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STICERD - Econometrics Paper Series

From Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
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2020: Reweighted nonparametric likelihood inference for linear functionals Downloads
Karun Adusumilli, Taisuke Otsu and Chen Qiu
2020: Jackknife Lagrange multiplier test with many weak instruments Downloads
Yukitoshi Matsushita and Taisuke Otsu
2020: Second-order refinements for t-ratios with many instruments Downloads
Yukitoshi Matsushita and Taisuke Otsu
2020: Estimation of (static or dynamic) games under equilibrium multiplicity Downloads
Taisuke Otsu, Martin Pesendorfer, Yuya Sasaki and Yuya Takahashi
2019: Switching Regressions with Imperfect Regime Classification Information: Theory and Applications Downloads
V A Hajivassiliou
2019: Nonparametric intermediate order regression quantiles Downloads
Joseph Altonji, Hidehiko Ichimura and Taisuke Otsu
2019: Estimation of Varying Coefficient Models with Measurement Error Downloads
Hao Dong, Taisuke Otsu and Luke Taylor
2019: Novel Approaches to Coherency Conditions in Dynamic LDV Models: Quantifying Financing Constraints and a Firm's Decision and Ability to Innovate Downloads
Vassilis Hajivassiliou, Frédérique Savignac and Frédérique Savignac
2019: Estimation and Specification Testing of Panel Data Models with Non-Ignorable Persistent Heterogeneity, Contemporaneous and Intertemporal Simultaneity, and Observable and Unobservable Dynamics Downloads
Vassilis Hajivassiliou
2019: Jackknife, small bandwidth and high-dimensional asymptotics Downloads
Yukitoshi Matsushita and Taisuke Otsu
2019: On the uniform convergence of deconvolution estimators from repeated measurements Downloads
Daisuke Kurisu and Taisuke Otsu
2019: Score estimation of monotone partially linear index model Downloads
Taisuke Otsu and Mengshan Xu
2019: Average derivative estimation under measurement error Downloads
Hao Dong, Taisuke Otsu and Luke Taylor
2019: Causal inference on regression discontinuity designs by high-dimensional methods Downloads
Yoichi Arai, Taisuke Otsu and Myung Hwan Seo
2018: Nonparametric Estimation of Additive Model with Errors-in-Variables Downloads
Hao Dong and Taisuke Otsu
2018: Likelihood ratio inference for missing data models Downloads
Karun Adusumilli and Taisuke Otsu
2018: Likelihood corrections for two-way models Downloads
Koen Jochmans and Taisuke Otsu
2018: Adaptive Inference on Pure Spatial Models Downloads
Jungyoon Lee and Peter M Robinson
2018: Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect Downloads
Taisuke Otsu and Chen Qiu
2017: Inference Without Smoothing for Large Panels with Cross- Sectional and Temporal Dependence Downloads
Javier Hidalgo and Marcia M Schafgans
2017: Inference on distribution functions under measurement error Downloads
Karun Adusumilli, Taisuke Otsu and Yoon-Jae Whang
2017: Relative error accurate statistic based on nonparametric likelihood Downloads
Lorenzo Camponovo and Taisuke Otsu
2017: Likelihood inference on semiparametric models: Average derivative and treatment effect Downloads
Yukitoshi Matsushita and Taisuke Otsu
2017: Empirical likelihood for high frequency data Downloads
Lorenzo Camponovo, Yukitoshi Matsushita and Taisuke Otsu
2017: Robust Inference and Testing of Continuity in Threshold Regression Models Downloads
Javier Hidalgo, Jungyoon Lee and Myung Hwan Seo
2016: Local M-estimation with discontinuous criterion for dependent and limited observations Downloads
Myung Hwan Seo and Taisuke Otsu
2016: Likelihood inference on semiparametric models with generated regressors Downloads
Yukitoshi Matsushita and Taisuke Otsu
2016: Specification testing for errors-in-variables models Downloads
Taisuke Otsu and Luke Taylor
2015: Nonparametric instrumental regression with errors in variables Downloads
Karun Adusumilli and Taisuke Otsu
2015: Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence Downloads
Javier Hidalgo and Marcia M Schafgans
2015: Testing for Breaks in Regression Models with Dependent Data Downloads
Violetta Dalla and Javier Hidalgo
2015: Pooling data across markets in dynamic Markov games Downloads
Taisuke Otsu, Martin Pesendorfer and Yuya Takahashi
2015: Nonparametric likelihood for volatility under high frequency data Downloads
Lorenzo Camponovo, Yukitoshi Matsushita and Taisuke Otsu
2015: Bootstrap inference of matching estimators for average treatment effects Downloads
Taisuke Otsu and Yoshiyasu Rai
2014: Robust estimation of moment condition models with weakly dependent data Downloads
Kirill Evdokimov, Yuichi Kitamura and Taisuke Otsu
2014: Regularization for Spatial Panel Time Series Using the Adaptive LASSO Downloads
Clifford Lam and Pedro Souza
2014: Dynamic Panels with Threshold Effect and Endogeneity Downloads
Myung Hwan Seo and Yongcheol Shin
2014: A Cusum Test of Common Trends in Large Heterogeneous Panels Downloads
Javier Hidalgo and Jungyoon Lee
2014: Estimation of Nonseparable Models with Censored Dependent Variables and Endogenous Regressors Downloads
Taisuke Otsu and Luke Taylor
2014: Empirical Likelihood for Random Sets Downloads
Karun Adusumilli and Taisuke Otsu
2014: Empirical Likelihood for Regression Discontinuity Design Downloads
Yukitoshi Matsushita, Taisuke Otsu and Ke-Li Xu
2014: Robustness of bootstrap in instrumental variable regression Downloads
Lorenzo Camponovo and Taisuke Otsu
2014: Asymptotics for maximum score method under general conditions Downloads
Taisuke Otsu and Myung Hwan Seo
2013: Non-Nested Testing of Spatial Correlation Downloads
Miguel A. Delgado and Peter M Robinson
2013: Improved Lagrange Multiplier Tests in Spatial Autoregressions Downloads
Peter M Robinson and Francesca Rossi
2013: Extremum Sieve Estimation in k-out-of-n Systems Downloads
Tatiana Komarova
2013: Series Estimation under Cross-sectional Dependence Downloads
Jungyoon Lee and Peter M Robinson
2013: Testing for equality of an increasing number of spectral density functions Downloads
Javier Hidalgo, Pedro Souza and Pedro Souza
2013: Improved Tests for Spatial Correlation Downloads
Peter M Robinson and Francesca Rossi
2013: SPECIFICATION FOR LATTICE PROCESSES Downloads
Javier Hidalgo and Myung Hwan Seo
2013: Panel Nonparametric Regression with Fixed Effects Downloads
Jungyoon Lee and Peter M Robinson
2013: Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects Downloads
Peter M Robinson and Carlos Velasco
2013: ON TESTABILITY OF COMPLEMENTARITY IN MODELS WITH MULTIPLE EQUILIBRIA Downloads
Taisuke Otsu and Yoshiyasu Rai
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