Taisuke Otsu

Associate and Professor of Econometrics

Expertise: nonparametric and semiparametric methods, microeconometrics

Telephone:

+44 (0)20 7955 7509

Email:

t.otsu@lse.ac.uk

Connect:

Website

Links:

Econometrics
Department of Economics

Latest

Econometrics Papers

Monotone response for random objects

04 August 2026

Daisuke Kurisu, Yuta Okamoto and Taisuke Otsu

Monotone treatment response (MTR), monotone treatment selection (MTS), and monotone instrumental variable (MIV) assumptions are widely used to partially identify counterfactual mean outcomes, but existing analyses have f... Read more...

Econometrics Papers

Role-Reversed Auxiliary Calibration for Treatment Effects under Selection on Potential Outcomes

06 July 2026

Takahiro Hoshino, Taisuke Otsu and Kazuhiko Shinoda

This discussion paper is currently under revision. A new version will be available soon.... Read more...

Econometrics Papers

Treatment effect identification under selection on potential outcomes

06 July 2026

Takahiro Hoshino, Taisuke Otsu and Kazuhiko Shinoda

This discussion paper is currently under revision. A new version will be available soon.... Read more...

Econometrics Papers

Inference for instrumental variable regression with many weak instruments and many exogenous regressors

22 June 2026

Yukitoshi Matsushita and Taisuke Otsu

This paper proposes inference methods for structural parameters in instrumental variable regression models that are robust to many and arbitrarily weak instruments and many included exogenous regressors. This setting is ... Read more...

Econometrics Papers

Fragility of joint identification in the Roy model

11 May 2026

Takahiro Hoshino, Taisuke Otsu and Kazuhiko Shinoda

This discussion paper is currently under revision. A new version will be available soon.... Read more...

Econometrics Papers

Two-sample instrumental variable regression with many instruments

30 March 2026

Yukitoshi Matsushita, Yuta Okamoto and Taisuke Otsu

This paper develops estimation and inference methods for two-sample instrumental variables (TSIV) regression when the number of instruments k grows proportionally with sample size n. Under this asymptotic setting, we sho... Read more...

Econometrics Papers

Lee bounds for random objects

22 January 2026

Daisuke Kurisu, Yuta Okamoto and Taisuke Otsu

In applied research, Lee (2009) bounds are widely applied to bound the average treat- ment effect in the presence of selection bias. This paper extends the methodology of Lee bounds to accommodate outcomes in a general m... Read more...

Econometrics Papers

GMM under finite-population asymptotics: instrumental variables and regression adjustment

08 January 2026

Haruo Kakehi, Yukitoshi Matsushita and Taisuke Otsu

This paper extends the finite-population asymptotic approach by Abadie et al. (2014, 2020) to the generalized method of moments (GMM) estimator for moment condition models. Motivating examples include instrumental variab... Read more...

Econometrics Papers

Difference-in-differences with interval data

10 December 2025

Daisuke Kurisu, Yuta Okamoto and Taisuke Otsu

Difference-in-differences (DID) is one of the most popular tools used to evaluate causal effects of policy interventions. This paper extends the DID methodology to accommodate interval outcomes, which are often encounter... Read more...

Econometrics Papers

Empirical likelihood for random forests and ensembles

01 December 2025

Harold D Chiang and Taisuke Otsu

We develop an empirical likelihood (EL) framework for random forests and related ensemble methods, providing a likelihood-based approach to quantify their statistical uncertainty. Exploiting the incomplete U-statistic st... Read more...

STICERD Econometrics Seminar Series

Robustness, Infinitesimal Neighbourhoods, and Moment Restrictions

04 December 2008

Taisuke Otsu (Yale University)