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Details about Ryo Okui

E-mail:
Homepage:https://sites.google.com/site/okuiryoeconomics/
Workplace:Division of Economics, Seoul National University, (more information at EDIRC)

Access statistics for papers by Ryo Okui.

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

Short-id: pok36


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Working Papers

2019

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

2018

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

2017

  1. 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 Downloads View citations (13)
    Also in Papers, arXiv.org (2016) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2016) Downloads
    KIER Working Papers, Kyoto University, Institute of Economic Research (2016) Downloads View citations (1)

    See also Journal Article in Journal of Applied Econometrics (2017)

2015

  1. Network-Motivated Lending Decisions
    HIT-REFINED Working Paper Series, Institute of Economic Research, Hitotsubashi University Downloads View citations (4)
    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)

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)
    See also Journal Article in Journal of Econometrics (2018)
  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

2004

  1. 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 Downloads View citations (1)
    See also Working Paper (2013)

2017

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

2016

  1. Generalized Least Squares Model Averaging
    Econometric Reviews, 2016, 35, (8-10), 1692-1752 Downloads View citations (3)
    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 (11)

2013

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

2012

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

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 (6)
  2. Instrumental variable estimation in the presence of many moment conditions
    Journal of Econometrics, 2011, 165, (1), 70-86 Downloads View citations (25)

2010

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

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 (3)
  3. The optimal choice of moments in dynamic panel data models
    Journal of Econometrics, 2009, 151, (1), 1-16 Downloads View citations (33)

2008

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