Taisuke Otsu : Citation Profile


Are you Taisuke Otsu?

London School of Economics (LSE)

7

H index

6

i10 index

169

Citations

RESEARCH PRODUCTION:

30

Articles

56

Papers

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 12
   Journals where Taisuke Otsu has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 15 (8.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pot36
   Updated: 2018-08-18    RAS profile: 2018-07-31    
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Relations with other researchers


Works with:

Camponovo, Lorenzo (9)

Pesendorfer, Martin (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Taisuke Otsu.

Is cited by:

Chen, Xiaohong (9)

Lee, Seojeong (7)

Guggenberger, Patrik (6)

Manganelli, Simone (5)

Kim, Tae-Hwan (5)

Camponovo, Lorenzo (4)

Lechner, Michael (4)

Huber, Martin (4)

Kaplan, David (4)

Matzkin, Rosa (3)

Smith, Richard (3)

Cites to:

Newey, Whitney (29)

Smith, Richard (25)

Imbens, Guido (19)

Schennach, Susanne (11)

Andrews, Donald (11)

Hansen, Lars (9)

Chernozhukov, Victor (9)

MacKinnon, James (8)

Manski, Charles (8)

Davidson, Russell (7)

Shimotsu, Katsumi (7)

Main data


Where Taisuke Otsu has published?


Journals with more than one article published# docs
Journal of Econometrics7
Econometric Theory5
Journal of Multivariate Analysis2
Econometrica2
Journal of the American Statistical Association2
Economics Letters2

Working Papers Series with more than one paper published# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University17
School of Economics Discussion Papers / School of Economics, University of Surrey2

Recent works citing Taisuke Otsu (2018 and 2017)


YearTitle of citing document
2017The State of Applied Econometrics: Causality and Policy Evaluation. (2017). Imbens, Guido ; Athey, Susan. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:3-32.

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2018Structural Estimation of Behavioral Heterogeneity. (2018). Shi, Zhentao ; Zheng, Huanhuan. In: Papers. RePEc:arx:papers:1802.03735.

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2018Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design. (2018). Bugni, Federico A ; Canay, Ivan A. In: Papers. RePEc:arx:papers:1803.07951.

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.00953.

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01450.

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2018A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01457.

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2017Latent Variable Nonparametric Cointegrating Regression. (2017). Phillips, Peter ; Kasparis, Ioannis ; PEter, ; Wang, Qiying. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:3011.

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2017Remittances, social security, and the crowding-out effect: Evidence from Vietnam. (2017). La, Hai Anh ; Xu, Ying. In: Journal of Asian Economics. RePEc:eee:asieco:v:49:y:2017:i:c:p:42-59.

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2017Optimal bandwidth selection for local linear estimation of discontinuity in density. (2017). Jales, Hugo ; Yu, Zhengfei ; Ma, Jun. In: Economics Letters. RePEc:eee:ecolet:v:153:y:2017:i:c:p:23-27.

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2017Tests of additional conditional moment restrictions. (2017). Parente, Paulo ; Smith, Richard J. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:1-16.

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2017Regression discontinuity with categorical outcomes. (2017). Xu, Ke-Li. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:1-18.

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2017Nonparametric conditional quantile estimation: A locally weighted quantile kernel approach. (2017). Racine, Jeffrey ; Li, Kevin. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:1:p:72-94.

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2018Identification and estimation of incomplete information games with multiple equilibria. (2018). Xiao, Ruli. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:328-343.

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2018Generalized indirect inference for discrete choice models. (2018). Keane, Michael ; Smith, Anthony A ; Duffy, James A ; Bruins, Marianne . In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:177-203.

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2017Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions. (2017). Jiang, Hui ; Wang, Shaochen . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:156:y:2017:i:c:p:57-69.

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2017Estimation of the realized (co-)volatility vector: Large deviations approach. (2017). Djellout, Hacene ; Samoura, Yacouba ; Guillin, Arnaud . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:9:p:2926-2960.

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2017Smoothing quantile regressions. (2017). Fernandes, Marcelo ; Horta, Eduardo ; Guerre, Emmanuel . In: Textos para discussão. RePEc:fgv:eesptd:457.

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2017LARGE DEVIATIONS OF THE REALIZED (CO-)VOLATILITY VECTOR. (2017). Djellout, Hacene ; Samoura, Yacouba ; Guillin, Arnaud . In: Post-Print. RePEc:hal:journl:hal-01082903.

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2017LARGE DEVIATIONS OF THE THRESHOLD ESTIMATOR OF INTEGRATED (CO-)VOLATILITY VECTOR IN THE PRESENCE OF JUMPS. (2017). Djellout, Hacene ; Jiang, Hui. In: Post-Print. RePEc:hal:journl:hal-01147189.

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2018Testing continuity of a density via g -order statistics in the regression discontinuity design. (2018). Bugni, Federico A ; Canay, Ivan A. In: CeMMAP working papers. RePEc:ifs:cemmap:20/18.

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2017Maimonides Rule Redux. (2017). Lavy, Victor ; Angrist, Joshua ; Shany, Adi ; Leder-Luis, Jetson . In: NBER Working Papers. RePEc:nbr:nberwo:23486.

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2017An SDF Approach to Hedge Funds Tail Risk:Evidence from Brazilian Funds. (2017). Almeida, Caio ; Leal, Laura Simonsen . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:37:y:2017:i:1:a:62104.

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2017Smoothed empirical likelihood for quantile regression models with response data missing at random. (2017). Mei, Changlin ; Zhang, Cheng-Yi ; Luo, Shuanghua . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:101:y:2017:i:1:d:10.1007_s10182-016-0278-8.

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2017Conditional empirical likelihood for quantile regression models. (2017). Wang, WU ; Zhu, Zhongyi. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:80:y:2017:i:1:d:10.1007_s00184-016-0588-6.

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2017Empirical likelihood ratio in penalty form and the convex hull problem. (2017). Baragona, Roberto ; Cucina, Domenico ; Battaglia, Francesco . In: Statistical Methods & Applications. RePEc:spr:stmapp:v:26:y:2017:i:4:d:10.1007_s10260-017-0382-2.

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2017Regression discontinuity: review with extensions. (2017). Lee, Myoung-jae ; Choi, Jin-Young. In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0745-z.

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2018Quantile regression and its empirical likelihood with missing response at random. (2018). Shen, YU ; Liang, Han-Ying. In: Statistical Papers. RePEc:spr:stpapr:v:59:y:2018:i:2:d:10.1007_s00362-016-0784-5.

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2017Honest confidence sets in nonparametric IV regression and other ill-posed models. (2017). Babii, Andrii . In: TSE Working Papers. RePEc:tse:wpaper:31687.

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2018Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations. (2018). Kaplan, David ; Galvao, Antonio F ; de Castro, Luciano. In: Working Papers. RePEc:umc:wpaper:1710.

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2017Casual Inference using Generalized Empirical Likelihood Methods. (2017). Chausse, Pierre ; Luta, George . In: Working Papers. RePEc:wat:wpaper:1707.

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Works by Taisuke Otsu:


YearTitleTypeCited
2015Bootstrap inference of matching estimators for average treatment effects In: STICERD - Econometrics Paper Series.
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2017Bootstrap Inference of Matching Estimators for Average Treatment Effects.(2017) In: Journal of the American Statistical Association.
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2015Nonparametric likelihood for volatility under high frequency data In: STICERD - Econometrics Paper Series.
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2018Nonparametric Likelihood for Volatility Under High Frequency Data.(2018) In: School of Economics Discussion Papers.
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2015Pooling data across markets in dynamic Markov games In: STICERD - Econometrics Paper Series.
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2016Pooling data across markets in dynamic Markov games.(2016) In: LSE Research Online Documents on Economics.
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2016Pooling data across markets in dynamic Markov games.(2016) In: Quantitative Economics.
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2015Nonparametric instrumental regression with errors in variables In: STICERD - Econometrics Paper Series.
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2018Nonparametric instrumental regression with errors in variables.(2018) In: LSE Research Online Documents on Economics.
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2016Specification testing for errors-in-variables models In: STICERD - Econometrics Paper Series.
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2016Local M-estimation with discontinuous criterion for dependent and limited observations In: STICERD - Econometrics Paper Series.
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2013ON TESTABILITY OF COMPLEMENTARITY IN MODELS WITH MULTIPLE EQUILIBRIA In: STICERD - Econometrics Paper Series.
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2013On testability of complementarity in models with multiple equilibria.(2013) In: Economics Letters.
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2014Asymptotics for maximum score method under general conditions In: STICERD - Econometrics Paper Series.
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2014Robustness of bootstrap in instrumental variable regression In: STICERD - Econometrics Paper Series.
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2011Robustness of Bootstrap in Instrumental Variable Regression.(2011) In: Cowles Foundation Discussion Papers.
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2014Robustness of bootstrap in instrumental variable regression.(2014) In: LSE Research Online Documents on Economics.
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2015Robustness of bootstrap in instrumental variable regression.(2015) In: LSE Research Online Documents on Economics.
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2015Robustness of Bootstrap in Instrumental Variable Regression.(2015) In: Econometric Reviews.
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2014Empirical Likelihood for Regression Discontinuity Design In: STICERD - Econometrics Paper Series.
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2011Empirical Likelihood for Regression Discontinuity Design.(2011) In: Cowles Foundation Discussion Papers.
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2015Empirical likelihood for regression discontinuity design.(2015) In: Journal of Econometrics.
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2014Empirical likelihood for regression discontinuity design.(2014) In: LSE Research Online Documents on Economics.
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2015Empirical likelihood for regression discontinuity design.(2015) In: LSE Research Online Documents on Economics.
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2014Empirical Likelihood for Random Sets In: STICERD - Econometrics Paper Series.
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2014Empirical likelihood for random sets.(2014) In: LSE Research Online Documents on Economics.
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2017Empirical Likelihood for Random Sets.(2017) In: Journal of the American Statistical Association.
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2014Estimation of Nonseparable Models with Censored Dependent Variables and Endogenous Regressors. In: STICERD - Econometrics Paper Series.
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2016Estimation of nonseparable models with censored dependent variables and endogenous regressors.(2016) In: LSE Research Online Documents on Economics.
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2014Robust estimation of moment condition models with weakly dependent data In: STICERD - Econometrics Paper Series.
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2016Likelihood inference on semiparametric models with generated regressors In: STICERD - Econometrics Paper Series.
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2017Empirical likelihood for high frequency data In: STICERD - Econometrics Paper Series.
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2017Likelihood inference on semiparametric models: Average derivative and treatment effect In: STICERD - Econometrics Paper Series.
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2017Relative error accurate statistic based on nonparametric likelihood In: STICERD - Econometrics Paper Series.
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2018Relative Error Accurate Statistic Based on Nonparametric Likelihood.(2018) In: School of Economics Discussion Papers.
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2017Inference on distribution functions under measurement error In: STICERD - Econometrics Paper Series.
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2018Information theoretic approach to high dimensional multiplicative models: Stochastic discount factor and treatment effect In: STICERD - Econometrics Paper Series.
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2018Likelihood corrections for two-way models In: STICERD - Econometrics Paper Series.
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2014Testing Equilibrium Multiplicity in Dynamic Games In: CEPR Discussion Papers.
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2008Local GMM Estimation of Time Series Models with Conditional Moment Restrictions In: Working Papers.
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2012Local GMM estimation of time series models with conditional moment restrictions.(2012) In: Journal of Econometrics.
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2006GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION In: Econometric Theory.
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2006MATRIX ALGEBRA, by Karim M. Abadir and Jan R. Magnus, Cambridge University Press, 2005 In: Econometric Theory.
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2011TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD In: Econometric Theory.
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2005Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood.(2005) In: Cowles Foundation Discussion Papers.
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2011EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS In: Econometric Theory.
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2013SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS In: Econometric Theory.
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2012Second-order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions.(2012) In: Cowles Foundation Discussion Papers.
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2008Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood In: Cowles Foundation Discussion Papers.
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2012Testing for non-nested conditional moment restrictions using unconditional empirical likelihood.(2012) In: Journal of Econometrics.
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2008Estimating Derivatives in Nonseparable Models with Limited Dependent Variables In: Cowles Foundation Discussion Papers.
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2011Estimating Derivatives in Nonseparable Models with Limited Dependent Variables.(2011) In: Cowles Foundation Discussion Papers.
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2012Estimating Derivatives in Nonseparable Models With Limited Dependent Variables.(2012) In: Econometrica.
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2008Estimating derivatives in nonseparable models with limited dependent variables.(2008) In: CeMMAP working papers.
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2008Estimating Derivatives in Nonseparable Models with Limited Dependent Variables.(2008) In: NBER Working Papers.
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2008Estimating Derivatives in Nonseparable Models with Limited Dependent Variables.(2008) In: CIRJE F-Series.
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2009Robustness, Infinitesimal Neighborhoods, and Moment Restrictions In: Cowles Foundation Discussion Papers.
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2013Robustness, Infinitesimal Neighborhoods, and Moment Restrictions.(2013) In: Econometrica.
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2011Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit In: Cowles Foundation Discussion Papers.
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2012Optimal comparison of misspecified moment restriction models under a chosen measure of fit.(2012) In: Journal of Econometrics.
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2011Optimal Comparison of Misspecified Moment Restriction Models under a Chosen Measure of Fit.(2011) In: Microeconomics.ca working papers.
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2011Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators In: Cowles Foundation Discussion Papers.
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2011Large deviations of generalized method of moments and empirical likelihood estimators.(2011) In: Econometrics Journal.
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2011Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators In: Cowles Foundation Discussion Papers.
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2011Moderate deviations of generalized method of moments and empirical likelihood estimators.(2011) In: Journal of Multivariate Analysis.
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2011Hodges-Lehmann Optimality for Testing Moment In: Cowles Foundation Discussion Papers.
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2011A Simple Test for Identification in GMM under Conditional Moment Restrictions In: Cowles Foundation Discussion Papers.
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2011Empirical Likelihood for Nonparametric Additive Models In: Cowles Foundation Discussion Papers.
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2011Breakdown Point Theory for Implied Probability Bootstrap In: Cowles Foundation Discussion Papers.
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2012Breakdown point theory for implied probability bootstrap.(2012) In: Econometrics Journal.
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2011Large Deviations of Realized Volatility In: Cowles Foundation Discussion Papers.
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2012Large deviations of realized volatility.(2012) In: Stochastic Processes and their Applications.
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2011On Bartlett Correctability of Empirical Likelihood in Generalized Power Divergence Family In: Cowles Foundation Discussion Papers.
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2014On Bartlett correctability of empirical likelihood in generalized power divergence family.(2014) In: Statistics & Probability Letters.
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2014On Bartlett correctability of empirical likelihood in generalized power divergence family.(2014) In: LSE Research Online Documents on Economics.
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2004Effect of small-sample adjustments for Cox test under non-nested linear regression models In: Economics Bulletin.
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2008Large deviation asymptotics for statistical treatment rules In: Economics Letters.
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2008Conditional empirical likelihood estimation and inference for quantile regression models In: Journal of Econometrics.
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2010On Bahadur efficiency of empirical likelihood In: Journal of Econometrics.
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2012Hodges–Lehmann optimality for testing moment conditions In: Journal of Econometrics.
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2007Penalized empirical likelihood estimation of semiparametric models In: Journal of Multivariate Analysis.
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2013Estimation and inference of discontinuity in density In: LSE Research Online Documents on Economics.
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2013Estimation and Inference of Discontinuity in Density.(2013) In: Journal of Business & Economic Statistics.
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2009Generalized Neyman–Pearson optimality of empirical likelihood for testing parameter hypotheses In: Annals of the Institute of Statistical Mathematics.
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2009RESET for quantile regression In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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2013Testing for Equilibrium Multiplicity in Dynamic Markov Games In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
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