Y. Kitamura

Statistics and Probability · 2001–2016

A researcher in the Science corpus: 9 papers; trusts 69 researchers and is trusted by 36 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 75 citations into it; #1,416 of 12,932 by trust here, #1,728 by citations
• Economics and Econometrics — 49 citations into it; #2,489 of 23,481 by trust here, #4,930 by citations
• Artificial Intelligence — 17 citations into it
• Finance — 16 citations into it; #1,852 of 10,518 by trust here, #3,280 by citations
• Marketing — 10 citations into it; #3,098 of 6,289 by trust here, #4,715 by citations
• Statistical Learning Theory — 6 citations into it
• Applied Mathematics — 5 citations into it
• Control and Systems Engineering — 5 citations into it; #5,870 of 8,257 by trust here, #6,764 by citations

Whom Y. Kitamura trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Whitney K. Newey
2. Lars Peter Hansen
3. Gary Chamberlain
4. Guido W. Imbens
5. Donald W. K. Andrews
6. F. Kleibergen
7. Federico A. Bugni
8. Hans R. Künsch
9. Gautam Tripathi
10. Patrik Guggenberger

Who trusts Y. Kitamura overall

1. Amos Golan
2. Debopam Bhattacharya
3. C. Julliard
4. Ivan A. Canay
5. M. Carrasco
6. Wenceslao González-Manteiga
7. Arthur Lewbel
8. Lars Peter Hansen
9. Songxi Chen
10. Xiaohong Chen

Papers from Y. Kitamura's perspective

Ordered by how strongly the researchers Y. Kitamura trusts endorse each paper. Same corpus, a different order for every researcher.

1. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
2. Asymptotic efficiency in estimation with conditional moment restrictions
3. Information Theoretic Approaches to Inference in Moment Condition Models
4. Estimation and Confidence Regions for Parameter Sets in Econometric Models
5. Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
6. The central role of the propensity score in observational studies for causal effects
7. Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
8. Testing Parameters in GMM without Assuming that they are identified
9. Regression Shrinkage and Selection via the Lasso
10. Pivotal statistics for testing structural parameters in instrumental variables regression

Their papers

• Testing conditional moment restrictions (2003) — 92 citations
• Empirical Likelihood Based Inference in Conditional Moment Restriction Models (2004) — 228 citations
• Empirical Likelihood Methods in Econometrics: Theory and Practice (2006) — 186 citations
• Nonparametric Estimation in Random Coefficients Binary Choice Models (2009) — 105 citations
• On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions (2001) — 131 citations
• Robustness, Infinitesimal Neighborhoods, and Moment Restrictions (2009) — 77 citations
• Nonparametric Analysis of Random Utility Models (2016) — 128 citations
• Connections Between Entropic and Linear Projections in Asset Pricing Estimation (2002) — 64 citations
• Using mixtures in econometric models: a brief review and some new results (2016) — 61 citations