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Details about Ryo Okui

E-mail:
Homepage:https://sites.google.com/site/okuiryoeconomics/
Workplace:Economics, New York University Shanghai, (more information at EDIRC)

Access statistics for papers by Ryo Okui.

Last updated 2017-08-05. Update your information in the RePEc Author Service.

Short-id: pok36


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Working Papers

2016

  1. DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) Downloads

2015

  1. Network-Motivated Lending Decisions
    HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University Downloads View citations (2)
    Also in Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) (2015) Downloads

2014

  1. Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (2)
  2. Panel Data Analysis with Heterogeneous Dynamics
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads

2013

  1. Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads View citations (1)
  2. Generalized Least Squares Model Averaging
    KIER Working Papers, Kyoto University, Institute of Economic Research Downloads
    See also Journal Article in Econometric Reviews (2016)

2009

  1. A Specification Test for Instrumental Variables Regression with Many Instruments
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (3)

2005

  1. A Consistent Nonparametric Test for Causality
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (1)

2004

  1. Shrinkage methods for instrumental variable estimation
    Econometric Society 2004 Far Eastern Meetings, Econometric Society

Journal Articles

2016

  1. Generalized Least Squares Model Averaging
    Econometric Reviews, 2016, 35, (8-10), 1692-1752 Downloads View citations (1)
    See also Working Paper (2013)

2014

  1. Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects
    Journal of Time Series Econometrics, 2014, 6, (2), 53 Downloads View citations (4)

2013

  1. Heteroscedasticity‐robust C(p) model averaging
    Econometrics Journal, 2013, 16, (3), 463-472 Downloads View citations (11)
  2. The Binarized Scoring Rule
    Review of Economic Studies, 2013, 80, (3), 984-1001 Downloads View citations (24)

2012

  1. Hahn–Hausman test as a specification test
    Journal of Econometrics, 2012, 167, (1), 133-139 Downloads View citations (8)

2011

  1. Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
    Economics Letters, 2011, 112, (1), 49-52 Downloads View citations (2)
  2. Instrumental variable estimation in the presence of many moment conditions
    Journal of Econometrics, 2011, 165, (1), 70-86 Downloads View citations (19)

2010

  1. ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
    Econometric Theory, 2010, 26, (05), 1263-1304 Downloads View citations (4)
  2. Constructing Optimal Instruments by First-Stage Prediction Averaging
    Econometrica, 2010, 78, (2), 697-718 Downloads View citations (20)

2009

  1. Olympic Athlete Selection
    The B.E. Journal of Economic Analysis & Policy, 2009, 9, (1), 1-49 Downloads
  2. Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators
    Mathematics and Computers in Simulation (MATCOM), 2009, 79, (9), 2897-2909 Downloads View citations (2)
  3. The optimal choice of moments in dynamic panel data models
    Journal of Econometrics, 2009, 151, (1), 1-16 Downloads View citations (31)

2008

  1. A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS
    Econometric Theory, 2008, 24, (06), 1717-1728 Downloads View citations (4)
  2. Panel AR(1) estimators under misspecification
    Economics Letters, 2008, 101, (3), 210-213 Downloads View citations (2)
 
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