Details about Ryo Okui

Access statistics for papers by Ryo Okui.

Last updated 2019-02-08. Update your information in the RePEc Author Service.

Short-id: pok36

Working Papers

2019

1. Kernel Estimation for Panel Data with Heterogeneous Dynamics
   Papers, arXiv.org View citations (2)
2. Panel Data Analysis with Heterogeneous Dynamics
   Papers, arXiv.org
   Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2014) View citations (4)

2018

3. Confidence set for group membership
   Papers, arXiv.org
4. Confidence Set for Group Membership
   Working Papers in Economics, University of Gothenburg, Department of Economics
5. Heterogeneous structural breaks in panel data models
   Papers, arXiv.org
6. Testing for Overconfidence Statistically: A Moment Inequality Approach
   KIER Working Papers, Kyoto University, Institute of Economic Research

2017

7. 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 (13)
   Also in Papers, arXiv.org (2016)
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016)
   KIER Working Papers, Kyoto University, Institute of Economic Research (2016) View citations (1)
   See also Journal Article in Journal of Applied Econometrics (2017)

2015

8. 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

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

2013

10. 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)
11. Generalized Least Squares Model Averaging
    KIER Working Papers, Kyoto University, Institute of Economic Research
    See also Journal Article in Econometric Reviews (2016)

2009

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

2005

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

2004

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

Journal Articles

2018

1. Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
   Journal of Econometrics, 2018, 204, (2), 147-158 View citations (1)
   See also Working Paper (2013)

2017

2. Doubly robust uniform confidence band for the conditional average treatment effect function
   Journal of Applied Econometrics, 2017, 32, (7), 1207-1225 View citations (12)
   See also Working Paper (2017)
3. Misspecification in Dynamic Panel Data Models and Model-Free Inferences
   The Japanese Economic Review, 2017, 68, (3), 283-304

2016

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

2014

5. 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 (11)

2013

6. Heteroscedasticity‐robust C(p) model averaging
   Econometrics Journal, 2013, 16, (3), 463-472 View citations (20)
7. The Binarized Scoring Rule
   Review of Economic Studies, 2013, 80, (3), 984-1001 View citations (40)

2012

8. Hahn–Hausman test as a specification test
   Journal of Econometrics, 2012, 167, (1), 133-139 View citations (12)

2011

9. Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
   Economics Letters, 2011, 112, (1), 49-52 View citations (6)
10. Instrumental variable estimation in the presence of many moment conditions
    Journal of Econometrics, 2011, 165, (1), 70-86 View citations (25)

2010

11. ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
    Econometric Theory, 2010, 26, (05), 1263-1304 View citations (8)
12. Constructing Optimal Instruments by First-Stage Prediction Averaging
    Econometrica, 2010, 78, (2), 697-718 View citations (26)

2009

13. Olympic Athlete Selection
    The B.E. Journal of Economic Analysis & Policy, 2009, 9, (1), 1-49
14. 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)
15. The optimal choice of moments in dynamic panel data models
    Journal of Econometrics, 2009, 151, (1), 1-16 View citations (33)

2008

16. A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS
    Econometric Theory, 2008, 24, (06), 1717-1728 View citations (6)
17. Panel AR(1) estimators under misspecification
    Economics Letters, 2008, 101, (3), 210-213 View citations (4)