Details about Ryo Okui

Access statistics for papers by Ryo Okui.

Last updated 2021-04-02. Update your information in the RePEc Author Service.

Short-id: pok36

Working Papers

2020

1. Confidence set for group membership
   Papers, arXiv.org View citations (1)
2. Convergence rate of estimators of clustered panel models with misclassication
   Working Papers in Economics, University of Gothenburg, Department of Economics
   Also in Papers, arXiv.org (2020)

2019

3. Belief Formation Under Signal Correlation
   Working Paper Series, Institute of Economic Research, Seoul National University View citations (2)
4. Can information alleviate overconfidence? A randomized experiment on financial market predictions
   Discussion papers, Graduate School of Economics , Kyoto University
   Also in Working Paper Series, Institute of Economic Research, Seoul National University (2019)
5. Kernel Estimation for Panel Data with Heterogeneous Dynamics
   Papers, arXiv.org View citations (6)
   See also Journal Article in Econometrics Journal (2020)
6. Network-motivated Lending Decisions: A Rationale for Forbearance
   Working Paper Series, Institute of Economic Research, Seoul National University
7. Panel Data Analysis with Heterogeneous Dynamics
   Papers, arXiv.org View citations (4)
   Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2014) View citations (9)
   See also Journal Article in Journal of Econometrics (2019)
8. Testing for Overconfidence Statistically: A Moment Inequality Approach
   Working Paper Series, Institute of Economic Research, Seoul National University
   Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2018)
   See also Journal Article in Journal of Applied Econometrics (2020)

2018

9. Confidence Set for Group Membership
   Working Papers in Economics, University of Gothenburg, Department of Economics
10. Heterogeneous structural breaks in panel data models
    Papers, arXiv.org View citations (1)
    See also Journal Article in Journal of Econometrics (2021)

2017

11. Doubly robust uniform confidence band for the conditional average treatment effect function
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (22)
    Also in Papers, arXiv.org (2016) View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (1)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2016) View citations (2)
    See also Journal Article in Journal of Applied Econometrics (2017)

2015

12. Network-Motivated Lending Decisions
    HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University View citations (4)
    Also in Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) (2015)

2014

13. Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (2)

2013

14. Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (1)
    See also Journal Article in Journal of Econometrics (2018)
15. Generalized Least Squares Model Averaging
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (3)
    See also Journal Article in Econometric Reviews (2016)

2009

16. A Specification Test for Instrumental Variables Regression with Many Instruments
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (5)

2005

17. A Consistent Nonparametric Test for Causality
    KIER Working Papers, Kyoto University, Institute of Economic Research

2004

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

Journal Articles

2021

1. Heterogeneous structural breaks in panel data models
   Journal of Econometrics, 2021, 220, (2), 447-473 View citations (1)
   See also Working Paper (2018)

2020

2. Kernel estimation for panel data with heterogeneous dynamics
   (Econometric tools for analyzing market outcomes)
   Econometrics Journal, 2020, 23, (1), 156-175
   See also Working Paper (2019)
3. On the sparsity of Mallows model averaging estimator
   Economics Letters, 2020, 187, (C) View citations (1)
4. Testing for overconfidence statistically: A moment inequality approach
   Journal of Applied Econometrics, 2020, 35, (7), 879-892
   See also Working Paper (2019)

2019

5. Panel data analysis with heterogeneous dynamics
   Journal of Econometrics, 2019, 212, (2), 451-475
   See also Working Paper (2019)

2018

6. Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
   Journal of Econometrics, 2018, 204, (2), 147-158 View citations (4)
   See also Working Paper (2013)

2017

7. Doubly robust uniform confidence band for the conditional average treatment effect function
   Journal of Applied Econometrics, 2017, 32, (7), 1207-1225 View citations (21)
   See also Working Paper (2017)
8. Misspecification in Dynamic Panel Data Models and Model-Free Inferences
   The Japanese Economic Review, 2017, 68, (3), 283-304
   Also in The Japanese Economic Review, 2017, 68, (3), 283-304 (2017)

2016

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

2014

10. 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 View citations (12)

2013

11. Heteroscedasticity‐robust C(p) model averaging
    Econometrics Journal, 2013, 16, (3), 463-472 View citations (34)
12. The Binarized Scoring Rule
    Review of Economic Studies, 2013, 80, (3), 984-1001 View citations (70)

2012

13. Hahn–Hausman test as a specification test
    Journal of Econometrics, 2012, 167, (1), 133-139 View citations (14)

2011

14. Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
    Economics Letters, 2011, 112, (1), 49-52 View citations (7)
15. Instrumental variable estimation in the presence of many moment conditions
    Journal of Econometrics, 2011, 165, (1), 70-86 View citations (26)

2010

16. ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
    Econometric Theory, 2010, 26, (5), 1263-1304 View citations (10)
17. Constructing Optimal Instruments by First-Stage Prediction Averaging
    Econometrica, 2010, 78, (2), 697-718 View citations (31)

2009

18. Olympic Athlete Selection
    The B.E. Journal of Economic Analysis & Policy, 2009, 9, (1), 1-49
19. 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 View citations (3)
20. The optimal choice of moments in dynamic panel data models
    Journal of Econometrics, 2009, 151, (1), 1-16 View citations (38)

2008

21. A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS
    Econometric Theory, 2008, 24, (6), 1717-1728 View citations (7)
22. Panel AR(1) estimators under misspecification
    Economics Letters, 2008, 101, (3), 210-213 View citations (5)

Software Items

2020

1. DRCATE: Stata module to estimate and plot conditional average treatment effect functions with uniform confidence bands using a doubly robust method
   Statistical Software Components, Boston College Department of Economics
2. PANELHETERO: Stata module to examine the degree of heterogeneity across cross-sectional units using panel data
   Statistical Software Components, Boston College Department of Economics