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J-GLOBAL ID:201701015776618444   Update date: Apr. 09, 2024

Matsushita Yukitoshi

マツシタ ユキトシ | Matsushita Yukitoshi
Affiliation and department:
Job title: Professor
Other affiliations (2):
Homepage URL  (1): https://sites.google.com/site/matsushitaecon/
Research field  (1): Economic statistics
Research keywords  (1): semi/nonparametric models
Research theme for competitive and other funds  (7):
  • 2010 - 現在 statistical inference for econometric models
  • 2010 - 現在 Econometrics
  • 2018 - 2023 -
  • 2017 - 2020 -
  • 2014 - 2018 -
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Papers (20):
  • Yukitoshi Matsushita, Taisuke Otsu. Empirical Likelihood for Network Data. forthcoming in Journal of the American Statistical Association. 2023
  • Yukitoshi Matsushita, Taisuke Otsu. Jackknife Lagrange multiplier test with many weak instruments. forthcoming in Econometric Theory. 2023
  • Yukitoshi Matsushita, Taisuke Otsu, Keisuke Takahata. Estimating density ratio of marginals to joint: applications to causal inference. Journal of Business and Economic Statistics. 2023. 41. 467-488
  • Yukitoshi Matsushita, Taisuke Otsu. Second-order refinements for t-ratios with many instruments. Journal of Econometrics. 2023. 232. 346-366
  • Lorenzo Camponovo, Yukitoshi Matsushita, Taisuke Otsu. Relative error accurate statistic based on nonparametric likelihood (jointly worked). Econometric Theory. 2021. 37. 1214-1237
more...
Lectures and oral presentations  (8):
  • Jackknife, Small bandwidth and High-dimensional Asymptotics
    (International Conference on Computational and Financial Econometrics 2017)
  • Jackknife, Many weak Instruments and Small bandwidth Asymptotics
    (Seminar (London School of Economics) 2016)
  • Empirical Likelihood for High frequency data
    (Seminar (Kyoto University) 2016)
  • Nonparametric Likelihood for Volatility under High Frequency Data
    (- 2016)
  • Likelihood Inference on Semiparametric Models with Generated Regressors
    (Seminar (London School of Economics) 2015)
more...
Education (3):
  • - 2006 The University of Tokyo Graduate School, Division of Economics
  • - 2003 The University of Tokyo Graduate School, Division of Economics
  • - 2001 The University of Tokyo Faculty of Economics
Professional career (1):
  • Ph.D in Economics (The University of Tokyo)
Work history (6):
  • 2020/11/01 - 現在 Hitotsubashi University Faculty of Economics Professor
  • 2020/11/01 - 現在 Hitotsubashi University Graduate School of Economics Professor
  • 2017/10/01 - 2020/10/31 Hitotsubashi University Graduate School of Economics Associate Professor
  • 2019/03/01 - 2020/03/31 London School of Economics - Visiting Scholar
  • 2014/03/01 - 2017/09/30 Tokyo Institute of Technology Associate Professor
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Association Membership(s) (3):
Econometric Society ,  Japanese Economic Association ,  The Japan Statistical Society
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