Graduate School of Economics
MATSUSHITA Yukitoshi

Papers

1. Empirical Likelihood for Network Data (Peer-reviewed)
Yukitoshi Matsushita, Taisuke Otsu
forthcoming in Journal of the American Statistical Association 2023.8
doi Link
2. Estimating density ratio of marginals to joint: applications to causal inference (Peer-reviewed)
Yukitoshi Matsushita, Taisuke Otsu, Keisuke Takahata
Journal of Business and Economic Statistics Vol.41,pp.467-488 2023
3. Second-order refinements for t-ratios with many instruments (Peer-reviewed)
Yukitoshi Matsushita, Taisuke Otsu
Journal of Econometrics Vol.232,pp.346-366 2023
4. Jackknife Lagrange multiplier test with many weak instruments (Peer-reviewed)
Yukitoshi Matsushita, Taisuke Otsu
forthcoming in Econometric Theory 2023
5. Jackknife empirical likelihood: Small bandwidth, sparse network and high-dimension asymptotics (jointly worked) (Peer-reviewed)
Yukitoshi Matsushita, Taisuke Otsu
Biometrika Vol.108,pp.661-674 2021.1
6. Relative error accurate statistic based on nonparametric likelihood (jointly worked) (Peer-reviewed)
Lorenzo Camponovo, Yukitoshi Matsushita, Taisuke Otsu
Econometric Theory Vol.37,pp.1214-1237 2021.1
7. Likelihood Inference on Semiparametric Models with Generated Regressors (jointly worked) (Peer-reviewed)
Yukitoshi Matsushita, Taisuke Otsu
Econometric Theory Vol.36,pp.626-657 2020.1
8. Empirical Likelihood for High Frequency Data (jointly worked) (Peer-reviewed)
Lorenzo Camponovo, Yukitoshi Matsushita, Taisuke Otsu
Journal of Business and Economic Statistics Vol.38,pp.621-632 2020.1
doi
9. Likelihood Inference on Semiparametric Models: Average Derivative and Treatment Effect (Peer-reviewed)
Yukitoshi Matsushita, Taisuke Otsu
Japanese Economic Review Vol.69,No.2,pp.133-155 2018.6
doi
10. Public health and multiple-phase mortality decline: Evidence from industrializing Japan (Peer-reviewed)
Kota Ogasawara, Yukitoshi Matsushita
Economics and Human Biology Vol.29,pp.198-210 2018.5
doi
11. Heterogeneous treatment effects of safe water on infectious disease: Do meteorological factors matter? (Peer-reviewed)
Kota Ogasawara, Yukitoshi Matsushita
Cliometrica Vol.13,No.1,pp.1-28 2017.11
doi
12. MOMENT ESTIMATION OF THE PROBIT MODEL WITH AN ENDOGENOUS CONTINUOUS REGRESSOR (Peer-reviewed)
Daiji Kawaguchi, Yukitoshi Matsushita, Hisahiro Naito
JAPANESE ECONOMIC REVIEW Vol.68,No.1,pp.48-62 2017.3
doi
13. Empirical likelihood for regression discontinuity design (Peer-reviewed)
Taisuke Otsu, Ke-Li Xu, Yukitoshi Matsushita
JOURNAL OF ECONOMETRICS Vol.186,No.1,pp.94-112 2015.5
doi
14. SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS (Peer-reviewed)
Yukitoshi Matsushita, Taisuke Otsu
ECONOMETRIC THEORY Vol.29,No.2,pp.324-353 2013.4
doi
15. Estimation and inference of discontinuity in density (Peer-reviewed)
Taisuke Otsu, Ke-Li Xu, Yukitoshi Matsushita
Journal of Business and Economic Statistics Vol.31,No.4,pp.507-524 2013
doi
16. On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments (Peer-reviewed)
T. W. Anderson, Naoto Kunitomo, Yukitoshi Matsushita
JOURNAL OF ECONOMETRICS Vol.165,No.1,pp.58-69 2011.11
doi
17. On the asymptotic optimality of the LIML estimator with possibly many instruments (Peer-reviewed)
T. W. Anderson, Naoto Kunitomo, Yukitoshi Matsushita
JOURNAL OF ECONOMETRICS Vol.157,No.2,pp.191-204 2010.8
doi
18. Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations (Peer-reviewed)
Naoto Kunitomo, Yukitoshi Matsushita
JOURNAL OF MULTIVARIATE ANALYSIS Vol.100,No.8,pp.1727-1751 2009.9
doi
19. Heterogeneous treatment effects of safe water on infectious disease: Do meteorological factors matter? (jointly worked) (Peer-reviewed)
Kota Ogasawara, Yukitoshi Matsushita
Cliometrica Vol.13,pp.55-82 2009.1
20. Approximate Distrbution of the Likelihood Ratio Statistic in a Structural Equation with Many Instruments (Peer-reviewed)
Yukitoshi Matsushita
Journal of Japan Statistical Society Vol.38,No.2,pp.207-223 2008.7
doi Link Link

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Presentations

No. Name of subject/Conference Name Year Site
1. Jackknife, Small bandwidth and High-dimensional Asymptotics(International Conference on Computational and Financial Econometrics)
Holding date :
Presentation date : 2017.12.13
University of London
2. Jackknife, Many weak Instruments and Small bandwidth Asymptotics(Seminar (London School of Economics))
Holding date :
Presentation date : 2016.11.1
London School of Economics
3. Empirical Likelihood for High frequency data(Seminar (Kyoto University))
Holding date :
Presentation date : 2016.6.1
Kyoto University
4. Nonparametric Likelihood for Volatility under High Frequency Data(-)
Holding date :
Presentation date : 2016.1.9
The University of Tokyo
5. Likelihood Inference on Semiparametric Models with Generated Regressors(Seminar (London School of Economics))
Holding date :
Presentation date : 2015.10.1
London School of Economics
6. Improved Empirical Likelihood for Average Treatment Effects(Japanese Joint Statistical Meeting)
Holding date :
Presentation date : 2015.9.6
Okayama University, Japan
7. Empirical Likelihood for Semiparametric Models with application to Average Treatment Effects(Mini-conference in Microeconometrics)
Holding date :
Presentation date : 2014.6.27
箱根
8. *Empirical likelihood for regression discontinuity design and related topics(The Applied Statistics Workshop (The University of Tokyo))
Holding date :
Presentation date : 2014.4.1
The University of Tokyo

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Research Projects

No. Research subject Research item(Awarding organization, System name) Year
1. -
Scientific Research (C)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research )
2018.4 - 2023.3
2. -
Fund for the Promotion of Joint International Research (Fostering Joint International Research)
( System name: Grants-in-Aid for Scientific Research )
2017.4 - 2020.3
3. 財団法人清明会研究助成

( Awarding organization: 財団法人清明会 System name: 共同研究 )
2015.4 - 2016.3
4. -
Young Scientists (B)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research )
2014.4 - 2018.3
5. Statistical Inference for Nonparametric and Semiparametric Econometric Models
Young Scientists (B)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research )
2012.4 - 2015.3
6. Econometrics
2010.7 -
7. statistical inference for econometric models
2010.7 -

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