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Author: Luke Taylor

6 results found.

Econometrics Paper

Inference in the presence of unknown rates

Hao Dong, Taisuke Otsu and Luke Taylor

The convergence rate of an estimator can vary when applied to datasets from differ- ent populations. As the population is unknown in practice, so is the corresponding convergence rate. In this paper, we introduce a metho...Read more...

26 September 2023

Econometrics Paper

Bandwidth selection for nonparametric regression with errors-in-variables

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...

25 January 2022

Econometrics Paper

Estimation of Varying Coefficient Models with Measurement Error

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...

26 November 2019

Econometrics Paper

Average derivative estimation under measurement error

Hao Dong, Taisuke Otsu and Luke Taylor

Econometrics Paper

Specification testing for errors-in-variables models

Taisuke Otsu and Luke Taylor

This paper considers specification testing for regression models with errors-in-variables and proposes a test statistic comparing the distance between the parametric and nonparametric fits based on deconvolution techniqu...Read more...

15 August 2016

Econometrics Paper

Estimation of Nonseparable Models with Censored Dependent Variables and Endogenous Regressors.

Taisuke Otsu and Luke Taylor

In this paper we develop a nonparametric estimator for the local average response of a censored dependent variable to endogenous regressors in a nonseparable model where the unobservable error term is not restricted to b...Read more...

6 August 2014