Cookies?
Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) LSE RSS Contact Us YouTube Twitter

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:
  • 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)


Copyright © STICERD & LSE 2015 - 2019  |  LSE, Houghton Street, London WC2A 2AE  |  Tel: +44(0)20 7955 6699  |  Email: STICERD@lse.ac.uk  |   Site updated 19 August 2019
Use of this website is subject to, and implies acceptance of, its Terms of use (including Copyright and intellectual property, Privacy and data protection, and Accessibility).
The London School of Economics and Political Science is a School of the University of London. It is a charity and is incorporated in England as a company limited by guarantee under the Companies Acts (Reg no. 70527).The registered office address of the School is: The London School of Economics and Political Science, Houghton Street, London WC2A 2AE, UK; Tel: +44 (0)20 7405 7686