf)
    Paper copy now out of print.

  • Robust estimation of moment condition models with weakly dependent data
    Kirill Evdokimov, Yuichi Kitamura, Taisuke Otsu, December 2014
    Paper No' EM/2014/579: Read Abstract | Full paper (pdf)
    Paper copy now out of print.

  • Estimation of Nonseparable Models with Censored Dependent Variables and Endogenous Regressors.
    Taisuke Otsu, Luke Taylor, August 2014
    Paper No' EM/2014/575: Read Abstract | Full paper (pdf)

  • Empirical Likelihood for Random Sets
    Karun Adusumilli, Taisuke Otsu, June 2014
    Paper No' EM/2014/574: Read Abstract | Full paper (pdf)

  • Empirical Likelihood for Regression Discontinuity Design
    Yukitoshi Matsushita, Taisuke Otsu, Ke-Li Xu, February 2014
    Paper No' EM/2014/573: Full paper (pdf)

  • Robustness of bootstrap in instrumental variable regression
    Lorenzo Camponovo, Taisuke Otsu, January 2014
    Paper No' EM/2014/572: Read Abstract | Full paper (pdf)

  • Asymptotics for maximum score method under general conditions
    Taisuke Otsu, Myung Hwan Seo, January 2014
    Paper No' EM/2014/571: Read Abstract | Full paper (pdf)

  • ON TESTABILITY OF COMPLEMENTARITY IN MODELS WITH MULTIPLE EQUILIBRIA
    Taisuke Otsu, Yoshiyasu Rai, February 2013
    Paper No' EM/2013/560: Read Abstract | Full paper (pdf)


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