Details about Ryo Okui

Access statistics for papers by Ryo Okui.

Last updated 2025-04-06. Update your information in the RePEc Author Service.

Short-id: pok36

Working Papers

2025

1. Inference on effect size after multiple hypothesis testing
   Papers, arXiv.org
   Also in Working Papers in Economics, University of Gothenburg, Department of Economics (2025)
2. Location Characteristics of Conditional Selective Confidence Intervals via Polyhedral Methods
   Papers, arXiv.org
   Also in Working Papers in Economics, University of Gothenburg, Department of Economics (2025)
3. Recovering latent linkage structures and spillover effects with structural breaks in panel data models
   Papers, arXiv.org
4. Uniform Confidence Band for Marginal Treatment Effect Function
   Papers, arXiv.org

2024

5. Latent group structure in linear panel data models with endogenous regressors
   Papers, arXiv.org

2023

6. Confidence set for group membership
   Papers, arXiv.org View citations (3)
   See also Journal Article Confidence set for group membership, Quantitative Economics, Econometric Society (2024) View citations (1) (2024)

2020

7. 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)
   See also Journal Article Convergence rate of estimators of clustered panel models with misclassification, Economics Letters, Elsevier (2021) View citations (4) (2021)

2019

8. Belief Formation Under Signal Correlation
   Working Paper Series, Institute of Economic Research, Seoul National University View citations (2)
   See also Journal Article Belief formation under signal correlation, Games and Economic Behavior, Elsevier (2024) View citations (1) (2024)
9. 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)
10. Kernel Estimation for Panel Data with Heterogeneous Dynamics
    Papers, arXiv.org View citations (8)
    See also Journal Article Kernel estimation for panel data with heterogeneous dynamics, The Econometrics Journal, Royal Economic Society (2020) View citations (7) (2020)
11. Network-motivated Lending Decisions: A Rationale for Forbearance
    Working Paper Series, Institute of Economic Research, Seoul National University View citations (1)
12. Panel Data Analysis with Heterogeneous Dynamics
    Papers, arXiv.org View citations (17)
    Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2014) View citations (9)
    See also Journal Article Panel data analysis with heterogeneous dynamics, Journal of Econometrics, Elsevier (2019) View citations (12) (2019)
13. 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 Testing for overconfidence statistically: A moment inequality approach, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020) View citations (2) (2020)

2018

14. Confidence Set for Group Membership
    Working Papers in Economics, University of Gothenburg, Department of Economics
15. Heterogeneous structural breaks in panel data models
    Papers, arXiv.org View citations (1)
    See also Journal Article Heterogeneous structural breaks in panel data models, Journal of Econometrics, Elsevier (2021) View citations (26) (2021)

2017

16. 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 (39)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2016) View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) View citations (2)
    KIER Working Papers, Kyoto University, Institute of Economic Research (2016) View citations (3)
    Papers, arXiv.org (2016) View citations (2)
    See also Journal Article Doubly robust uniform confidence band for the conditional average treatment effect function, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2017) View citations (47) (2017)

2015

17. 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) View citations (3)

2014

18. Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (3)

2013

19. 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 Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes, Journal of Econometrics, Elsevier (2018) View citations (8) (2018)
20. Generalized Least Squares Model Averaging
    KIER Working Papers, Kyoto University, Institute of Economic Research View citations (3)
    See also Journal Article Generalized Least Squares Model Averaging, Econometric Reviews, Taylor & Francis Journals (2016) View citations (20) (2016)

2009

21. 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

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

2004

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

Journal Articles

2024

1. Belief formation under signal correlation
   Games and Economic Behavior, 2024, 146, (C), 160-183 View citations (1)
   See also Working Paper Belief Formation Under Signal Correlation, Working Paper Series (2019) View citations (2) (2019)
2. Confidence set for group membership
   Quantitative Economics, 2024, 15, (2), 245-277 View citations (1)
   See also Working Paper Confidence set for group membership, Papers (2023) View citations (3) (2023)
3. The 2023 Japanese Economic Association Nakahara Prize: Recipient—Prof. Toru Kitagawa, Brown University and University College London
   The Japanese Economic Review, 2024, 75, (3), 405-406

2023

4. Estimation of panel group structure models with structural breaks in group memberships and coefficients
   Journal of Econometrics, 2023, 233, (1), 45-65 View citations (17)

2021

5. A moment inequality approach to statistical inference for rankings
   The Japanese Economic Review, 2021, 72, (2), 169-184
6. Convergence rate of estimators of clustered panel models with misclassification
   Economics Letters, 2021, 203, (C) View citations (4)
   See also Working Paper Convergence rate of estimators of clustered panel models with misclassication, Working Papers in Economics (2020) (2020)
7. Heterogeneous structural breaks in panel data models
   Journal of Econometrics, 2021, 220, (2), 447-473 View citations (26)
   See also Working Paper Heterogeneous structural breaks in panel data models, Papers (2018) View citations (1) (2018)

2020

8. Kernel estimation for panel data with heterogeneous dynamics
   The Econometrics Journal, 2020, 23, (1), 156-175 View citations (7)
   See also Working Paper Kernel Estimation for Panel Data with Heterogeneous Dynamics, Papers (2019) View citations (8) (2019)
9. On the sparsity of Mallows model averaging estimator
   Economics Letters, 2020, 187, (C) View citations (6)
10. Testing for overconfidence statistically: A moment inequality approach
    Journal of Applied Econometrics, 2020, 35, (7), 879-892 View citations (2)
    See also Working Paper Testing for Overconfidence Statistically: A Moment Inequality Approach, Working Paper Series (2019) (2019)

2019

11. Panel data analysis with heterogeneous dynamics
    Journal of Econometrics, 2019, 212, (2), 451-475 View citations (12)
    See also Working Paper Panel Data Analysis with Heterogeneous Dynamics, Papers (2019) View citations (17) (2019)

2018

12. Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
    Journal of Econometrics, 2018, 204, (2), 147-158 View citations (8)
    See also Working Paper Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes, KIER Working Papers (2013) View citations (1) (2013)

2017

13. Doubly robust uniform confidence band for the conditional average treatment effect function
    Journal of Applied Econometrics, 2017, 32, (7), 1207-1225 View citations (47)
    See also Working Paper Doubly robust uniform confidence band for the conditional average treatment effect function, LSE Research Online Documents on Economics (2017) View citations (39) (2017)
14. 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

15. Generalized Least Squares Model Averaging
    Econometric Reviews, 2016, 35, (8-10), 1692-1752 View citations (20)
    See also Working Paper Generalized Least Squares Model Averaging, KIER Working Papers (2013) View citations (3) (2013)

2014

16. 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), 129-181 View citations (12)

2013

17. Heteroscedasticity‐robust C(p) model averaging
    Econometrics Journal, 2013, 16, (3), 463-472 View citations (56)
18. The Binarized Scoring Rule
    The Review of Economic Studies, 2013, 80, (3), 984-1001 View citations (182)

2012

19. Hahn–Hausman test as a specification test
    Journal of Econometrics, 2012, 167, (1), 133-139 View citations (21)

2011

20. Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
    Economics Letters, 2011, 112, (1), 49-52 View citations (9)
21. Instrumental variable estimation in the presence of many moment conditions
    Journal of Econometrics, 2011, 165, (1), 70-86 View citations (35)

2010

22. ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
    Econometric Theory, 2010, 26, (5), 1263-1304 View citations (15)
23. Constructing Optimal Instruments by First-Stage Prediction Averaging
    Econometrica, 2010, 78, (2), 697-718 View citations (47)

2009

24. Olympic Athlete Selection
    The B.E. Journal of Economic Analysis & Policy, 2009, 9, (1), 49
25. 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 (4)
26. The optimal choice of moments in dynamic panel data models
    Journal of Econometrics, 2009, 151, (1), 1-16 View citations (50)

2008

27. A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS
    Econometric Theory, 2008, 24, (6), 1717-1728 View citations (17)
28. 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