Details about Yukitoshi Matsushita

Access statistics for papers by Yukitoshi Matsushita.

Last updated 2023-07-04. Update your information in the RePEc Author Service.

Short-id: pma1279

Working Papers

2009

1. Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (3)
   See also Journal Article Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations, Journal of Multivariate Analysis, Elsevier (2009) View citations (4) (2009)
2. The Limited Information Maximum Likelihood Estimator as an Angle
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo

2008

3. Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (3)
4. On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (14)
5. On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (26)

2007

6. Approximate Distributions of the Likelihood Ratio Statistic in a Structural Equation with Many Instruments
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (1)
7. t-Tests in a Structural Equation with Many Instruments
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (4)

2006

8. A New Light from Old Wisdoms: Alternative Estimation Methods of Simultaneous Equations with Possibly Many Instruments
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (9)

2005

9. A New Light from Old Wisdoms: Alternative Estimation Methods of Simultaneous Equations and Microeconometric Models
   CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (10)

2003

10. Asymptotic Expansions of the Distributions of Semi-Parametric Estimators in a Linear Simultaneous Equations System
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (7)
11. On Finite Sample Distributions of the Empirical Likelihood Estimator and the GMM Estimator
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo View citations (18)

Journal Articles

2009

1. Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations
   Journal of Multivariate Analysis, 2009, 100, (8), 1727-1751 View citations (4)
   See also Working Paper Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations, CIRJE F-Series (2009) View citations (3) (2009)