Rchr
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 -
- 2015 - 2016 財団法人清明会研究助成
- 2012 - 2015 Statistical Inference for Nonparametric and Semiparametric Econometric Models
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Papers (20):
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Yukitoshi Matsushita, Taisuke Otsu. Empirical Likelihood for Network Data. forthcoming in Journal of the American Statistical Association. 2023
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Yukitoshi Matsushita, Taisuke Otsu. Jackknife Lagrange multiplier test with many weak instruments. forthcoming in Econometric Theory. 2023
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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
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Yukitoshi Matsushita, Taisuke Otsu. Second-order refinements for t-ratios with many instruments. Journal of Econometrics. 2023. 232. 346-366
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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):
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Jackknife, Small bandwidth and High-dimensional Asymptotics
(International Conference on Computational and Financial Econometrics 2017)
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Jackknife, Many weak Instruments and Small bandwidth Asymptotics
(Seminar (London School of Economics) 2016)
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Empirical Likelihood for High frequency data
(Seminar (Kyoto University) 2016)
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Nonparametric Likelihood for Volatility under High Frequency Data
(- 2016)
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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):
Association Membership(s) (3):
Econometric Society
, Japanese Economic Association
, The Japan Statistical Society
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