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Staff Biography
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Professor Taisuke OTSU
Professor of Econometrics |
Tel: +44 (0)20 7955 7509
Email: t.otsu@lse.ac.uk
STICERD
, 32L 4.25
Personal WebSite 
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STICERD/CASE Publications:
- Likelihood ratio inference for missing data models
Karun Adusumilli,
Taisuke Otsu,
October 2018
Paper No' EM 599:
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Full paper 
- Likelihood corrections for two-way models
Koen Jochmans,
Taisuke Otsu,
February 2018
Paper No' EM 598:
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Full paper
- Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect
Taisuke Otsu,
Chen Qiu,
January 2018
Paper No' EM 595:
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Full paper
- Inference on distribution functions under measurement error
Karun Adusumilli,
Taisuke Otsu,
Yoon-Jae Whang,
November 2017
Paper No' EM 594:
Full paper
- Relative error accurate statistic based on nonparametric likelihood
Lorenzo Camponovo,
Taisuke Otsu,
November 2017
Paper No' EM 593:
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Full paper
- Likelihood inference on semiparametric models: Average derivative and treatment effect
Yukitoshi Matsushita,
Taisuke Otsu,
July 2017
Paper No' EM 592:
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Full paper
- Empirical likelihood for high frequency data
Lorenzo Camponovo,
Yukitoshi Matsushita,
Taisuke Otsu,
February 2017
Paper No' EM591:
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Full paper
- Local M-estimation with discontinuous criterion for dependent and limited observations
Myung Hwan Seo,
Taisuke Otsu,
October 2016
Paper No' EM/589:
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Full paper
- Likelihood inference on semiparametric models with generated regressors
Yukitoshi Matsushita,
Taisuke Otsu,
September 2016
Paper No' EM 587:
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Full paper
- Specification testing for errors-in-variables models
Taisuke Otsu,
Luke Taylor,
August 2016
Paper No' EM/2015/586:
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Full paper
- Nonparametric instrumental regression with errors in variables
Karun Adusumilli,
Taisuke Otsu,
July 2015
Paper No' EM/2015/585:
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Full paper
- Pooling data across markets in dynamic Markov games
Taisuke Otsu,
Martin Pesendorfer,
Yuya Takahashi,
March 2015
Paper No' EM/2015/582:
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Full paper
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:
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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:
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Full paper
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:
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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:
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- Empirical Likelihood for Random Sets
Karun Adusumilli,
Taisuke Otsu,
June 2014
Paper No' EM/2014/574:
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Full paper
- Empirical Likelihood for Regression Discontinuity Design
Yukitoshi Matsushita,
Taisuke Otsu,
Ke-Li Xu,
February 2014
Paper No' EM/2014/573:
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- Robustness of bootstrap in instrumental variable regression
Lorenzo Camponovo,
Taisuke Otsu,
January 2014
Paper No' EM/2014/572:
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- Asymptotics for maximum score method under general conditions
Taisuke Otsu,
Myung Hwan Seo,
January 2014
Paper No' EM/2014/571:
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- ON TESTABILITY OF COMPLEMENTARITY IN MODELS WITH MULTIPLE EQUILIBRIA
Taisuke Otsu,
Yoshiyasu Rai,
February 2013
Paper No' EM/2013/560:
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