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Professor Taisuke Otsu

Professor Taisuke Otsu

Econometrics Programme Associate, Professor of Econometrics

Telephone:
+44 (0)20 7955 7509
Email:
t.otsu@lse.ac.uk
Connect:
Website

Latest

Econometrics Papers
Nonparametric inference for extremal conditional quantiles

14 September 2021

Daisuke Kurisu and Taisuke Otsu

This paper studies asymptotic properties of the local linear quantile estimator under the extremal order quantile asymptotics, and develops a practical inference method for conditional quantiles in extreme tail areas. By... Read more...
Econometrics Papers
On linearization of nonparametric deconvolution estimators for repeated measurements model

19 July 2021

Daisuke Kurisu and Taisuke Otsu

By utilizing intermediate Gaussian approximations, this paper establishes asymptotic linear representations of nonparametric deconvolution estimators for the classical measurement error model with repeated measurements. ... Read more...
Econometrics Papers
Reweighted nonparametric likelihood inference for linear functionals

01 December 2020

Karun Adusumilli, Taisuke Otsu and Chen Qiu

This paper is concerned with inference on finite dimensional parameters in semiparametric moment condition models, where the moment functionals are linear with respect to unknown nuisance functions. By exploiting this li... Read more...
Econometrics Papers
Jackknife Lagrange multiplier test with many weak instruments

05 August 2020

Yukitoshi Matsushita and Taisuke Otsu

This paper proposes a jackknife Lagrange multiplier (JLM) test for instrumental variable regression models, which is robust to (i) many instruments, where the number of instruments may increase proportionally with the sa... Read more...
Econometrics Papers
Second-order refinements for t-ratios with many instruments

12 May 2020

Yukitoshi Matsushita and Taisuke Otsu

This paper studies second-order properties of the many instruments robust t-ratios based on the limited information maximum likelihood and Fuller estimators for instrumental variable regression models under the many inst... Read more...
Econometrics Papers
Estimation of (static or dynamic) games under equilibrium multiplicity

20 January 2020

Taisuke Otsu, Martin Pesendorfer, Yuya Sasaki and Yuya Takahashi

We propose a multiplicity-robust estimation method for (static or dynamic) games. The method allows for distinct behaviors and strategies across markets by treating market specific behaviors as correlated latent variable... Read more...
Econometrics Papers
Estimation of Varying Coefficient Models with Measurement Error

26 November 2019

Hao Dong, Taisuke Otsu and Luke Taylor

We propose a semiparametric estimator for varying coefficient models when the regressors in the nonparametric component are measured with error. Varying coefficient models are an extension of other popular semi... Read more...
Econometrics Papers
Nonparametric intermediate order regression quantiles

26 November 2019

Hidehiko Ichimura, Taisuke Otsu and Joseph Altonji

This paper studies nonparametric estimation of d-dimensional conditional quantile functions and their derivatives in the tails. We investigate asymptotic properties of the local and global nonparametric quantile regressi... Read more...
Econometrics Papers
Jackknife, small bandwidth and high-dimensional asymptotics

22 July 2019

Yukitoshi Matsushita and Taisuke Otsu

This paper sheds light on problems of statistical inference under alternative or nonstandard asymptotic frameworks from the perspective of jackknife empirical likelihood (JEL). Examples include small bandwidth asymptotic... Read more...
Econometrics Papers
On the uniform convergence of deconvolution estimators from repeated measurements

22 July 2019

Daisuke Kurisu and Taisuke Otsu

This paper studies the uniform convergence rates of Li and Vuong's (1998) nonparametric deconvolution estimator and its regularized version by Comte and Kappus (2015) for the classical measurement error model, where repe... Read more...
STICERD Econometrics Seminar Series
Robustness, Infinitesimal Neighbourhoods, and Moment Restrictions

04 December 2008

Taisuke Otsu (Yale)

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