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Associate and Professor of Econometrics
Expertise: nonparametric and semiparametric methods, microeconometrics
22 January 2026
Daisuke Kurisu, Yuta Okamoto and Taisuke Otsu
In applied research, Lee (2009) bounds are widely applied to bound the average treat- ment effect in the presence of selection bias. This paper extends the methodology of Lee bounds to accommodate outcomes in a general m... Read more...
08 January 2026
Haruo Kakehi, Yukitoshi Matsushita and Taisuke Otsu
This paper extends the finite-population asymptotic approach by Abadie et al. (2014, 2020) to the generalized method of moments (GMM) estimator for moment condition models. Motivating examples include instrumental variab... Read more...
10 December 2025
Difference-in-differences (DID) is one of the most popular tools used to evaluate causal effects of policy interventions. This paper extends the DID methodology to accommodate interval outcomes, which are often encounter... Read more...
01 December 2025
Harold D Chiang and Taisuke Otsu
We develop an empirical likelihood (EL) framework for random forests and related ensemble methods, providing a likelihood-based approach to quantify their statistical uncertainty. Exploiting the incomplete U-statistic st... Read more...
24 November 2025
Since the seminal work by Beresteanu and Molinari (2008), the random set theory and related inference methods have been widely applied in partially identified econometric models. Meanwhile, there is an emerging field in ... Read more...
17 November 2025
Yukitoshi Matsushita, Taisuke Otsu and Keita Sunada
This paper advocates that power improvement based on the cross-fit variance estimator, proposed by Mikusheva and Sun (2022), is generally applicable to other econometric inference problems, where the statistics of intere... Read more...
11 November 2025
Takahiro Hoshino, Yuta Ota and Taisuke Otsu
In the evaluation of social programs, it is often difficult to conduct randomized controlled experiments due to non-compliance; therefore the local average treatment effect (LATE) is commonly applied. However, LATE... Read more...
03 November 2025
Anisha Ghosh and Taisuke Otsu
Information-theoretic methods recover investors’ subjective beliefs by minimizing the statistical discrepancy between beliefs and the DGP, subject to assets’ Euler constraints. We show that the estimated beliefs converge... Read more...
30 October 2025
Yukitoshi Matsushita and Taisuke Otsu
Randomized experiments have been widely applied in empirical research. In modern applications, researchers often have access to a large number of covariates, and the methods of covariate adjustment are commonly employed.... Read more...
22 October 2025
Yuta Ota and Taisuke Otsu
This paper proposes a Hausman type statistic to test specification of a parametric binary choice model by comparing the maximum likelihood estimator and maximum score estimator. Although the convergence rates are differe... Read more...
04 December 2008
Taisuke Otsu (Yale University)
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