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Author: Mengshan Xu

5 results found.

Econometrics Paper

Semiparametric and nonparametric instrumental variable estimation with first stage isotonic regression

Taisuke Otsu, Kazuhiko Shinoda and Mengshan Xu

This paper proposes a semiparametric and a nonparametric instrumental variable (IV) estimator, under the assumption that the conditional mean of the endogenous variable, given the instrumental variable, is known to be mo...Read more...

6 October 2025

Econometrics Paper

Nonparametric causal inference with functional covariates

Daisuke Kurisu, Taisuke Otsu and Mengshan Xu

Functional data and their analysis have become increasingly popular in various fields of data sciences. This paper considers estimation and inference of the average treatment effect under unconfoundedness when the covari...Read more...

25 October 2023

Econometrics Paper

GLS under monotone heteroskedasticity

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...

27 October 2022

Econometrics Paper

Isotonic propensity score matching

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...

19 July 2022

Econometrics Paper

Score estimation of monotone partially linear index model

Mengshan Xu and Taisuke Otsu