Establishment of the comprehensive river environment conservation system in collaboration with river stakeholders on the Tenryu River von Kitamura, Yuichi

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Using mixtures in econometric models: a brief review and some new results von Compiani, Giovanni, Kitamura, Yuichi

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A COMMENT ON: “On the Informativeness of Descriptive Statistics for Structural Estimates” by Isaiah Andrews, Matthew Gentzkow, and Jesse M. Shapiro von Kitamura, Yuichi

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Empirical Likelihood-Based Inference in Conditional Moment Restriction Models von Kitamura, Yuichi, Tripathi, Gautam, Ahn, Hyungtaik

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Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions von Kitamura, Yuichi

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NONPARAMETRIC ESTIMATION IN RANDOM COEFFICIENTS BINARY CHOICE MODELS von Gautier, Eric, Kitamura, Yuichi

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NONPARAMETRIC ANALYSIS OF RANDOM UTILITY MODELS von Kitamura, Yuichi, Stoye, Jörg

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An Information-Theoretic Alternative to Generalized Method of Moments Estimation von Kitamura, Yuichi, Stutzer, Michael

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ROBUSTNESS, INFINITESIMAL NEIGHBORHOODS, AND MOMENT RESTRICTIONS von Kitamura, Yuichi, Otsu, Taisuke, Evdokimov, Kirill

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Empirical Likelihood Methods with Weakly Dependent Processes von Kitamura, Yuichi

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Connections between entropic and linear projections in asset pricing estimation von Kitamura, Yuichi, Stutzer, Michael

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Revealed Price Preference: Theory and Empirical Analysis von Deb, Rahul, Kitamura, Yuichi, Quah, John K H, Stoye, Jörg

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Mode Transition Enhancement by Permittivity of Window Materials in Low Frequency Plasmas von Jinbo, Yousuke, Kitamura, Yuichi, Kusaba, Kouta, Kikuchi, Masashi, Shindo, Haruo

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GUEST EDITORS’ INTRODUCTION PART TWO: SPECIAL DUAL ISSUE OF ECONOMETRIC THEORY ON YALE 2018 CONFERENCE IN HONOR OF PETER C.B. PHILLIPS von Andrews, D.W.K., Kitamura, Y., Kuersteiner, G.

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Unobserved heterogeneity in auctions von Haile, Philip A., Kitamura, Yuichi

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ON THE ASYMPTOTIC OPTIMALITY OF EMPIRICAL LIKELIHOOD FOR TESTING MOMENT RESTRICTIONS von Kitamura, Yuichi, Santos, Andres, Shaikh, Azeem M.

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Partial identification of finite mixtures in econometric models von Henry, Marc, Kitamura, Yuichi, Salanié, Bernard

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Estimating Stochastic Block Models in the Presence of Covariates von Kitamura, Yuichi, Laage, Louise

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Testing Conditional Moment Restrictions von Tripathi, Gautam, Kitamura, Yuichi

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Editors’ introduction von Carrasco, Marine, Caner, Mehmet, Kitamura, Yuichi, Renault, Eric

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