Yuichi Kitamura

Yale University - Cowles Foundation

Box 208281

New Haven, CT 06520-8281

United States

SCHOLARLY PAPERS

11

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Top 14,697

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51

CROSSREF CITATIONS

28

Scholarly Papers (11)

1.

Empirical Likelihood Methods in Econometrics: Theory and Practice

Cowles Foundation Discussion Paper No. 1569
Number of pages: 67 Posted: 19 Jul 2006
Yuichi Kitamura
Yale University - Cowles Foundation
Downloads 735 (42,392)
Citation 2

Abstract:

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Convex analysis, Empirical distribution, GNP-optimality, Large deviation principle, Moment restriction models, Nonparametric test, NPMLE, Semiparametric efficiency, Weak dependence

Connections between Entropic and Linear Projections in Asset Pricing Estimation

Number of pages: 16 Posted: 16 Mar 2002
Michael J. Stutzer and Yuichi Kitamura
University of Colorado at Boulder - Leeds School of Business and Yale University - Cowles Foundation
Downloads 245 (153,088)
Citation 8

Abstract:

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Entropy, Information, Large deviations, GMM, stochastic discount factor

Connections between Entropic and Linear Projections in Asset Pricing Estimation

Posted: 26 Mar 2002
Michael J. Stutzer and Yuichi Kitamura
University of Colorado at Boulder - Leeds School of Business and Yale University - Cowles Foundation

Abstract:

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Entropy, Information, Large deviations, GMM, stochastic discount factor

3.

Partial Identification of Finite Mixtures in Econometric Models

Cowles Foundation Discussion Paper No. 1767
Number of pages: 32 Posted: 03 Sep 2010 Last Revised: 08 Jan 2013
Marc Henry, Yuichi Kitamura and Bernard Salanie
Pennsylvania State University, Yale University - Cowles Foundation and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 222 (168,922)
Citation 12

Abstract:

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Exclusion restriction, Misclassified regressors, Nonparametric identification

4.

Nonparametric Estimation in Random Coefficients Binary Choice Models

Cowles Foundation Discussion Paper No. 1721
Number of pages: 51 Posted: 23 Aug 2009
Eric Gautier and Yuichi Kitamura
ENSAE ParisTech - CREST and Yale University - Cowles Foundation
Downloads 121 (282,013)
Citation 24

Abstract:

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inverse problems, discrete choice models

5.

Nonparametric Analysis of Random Utility Models: Testing

Cowles Foundation Discussion Paper No. 1902
Number of pages: 48 Posted: 30 Jul 2013
Yuichi Kitamura and Jörg Stoye
Yale University - Cowles Foundation and Cornell University - Department of Economics
Downloads 119 (285,468)
Citation 6

Abstract:

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Stochastic rationality

6.

Revealed Price Preference: Theory and Stochastic Testing

Cowles Foundation Discussion Paper No. 2087
Number of pages: 38 Posted: 18 May 2017
Rahul Deb, Yuichi Kitamura, John Kim-Ho Quah and Jörg Stoye
University of Toronto, Yale University - Cowles Foundation, University of Oxford - Department of Economics and Cornell University - Department of Economics
Downloads 80 (369,283)
Citation 4

Abstract:

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7.

Robustness, Infinitesimal Neighborhoods, and Moment Restrictions

Cowles Foundation Discussion Paper No. 1720
Number of pages: 40 Posted: 23 Aug 2009
Yuichi Kitamura, Taisuke Otsu and Kirill Evdokimov
Yale University - Cowles Foundation, Yale University - Cowles Foundation and Yale University - Department of Economics
Downloads 69 (401,137)
Citation 12

Abstract:

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asymptotic minimax theorem, Hellinger distance, semiparametric efficiency

8.

On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions

Cowles Foundation Discussion Paper No. 1722
Number of pages: 32 Posted: 23 Aug 2009
Yuichi Kitamura, Andres Santos and Azeem Shaikh
Yale University - Cowles Foundation, University of California, San Diego (UCSD) - Department of Economics and University of Chicago
Downloads 46 (484,613)
Citation 10

Abstract:

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empirical likelihood, large deviations, Hoeffding optimality, moment restrictions

Partial Identification and Inference for Dynamic Models and Counterfactuals

Cowles Foundation Discussion Paper No. 2221, February 2020
Number of pages: 63 Posted: 11 Feb 2020
Harvard University - Department of Economics, Yale University - Cowles Foundation, Harvard University and University of Toronto
Downloads 23 (625,720)

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Dynamic Discrete Choice, Counterfactual, Partial Identification, Subsampling, Uniform Inference, Structural Model

10.

Unobserved Heterogeneity in Auctions

Cowles Foundation Discussion Paper No. 2141
Number of pages: 31 Posted: 27 Aug 2018
Philip A. Haile and Yuichi Kitamura
Yale University - Department of Economics and Yale University - Cowles Foundation
Downloads 23 (606,784)
Citation 7

Abstract:

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Nonparametric identification, Control function, Measurement error, Finite mixture, Quasi-control function

11.

An Information-Theoretic Alternative to Generalized Method of Moments Estimation

Posted: 04 Feb 1998
Michael J. Stutzer and Yuichi Kitamura
University of Colorado at Boulder - Leeds School of Business and Yale University - Cowles Foundation

Abstract:

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