# Yukitoshi Matsushita

## Personal Details

First Name: | Yukitoshi |

Middle Name: | |

Last Name: | Matsushita |

Suffix: | |

RePEc Short-ID: | pma1279 |

[This author has chosen not to make the email address public] | |

## Affiliation

### Faculty of Humanities and Social Sciences

University of Tsukuba

Ibaraki, Japanhttps://www.jinsha.tsukuba.ac.jp/

RePEc:edi:iptsujp (more details at EDIRC)

## Research output

Jump to: Working papers Articles### Working papers

- T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2009.
"
**The Limited Information Maximum Likelihood Estimator as an Angle**," CIRJE F-Series CIRJE-F-619, CIRJE, Faculty of Economics, University of Tokyo. - Naoto Kunitomo & Yukitoshi Matsushita, 2009.
"
**Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations**," CIRJE F-Series CIRJE-F-611, CIRJE, Faculty of Economics, University of Tokyo.- Kunitomo, Naoto & Matsushita, Yukitoshi, 2009.
"
**Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations**," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1727-1751, September.

- Kunitomo, Naoto & Matsushita, Yukitoshi, 2009.
"
- Naoto Kunitomo & Yukitoshi Matsushita, 2008.
"
**Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity**," CIRJE F-Series CIRJE-F-588, CIRJE, Faculty of Economics, University of Tokyo. - T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2008.
"
**On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments**," CIRJE F-Series CIRJE-F-542, CIRJE, Faculty of Economics, University of Tokyo. - T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2008.
"
**On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments**," CIRJE F-Series CIRJE-F-577, CIRJE, Faculty of Economics, University of Tokyo. - Yukitoshi Matsushita, 2007.
"
**Approximate Distributions of the Likelihood Ratio Statistic in a Structural Equation with Many Instruments**," CIRJE F-Series CIRJE-F-466, CIRJE, Faculty of Economics, University of Tokyo. - Yukitoshi Matsushita, 2007.
"
**t-Tests in a Structural Equation with Many Instruments**," CIRJE F-Series CIRJE-F-467, CIRJE, Faculty of Economics, University of Tokyo. - T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2006.
"
**A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations with Possibly Many Instruments**," CIRJE F-Series CIRJE-F-399, CIRJE, Faculty of Economics, University of Tokyo. - Theodore W. Anderson & Naoto Kunijtomo & Yukitoshi Matsushita, 2005.
"
**A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations and Microeconometric Models**," CIRJE F-Series CIRJE-F-321, CIRJE, Faculty of Economics, University of Tokyo. - Naoto Kunitomo & Yukitoshi Matsushita, 2003.
"
**On Finite Sample Distributions of the Empirical Likelihood Estimator and the GMM Estimator**," CIRJE F-Series CIRJE-F-200, CIRJE, Faculty of Economics, University of Tokyo. - Naoto Kunitomo & Yukitoshi Matsushita, 2003.
"
**Asymptotic Expansions of the Distributions of Semi-Parametric Estimators in a Linear Simultaneous Equations System**," CIRJE F-Series CIRJE-F-237, CIRJE, Faculty of Economics, University of Tokyo.

### Articles

- Kunitomo, Naoto & Matsushita, Yukitoshi, 2009.
"
**Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations**," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1727-1751, September.- Naoto Kunitomo & Yukitoshi Matsushita, 2009.
"
**Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations**," CIRJE F-Series CIRJE-F-611, CIRJE, Faculty of Economics, University of Tokyo.

- Naoto Kunitomo & Yukitoshi Matsushita, 2009.
"

## Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.### Working papers

- Naoto Kunitomo & Yukitoshi Matsushita, 2009.
"
**Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations**," CIRJE F-Series CIRJE-F-611, CIRJE, Faculty of Economics, University of Tokyo.- Kunitomo, Naoto & Matsushita, Yukitoshi, 2009.
"
**Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations**," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1727-1751, September.

Cited by:

- Anderson, T.W. & Kunitomo, Naoto & Matsushita, Yukitoshi, 2011.
"
**On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments**," Journal of Econometrics, Elsevier, vol. 165(1), pages 58-69. - Anderson, T.W. & Kunitomo, Naoto & Matsushita, Yukitoshi, 2010.
"
**On the asymptotic optimality of the LIML estimator with possibly many instruments**," Journal of Econometrics, Elsevier, vol. 157(2), pages 191-204, August. - Naoto Kunitomo, 2008.
"
**An Optimal Modification of the LIML Estimation for Many Instruments and Persistent Heteroscedasticity**," CIRJE F-Series CIRJE-F-576, CIRJE, Faculty of Economics, University of Tokyo. - Naoto Kunitomo, 2012.
"
**An optimal modification of the LIML estimation for many instruments and persistent heteroscedasticity**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(5), pages 881-910, October.

- Kunitomo, Naoto & Matsushita, Yukitoshi, 2009.
"
- Naoto Kunitomo & Yukitoshi Matsushita, 2008.
"
**Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity**," CIRJE F-Series CIRJE-F-588, CIRJE, Faculty of Economics, University of Tokyo.Cited by:

- Christl, Michael & Köppl Turyna, Monika & Kucsera, Denes, 2015.
"
**Employment effects of minimum wages in Europe revisited**," MPRA Paper 65761, University Library of Munich, Germany.- Michael Christl & Monika Köppl‐Turyna & Dénes Kucsera, 2018.
"
**Revisiting the Employment Effects of Minimum Wages in Europe**," German Economic Review, Verein für Socialpolitik, vol. 19(4), pages 426-465, November.

- Michael Christl & Monika Köppl‐Turyna & Dénes Kucsera, 2018.
"
- Ribeiro, André L.P. & Hotta, Luiz K., 2013.
"
**An analysis of contagion among Asian countries using the canonical model of contagion**," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 62-69. - Christl Michael & Köppl-Turyna Monika & Kucsera Dénes, 2018.
"
**Revisiting the Employment Effects of Minimum Wages in Europe**," German Economic Review, De Gruyter, vol. 19(4), pages 426-465, December.- Michael Christl & Monika Köppl‐Turyna & Dénes Kucsera, 2018.
"
**Revisiting the Employment Effects of Minimum Wages in Europe**," German Economic Review, Verein für Socialpolitik, vol. 19(4), pages 426-465, November.

- Michael Christl & Monika Köppl‐Turyna & Dénes Kucsera, 2018.
"

- Christl, Michael & Köppl Turyna, Monika & Kucsera, Denes, 2015.
"
- T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2008.
"
**On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments**," CIRJE F-Series CIRJE-F-542, CIRJE, Faculty of Economics, University of Tokyo.Cited by:

- Anderson, T.W. & Kunitomo, Naoto & Matsushita, Yukitoshi, 2011.
"
**On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments**," Journal of Econometrics, Elsevier, vol. 165(1), pages 58-69. - Naoto Kunitomo & Yukitoshi Matsushita, 2009.
"
- Kunitomo, Naoto & Matsushita, Yukitoshi, 2009.
"

- Kunitomo, Naoto & Matsushita, Yukitoshi, 2009.
"
- André L P Ribeiro & Luiz K Hotta, 2016.
"
**Estimation of the Heteroskedastic Canonical Contagion Model with Instrumental Variables**," PLOS ONE, Public Library of Science, vol. 11(12), pages 1-13, December. - Carrasco, Marine & Tchuente, Guy, 2015.
"
**Regularized LIML for many instruments**," Journal of Econometrics, Elsevier, vol. 186(2), pages 427-442.- Guy Tchuente & Marine Carrasco, 2013.
"
**Regularized LIML for many instruments**," CIRANO Working Papers 2013s-20, CIRANO. - Marine Carrasco & Guy Tchuente, 2015.
"
**Regularized LIML for many instruments**," Studies in Economics 1515, School of Economics, University of Kent.

- Guy Tchuente & Marine Carrasco, 2013.
"
- Naoto Kunitomo, 2008.
"
**An Optimal Modification of the LIML Estimation for Many Instruments and Persistent Heteroscedasticity**," CIRJE F-Series CIRJE-F-576, CIRJE, Faculty of Economics, University of Tokyo. - Aiwei Huang & Madhurima Chandra & Laura Malkhasyan, 2021.
"
**Weak Instrumental Variables: Limitations of Traditional 2SLS and Exploring Alternative Instrumental Variable Estimators**," Papers 2104.12370, arXiv.org. - Naoto Kunitomo & Yukitoshi Matsushita, 2008.
"
**Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity**," CIRJE F-Series CIRJE-F-588, CIRJE, Faculty of Economics, University of Tokyo. - Michal Kolesár & Raj Chetty & John N. Friedman & Edward L. Glaeser & Guido W. Imbens, 2011.
"
**Identification and Inference with Many Invalid Instruments**," NBER Working Papers 17519, National Bureau of Economic Research, Inc.- Kolesar, Michal & Chetty, Raj & Friedman, John & Glaeser, Edward Ludwig & Imbens, Guido, 2015.
"
**Identification and Inference With Many Invalid Instruments**," Scholarly Articles 27769098, Harvard University Department of Economics. - Michal Kolesár & Raj Chetty & John Friedman & Edward Glaeser & Guido W. Imbens, 2015.
"
**Identification and Inference With Many Invalid Instruments**," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(4), pages 474-484, October.

- Kolesar, Michal & Chetty, Raj & Friedman, John & Glaeser, Edward Ludwig & Imbens, Guido, 2015.
"
- Xuexin WANG, 2021.
"
**Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption**," Working Papers 2021-11-06, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University. - Hirsch, Patrick & Köhler, Ekkehard A. & Feld, Lars P. & Thomas, Tobias, 2020.
"
**"Whatever it takes!": How tonality of TV-news affects government bond yield spreads during crises**," Freiburg Discussion Papers on Constitutional Economics 20/9, Walter Eucken Institut e.V.. - Ribeiro, André L.P. & Hotta, Luiz K., 2013.
"
**An analysis of contagion among Asian countries using the canonical model of contagion**," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 62-69. - Stanislav Anatolyev, 2012.
"
**Instrumental variables estimation and inference in the presence of many exogenous regressors**," Working Papers w0162, Center for Economic and Financial Research (CEFIR).- Stanislav Anatolyev, 2013.
"
**Instrumental variables estimation and inference in the presence of many exogenous regressors**," Econometrics Journal, Royal Economic Society, vol. 16(1), pages 27-72, February. - Stanislav Anatolyev, 2012.
"
**Instrumental variables estimation and inference in the presence of many exogenous regressors**," Working Papers w0162, New Economic School (NES).

- Stanislav Anatolyev, 2013.
"
- Kentaro Akashi & Naoto Kunitomo, 2010.
"
**The Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations**," CIRJE F-Series CIRJE-F-708, CIRJE, Faculty of Economics, University of Tokyo. - Ricardo Teruel-Gutierrez & Mariluz Maté-Sánchez-Val, 2021.
"
**The impact of Instagram on Airbnb’s listing prices in the city of Barcelona**," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 67(3), pages 737-763, December. - Naoto Kunitomo, 2012.
"
**An optimal modification of the LIML estimation for many instruments and persistent heteroscedasticity**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(5), pages 881-910, October. - Yukitoshi Matsushita & Taisuke Otsu, 2020.
"
**Second-order refinements for t-ratios with many instruments**," STICERD - Econometrics Paper Series 612, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. - T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2008.
"
**On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments**," CIRJE F-Series CIRJE-F-577, CIRJE, Faculty of Economics, University of Tokyo. - Kentaro Akashi & Naoto Kunitomo, 2010.
"
**Some Properties of the LIML Estimator in a Dynamic Panel Structural Equation**," CIRJE F-Series CIRJE-F-707, CIRJE, Faculty of Economics, University of Tokyo.- Akashi, Kentaro & Kunitomo, Naoto, 2012.
"
**Some properties of the LIML estimator in a dynamic panel structural equation**," Journal of Econometrics, Elsevier, vol. 166(2), pages 167-183.

- Akashi, Kentaro & Kunitomo, Naoto, 2012.
"
- Fiseha Gebregziabher & Miguel Niño-Zarazúa, 2014.
"
**Social Spending and Aggregate Welfare in Developing and Transition Economies**," WIDER Working Paper Series wp-2014-082, World Institute for Development Economic Research (UNU-WIDER). - Michael Doumpos & Chrysovalantis Gaganis & Fotios Pasiouras, 2016.
"
**Bank Diversification and Overall Financial Strength: International Evidence**," Working Papers 1602, University of Crete, Department of Economics.

- Anderson, T.W. & Kunitomo, Naoto & Matsushita, Yukitoshi, 2011.
"
- T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2008.
"
**On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments**," CIRJE F-Series CIRJE-F-577, CIRJE, Faculty of Economics, University of Tokyo.Cited by:

- Naoto Kunitomo & Yukitoshi Matsushita, 2009.
"
- Kunitomo, Naoto & Matsushita, Yukitoshi, 2009.
"

- Kunitomo, Naoto & Matsushita, Yukitoshi, 2009.
"
- Naoto Kunitomo, 2008.
"
**An Optimal Modification of the LIML Estimation for Many Instruments and Persistent Heteroscedasticity**," CIRJE F-Series CIRJE-F-576, CIRJE, Faculty of Economics, University of Tokyo. - Naoto Kunitomo & Michael McAleer & Yoshihiko Nishiyama, 2010.
"
**Moment Restriction-based Econometric Methods: An Overview**," KIER Working Papers 734, Kyoto University, Institute of Economic Research.- Kunitomo, N. & McAleer, M.J. & Nishiyama, Y., 2010.
"
**Moment Restriction-based Econometric Methods: An Overview**," Econometric Institute Research Papers EI 2010-61, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Naoto Kunitomo & Michael McAleer & Yoshihiko Nishiyama, 2010.
"
**Moment Restriction-based Econometric Methods: An Overview**," Working Papers in Economics 10/65, University of Canterbury, Department of Economics and Finance.

- Kunitomo, N. & McAleer, M.J. & Nishiyama, Y., 2010.
"
- Naoto Kunitomo & Yukitoshi Matsushita, 2008.
"
- Hirsch, Patrick & Köhler, Ekkehard A. & Feld, Lars P. & Thomas, Tobias, 2020.
"
**"Whatever it takes!": How tonality of TV-news affects government bond yield spreads during crises**," Freiburg Discussion Papers on Constitutional Economics 20/9, Walter Eucken Institut e.V.. - Okui, Ryo, 2011.
"
**Instrumental variable estimation in the presence of many moment conditions**," Journal of Econometrics, Elsevier, vol. 165(1), pages 70-86. - Kentaro Akashi & Naoto Kunitomo, 2010.
"
**The Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations**," CIRJE F-Series CIRJE-F-708, CIRJE, Faculty of Economics, University of Tokyo. - T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2009.
"
**The Limited Information Maximum Likelihood Estimator as an Angle**," CIRJE F-Series CIRJE-F-619, CIRJE, Faculty of Economics, University of Tokyo. - Naoto Kunitomo, 2012.
"
**An optimal modification of the LIML estimation for many instruments and persistent heteroscedasticity**," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(5), pages 881-910, October. - Yukitoshi Matsushita & Taisuke Otsu, 2020.
"
**Second-order refinements for t-ratios with many instruments**," STICERD - Econometrics Paper Series 612, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. - Naoto Kunitomo & Kentaro Akashi, 2010.
"
**An Aysmptotically Optimal Modification of the Panel LIML Estimation for Individual Heteroscedasticity**," CIRJE F-Series CIRJE-F-780, CIRJE, Faculty of Economics, University of Tokyo. - Mieno, Taro & Brozovic, Nicholas, 2012.
"
**Unraveling deterrence effects of regulatory activities under Clean Water Act**," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124612, Agricultural and Applied Economics Association. - Kentaro Akashi & Naoto Kunitomo, 2010.
"
**Some Properties of the LIML Estimator in a Dynamic Panel Structural Equation**," CIRJE F-Series CIRJE-F-707, CIRJE, Faculty of Economics, University of Tokyo.- Akashi, Kentaro & Kunitomo, Naoto, 2012.
"
**Some properties of the LIML estimator in a dynamic panel structural equation**," Journal of Econometrics, Elsevier, vol. 166(2), pages 167-183.

- Akashi, Kentaro & Kunitomo, Naoto, 2012.
"

- Naoto Kunitomo & Yukitoshi Matsushita, 2009.
"
- Yukitoshi Matsushita, 2007.
"
**Approximate Distributions of the Likelihood Ratio Statistic in a Structural Equation with Many Instruments**," CIRJE F-Series CIRJE-F-466, CIRJE, Faculty of Economics, University of Tokyo.Cited by:

- Naoto Kunitomo & T. W. Anderson, 2007.
"
**On Likelihood Ratio Tests of Structural Coefficients: Anderson-Rubin (1949) revisited**," CIRJE F-Series CIRJE-F-499, CIRJE, Faculty of Economics, University of Tokyo.

- Naoto Kunitomo & T. W. Anderson, 2007.
"
- Yukitoshi Matsushita, 2007.
"
**t-Tests in a Structural Equation with Many Instruments**," CIRJE F-Series CIRJE-F-467, CIRJE, Faculty of Economics, University of Tokyo.Cited by:

- T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2008.
"
**On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments**," CIRJE F-Series CIRJE-F-542, CIRJE, Faculty of Economics, University of Tokyo. - Anderson, T.W. & Kunitomo, Naoto & Matsushita, Yukitoshi, 2010.
"
**On the asymptotic optimality of the LIML estimator with possibly many instruments**," Journal of Econometrics, Elsevier, vol. 157(2), pages 191-204, August. - Naoto Kunitomo & Yukitoshi Matsushita, 2008.
"
- Yukitoshi Matsushita, 2007.
"
**Approximate Distributions of the Likelihood Ratio Statistic in a Structural Equation with Many Instruments**," CIRJE F-Series CIRJE-F-466, CIRJE, Faculty of Economics, University of Tokyo.

- T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2008.
"
- T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2006.
"
**A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations with Possibly Many Instruments**," CIRJE F-Series CIRJE-F-399, CIRJE, Faculty of Economics, University of Tokyo.Cited by:

- T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2008.
"
**On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments**," CIRJE F-Series CIRJE-F-542, CIRJE, Faculty of Economics, University of Tokyo. - Anderson, T.W. & Kunitomo, Naoto & Matsushita, Yukitoshi, 2010.
"
**On the asymptotic optimality of the LIML estimator with possibly many instruments**," Journal of Econometrics, Elsevier, vol. 157(2), pages 191-204, August. - Naoto Kunitomo, 2008.
"
- Naoto Kunitomo & Kentaro Akashi, 2007.
"
**The Conditional Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations**," CIRJE F-Series CIRJE-F-503, CIRJE, Faculty of Economics, University of Tokyo. - Kentaro Akashi & Naoto Kunitomo, 2010.
"
**The Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations**," CIRJE F-Series CIRJE-F-708, CIRJE, Faculty of Economics, University of Tokyo. - Yukitoshi Matsushita, 2007.
"
- Naoto Kunitomo, 2012.
"
- Kentaro Akashi & Naoto Kunitomo, 2010.
"
**Some Properties of the LIML Estimator in a Dynamic Panel Structural Equation**," CIRJE F-Series CIRJE-F-707, CIRJE, Faculty of Economics, University of Tokyo.- Akashi, Kentaro & Kunitomo, Naoto, 2012.
"
**Some properties of the LIML estimator in a dynamic panel structural equation**," Journal of Econometrics, Elsevier, vol. 166(2), pages 167-183.

- Akashi, Kentaro & Kunitomo, Naoto, 2012.
"

- T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2008.
"
- Theodore W. Anderson & Naoto Kunijtomo & Yukitoshi Matsushita, 2005.
"
**A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations and Microeconometric Models**," CIRJE F-Series CIRJE-F-321, CIRJE, Faculty of Economics, University of Tokyo.Cited by:

- Anderson, T.W. & Kunitomo, Naoto & Matsushita, Yukitoshi, 2011.
"
**On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments**," Journal of Econometrics, Elsevier, vol. 165(1), pages 58-69. - Naoto Kunitomo & Yukitoshi Matsushita, 2009.
"
- Kunitomo, Naoto & Matsushita, Yukitoshi, 2009.
"

- Kunitomo, Naoto & Matsushita, Yukitoshi, 2009.
"
- Yukitoshi Matsushita, 2007.
"
- Naoto Kunitomo & T. W. Anderson, 2007.
"
**On Likelihood Ratio Tests of Structural Coefficients: Anderson-Rubin (1949) revisited**," CIRJE F-Series CIRJE-F-499, CIRJE, Faculty of Economics, University of Tokyo. - T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2008.
"
- Kazuhiko Hayakawa, 2006.
"
**Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present**," Hi-Stat Discussion Paper Series d05-130, Institute of Economic Research, Hitotsubashi University. - Alain Guay & Florian Pelgrin, 2016.
"
**Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data**," Econometric Reviews, Taylor & Francis Journals, vol. 35(3), pages 344-372, March. - Yukitoshi Matsushita, 2007.
"
**t-Tests in a Structural Equation with Many Instruments**," CIRJE F-Series CIRJE-F-467, CIRJE, Faculty of Economics, University of Tokyo. - Kazuhiko Hayakawa, 2008.
"
**On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models**," Hi-Stat Discussion Paper Series d07-245, Institute of Economic Research, Hitotsubashi University. - Alain Guay & Florian Pelgrin, 2007.
"
**Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions**," Cahiers de recherche 0747, CIRPEE.

- Anderson, T.W. & Kunitomo, Naoto & Matsushita, Yukitoshi, 2011.
"
- Naoto Kunitomo & Yukitoshi Matsushita, 2003.
"
**On Finite Sample Distributions of the Empirical Likelihood Estimator and the GMM Estimator**," CIRJE F-Series CIRJE-F-200, CIRJE, Faculty of Economics, University of Tokyo.Cited by:

- Naoto Kunitomo, 2002.
"
**Improving Small Sample Properties of the Empirical Likelihood Estimation**," CIRJE F-Series CIRJE-F-184, CIRJE, Faculty of Economics, University of Tokyo. - Yuichi Kitamura, 2006.
"
**Empirical Likelihood Methods in Econometrics: Theory and Practice**," CIRJE F-Series CIRJE-F-430, CIRJE, Faculty of Economics, University of Tokyo. - Daniel Wilhelm, 2014.
"
**Optimal bandwidth selection for robust generalized method of moments estimation**," CeMMAP working papers CWP15/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.- Wilhelm, Daniel, 2015.
"
**Optimal Bandwidth Selection For Robust Generalized Method Of Moments Estimation**," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1054-1077, October.

- Wilhelm, Daniel, 2015.
"
- Fan, Yanqin & Gentry, Matthew & Li, Tong, 2011.
"
**A new class of asymptotically efficient estimators for moment condition models**," Journal of Econometrics, Elsevier, vol. 162(2), pages 268-277, June. - Anisha Ghosh & Christian Julliard, 2008.
"
**Can Rare Events Explain the Equity Premium Puzzle?**," 2008 Meeting Papers 1090, Society for Economic Dynamics.- Anisha Ghosh & Christian Julliard, 2008.
"
**Can Rare Events Explain the Equity Premium Puzzle?**," FMG Discussion Papers dp610, Financial Markets Group. - Julliard, Christian & Ghosh, Anisha, 2008.
"
**Can rare events explain the equity premium puzzle?**," LSE Research Online Documents on Economics 4808, London School of Economics and Political Science, LSE Library. - Julliard, Christian & Ghosh, Anisha, 2012.
"
**Can Rare Events Explain the Equity Premium Puzzle?**," CEPR Discussion Papers 8899, C.E.P.R. Discussion Papers. - Christian Julliard & Anisha Ghosh, 2012.
"
**Can Rare Events Explain the Equity Premium Puzzle?**," Review of Financial Studies, Society for Financial Studies, vol. 25(10), pages 3037-3076.

- Anisha Ghosh & Christian Julliard, 2008.
"
- T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2006.
"
**A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations with Possibly Many Instruments**," CIRJE F-Series CIRJE-F-399, CIRJE, Faculty of Economics, University of Tokyo. - Giuseppe Ragusa, 2011.
"
**Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions**," Econometric Reviews, Taylor & Francis Journals, vol. 30(4), pages 406-456, August.- Giuseppe Ragusa, 2008.
"
**Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions**," Working Papers 080906, University of California-Irvine, Department of Economics.

- Giuseppe Ragusa, 2008.
"
- Theodore W. Anderson & Naoto Kunijtomo & Yukitoshi Matsushita, 2005.
"
**A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations and Microeconometric Models**," CIRJE F-Series CIRJE-F-321, CIRJE, Faculty of Economics, University of Tokyo. - Yukitoshi Matsushita, 2007.
"
- Stefan Boes, 2010.
"
**Count Data Models with Correlated Unobserved Heterogeneity**," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(3), pages 382-402, September. - Daniel Wilhelm, 2014.
"
**Optimal bandwidth selection for robust generalized method of moments estimation**," CeMMAP working papers 15/14, Institute for Fiscal Studies. - Naoto Kunitomo & Takashi Owada, 2004.
"
**Empirical Likelihood Estimation of Levy Processes (Revised in March 2005)**," CARF F-Series CARF-F-002, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo. - Yukitoshi Matsushita, 2007.
"
**t-Tests in a Structural Equation with Many Instruments**," CIRJE F-Series CIRJE-F-467, CIRJE, Faculty of Economics, University of Tokyo. - Naoto Kunitomo & Takashi Owada, 2004.
"
**Empirical Likelihood Estimation of Levy Processes (Revised: March 2005)**," CIRJE F-Series CIRJE-F-272, CIRJE, Faculty of Economics, University of Tokyo. - Stefan Boes, 2007.
"
**Count Data Models with Unobserved Heterogeneity: An Empirical Likelihood Approach**," SOI - Working Papers 0704, Socioeconomic Institute - University of Zurich. - Naoto Kunitomo & Yukitoshi Matsushita, 2003.
"
**Asymptotic Expansions of the Distributions of Semi-Parametric Estimators in a Linear Simultaneous Equations System**," CIRJE F-Series CIRJE-F-237, CIRJE, Faculty of Economics, University of Tokyo.

- Naoto Kunitomo, 2002.
"
- Naoto Kunitomo & Yukitoshi Matsushita, 2003.
"
**Asymptotic Expansions of the Distributions of Semi-Parametric Estimators in a Linear Simultaneous Equations System**," CIRJE F-Series CIRJE-F-237, CIRJE, Faculty of Economics, University of Tokyo.Cited by:

- T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2006.
"
- Theodore W. Anderson & Naoto Kunijtomo & Yukitoshi Matsushita, 2005.
"
- Yukitoshi Matsushita, 2007.
"
- Yukitoshi Matsushita & Taisuke Otsu, 2020.
"
**Second-order refinements for t-ratios with many instruments**," STICERD - Econometrics Paper Series 612, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. - T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2008.
"
- Naoto Kunitomo & Yukitoshi Matsushita, 2003.
"
**On Finite Sample Distributions of the Empirical Likelihood Estimator and the GMM Estimator**," CIRJE F-Series CIRJE-F-200, CIRJE, Faculty of Economics, University of Tokyo. - Yukitoshi Matsushita, 2007.
"
**t-Tests in a Structural Equation with Many Instruments**," CIRJE F-Series CIRJE-F-467, CIRJE, Faculty of Economics, University of Tokyo.

- T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2006.
"

### Articles

- Kunitomo, Naoto & Matsushita, Yukitoshi, 2009.
"See citations under working paper version above.Sorry, no citations of articles recorded.
- Naoto Kunitomo & Yukitoshi Matsushita, 2009.
"

- Naoto Kunitomo & Yukitoshi Matsushita, 2009.
"

## More information

Research fields, statistics, top rankings, if available.### Statistics

#### Access and download statistics for all items

### NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM:
**Econometrics**(9) 2003-03-13 2006-03-11 2007-02-10 2007-02-10 2008-04-21 2008-09-13 2008-09-20 2009-03-07 2009-05-23. Author is listed

## Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Yukitoshi Matsushita should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.