Yukitoshi Matsushita
Publications
Conditional likelihood ratio test with many weak instruments (with Ayyar, S. and T. Otsu) forthcoming in Econometric Theory.
Multiway empirical likelihood (with Chiang, H. and T. Otsu) forthcoming in Journal of Econometrics.
Empirical likelihood for network data (with Otsu, T.) forthcoming in Journal of the American Statistical Association.
Jackknife Lagrange multiplier test with many weak instruments (with Otsu, T.) Econometric Theory, 2024, vol.40, 447-470.
Estimating density ratio of marginals to joint: applications to causal inference (with Otsu, T. and K. Takahata) Journal of Business and Economic Statistics, 2023, vol.41, 467-488.
Second-order refinements for t-ratios with many instruments (with Otsu, T.) Journal of Econometrics, 2023, vol.232, 346-366.
Relative error accurate statistic based on nonparametric likelihood (with Camponovo, L. and T. Otsu) Econometric Theory, 2021, vol.37, 1214-1237.
Jackknife empirical likelihood: small bandwidth, sparse network and high-dimensional asymptotics (with Otsu, T.) Biometrika, 2021, 108, pp.661-674.
Likelihood inference on semiparametric models with generated regressors (with Otsu, T.) Econometric Theory, 2020, vol.36, pp.626-657.
Empirical likelihood for high frequency data (with Camponovo, L. and T. Otsu) Journal of Business and Economic Statistics, 2020, vol.38, pp.621-632.
Heterogeneous treatment effects of safe water on infectious disease: Do meteorological factors matter? (with Ogasawara, K.), Cliometrica, 2019, vol.13, pp.55-82.
Public health and multiple-phase mortality decline: Evidence from industrializing Japan (with Ogasawara, K.) Economics and Human Biology, 2018, 29, 198-210.
Likelihood Inference on Semiparametric Models: Average Derivative and Treatment Effect (with Otsu, T.) Japanese Economic Review, 2018, vol.69, pp.133-155.
Moment Estimation of the Probit Model with an Endogenous Continuous Regressor (with Kawaguchi, D. and H. Naito) Japanese Economic Review, 2017, vol.68, pp.48-62.
Empirical Likelihood for Regression Discontinuity Design (with Otsu, T. and K. Xu) Journal of Econometrics, 2015, vol.186, pp.94–112.
Estimation and Inference of Discontinuity in Density (with Otsu, T. and K. Xu) Journal of Business and Economic Statistics, 2013, vol.31, pp.507-524.
Second-order Refinement of Empirical Likelihood for Testing Overidentifying Restrictions (with Otsu,T.) Econometric Theory, 2013, vol.29, pp.324-353.
On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments (with Anderson, T. W. and N. Kunitomo) Journal of Econometrics, 2011, vol.165, pp. 58-69.
On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments (with Anderson, T. W. and N. Kunitomo) Journal of Econometrics, 2010, vol.157, pp191-204.
Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations (with Kunitomo, N.) Journal of Multivariate Analysis, 2009, vol.100, pp.1727-1751.
Approximate Distribution of the Likelihood Ratio Statistic in a Structural Equation with Many Instruments Journal of Japan Statistical Society, 38(2), 2008, pp.207-223.
Working Papers
-Regression adjustment in randomized controlled trials with many covariates (with Chiang, H. and T. Otsu)
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