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Associate and Professor of Econometrics
Expertise: nonparametric and semiparametric methods, microeconometrics
31 October 2022
Yoichi Arai, Taisuke Otsu and Myung Hwan Seo
This paper studies the case of possibly high-dimensional covariates in the regression discontinuity design (RDD) analysis. In particular, we propose estimation and inference methods for the RDD models with covariate sele... Read more...
27 October 2022
Yoichi Arai, Taisuke Otsu and Mengshan Xu
The generalized least square (GLS) is one of the most basic tools in regression analyses. A major issue in implementing the GLS is estimation of the conditional variance function of the error term, which typically requir... Read more...
11 October 2022
Sreevidya Ayyar, Yukitoshi Matsushita and Taisuke Otsu
This paper extends validity of the conditional likelihood ratio (CLR) test developed by Moreira (2003) to instrumental variable regression models with unknown error variance and many weak instruments. In this setting, we... Read more...
19 July 2022
Taisuke Otsu and Mengshan Xu
We propose a one-to-many matching estimator of the average treatment effect based on propensity scores estimated by isotonic regression. The method relies on the monotonicity assumption on the propensity score function, ... Read more...
25 January 2022
Hao Dong, Taisuke Otsu and Luke Taylor
We propose two novel bandwidth selection procedures for the nonparametric regression model with classical measurement error in the regressors. Each method is based on evaluating the prediction errors of the regression us... Read more...
07 January 2022
Yukitoshi Matsushita, Taisuke Otsu and Keisuke Takahata
In various fields of data science, researchers often face problems of estimating the ratios of two probability densities. Particularly in the context of causal inference, the product of marginals for a treatment variable... Read more...
26 October 2021
Taisuke Otsu and Martin Pesendorfer
This paper surveys the recent literature on dynamic games estimation when there is a concern of equilibrium multiplicity. We focus on the questions of testing for equilibrium multiplicity and estimation in the presence o... Read more...
19 October 2021
Harold D Chiang, Yukitoshi Matsushita and Taisuke Otsu
his paper develops a general methodology to conduct statistical inference for observations indexed by multiple sets of entities. We propose a novel multiway empirical likeli- hood statistic that converges to a chi-square... Read more...
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...
19 July 2021
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...
04 December 2008
Taisuke Otsu (Yale)
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