27 citations · 35 across the 18 of their papers we have counts for
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econ.EM2022★ 1 cited
Conditional Likelihood Ratio Test with Many Weak Instruments
Sreevidya Ayyar, Yukitoshi Matsushita, Taisuke Otsu
This paper extends validity of the conditional likelihood ratio (CLR) test developed by Moreira (2003) to instrumental variable regression models with unknown error variance and ma…
econ.EM2022
GLS under Monotone Heteroskedasticity
Yoichi Arai, Taisuke Otsu, 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 o…
econ.EM2022
Isotonic propensity score matching
Mengshan Xu, Taisuke Otsu
We propose a one-to-many matching estimator of the average treatment effect based on propensity scores estimated by isotonic regression. This approach is predicated on the assumpti…