Tatsushi Oka

Assoc Professor

Accepting PhD Students

20092022
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Personal profile

Research area keywords

  • Theoretical and Applied Econometrics
  • Quantile Regression
  • Structural Break
  • Nonparametric estimation and testing
  • Panel Data Analysis

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Projects 2019 2022

Econometric Methods for Distributional Policy Effects

Oka, T. & Li, T.

1/04/1931/03/22

Project: Research

Research Output 2009 2020

Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures

Kim, D., Oka, T., Estrada, F. & Perron, P., Jan 2020, In : Journal of Econometrics. 214, 1, p. 130-152 23 p.

Research output: Contribution to journalArticleResearchpeer-review

Indirect inference with a non-smooth criterion function

Frazier, D. T., Oka, T. & Zhu, D., Oct 2019, In : Journal of Econometrics. 212, 2, p. 623-645 23 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Quantile treatment effects in difference in differences models under dependence restrictions and with only two time periods

Callaway, B., Li, T. & Oka, T., Oct 2018, In : Journal of Econometrics. 206, 2, p. 395-413 19 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Testing for common breaks in a multiple equations system

Oka, T. & Perron, P., 1 May 2018, In : Journal of Econometrics. 204, 1, p. 66-85 20 p.

Research output: Contribution to journalArticleResearchpeer-review

56 Citations (Scopus)

The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series

Han, H., Linton, O., Oka, T. & Whang, Y. J., 1 Jul 2016, In : Journal of Econometrics. 193, 1, p. 251-270 20 p.

Research output: Contribution to journalArticleResearchpeer-review