Yuichi Kitamura

Department of Economics



Graffiti in Hackney Wick, London  (Photo Courtesy of Nastaran Tavakoli-Far) 



Papers and Software


Some Papers 

Nonparametric Analysis of Random Utility Models (with Jörg Stoye, revised and resubmitted)

Robust Estimation of Moment Condition Models with Weakly Dependent Data (with Kirill Evdokimov and Taisuke Otsu, under revision)

Using Mixtures in Econometric Models: A Brief Review and Some New Results (with Giovanni Compiani, prepared for the Econometrics Journal "Heterogeneity" special session at the 2013 Royal Economic Society Conference, forthcoming, Econometrics Journal)

Partial Identification of Finite Mixtures in Econometric Models (with Marc Henry and Bernard Salanié, Quantitative Economics 5, 123-144, 2014)

Robustness, Infinitesimal Neighborhoods, and Moment Conditions [Supplemental Appendix](with Taisuke Otsu and Kirill Evdokimov, Econometrica 81, 1185-1201, 2013)

Nonparametric Estimation in Random Coefficients Binary Choice Models [Supplemental Appendix] (with Eric Gautier, Econometrica 81, 581-607, 2013)

On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions [Supplemental Appendix] (with Andres Santos and Azeem Shaikh, Econometrica 80, 413-423, 2012)


Software for Empirical Likelihood


(This is a zip file for MATLAB/STATA codes Kirill Evdokomiv (Princeton) and I wrote for implementing empirical likelihood (EL).  They can be used to calculate EL estimators, confidence intervals and test statistics for general models.  We have used them for actual examples, and they ran well: see the description file for details and instructions.  We acknowledge support from NSF  grants SES-055127 and SES-0851759.)