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
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Working Papers
2020
- Confidence set for group membership
Papers, arXiv.org View citations (1)
- 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
- Belief Formation Under Signal Correlation
Working Paper Series, Institute of Economic Research, Seoul National University View citations (2)
- 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)
- Kernel Estimation for Panel Data with Heterogeneous Dynamics
Papers, arXiv.org View citations (6)
See also Journal Article in Econometrics Journal (2020)
- Network-motivated Lending Decisions: A Rationale for Forbearance
Working Paper Series, Institute of Economic Research, Seoul National University
- 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)
- 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
- Confidence Set for Group Membership
Working Papers in Economics, University of Gothenburg, Department of Economics
- Heterogeneous structural breaks in panel data models
Papers, arXiv.org View citations (1)
See also Journal Article in Journal of Econometrics (2021)
2017
- 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
- 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
- Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models
KIER Working Papers, Kyoto University, Institute of Economic Research View citations (2)
2013
- 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)
- 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
- 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
- A Consistent Nonparametric Test for Causality
KIER Working Papers, Kyoto University, Institute of Economic Research
2004
- Shrinkage methods for instrumental variable estimation
Econometric Society 2004 Far Eastern Meetings, Econometric Society
Journal Articles
2021
- Heterogeneous structural breaks in panel data models
Journal of Econometrics, 2021, 220, (2), 447-473 View citations (1)
See also Working Paper (2018)
2020
- 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)
- On the sparsity of Mallows model averaging estimator
Economics Letters, 2020, 187, (C) View citations (1)
- Testing for overconfidence statistically: A moment inequality approach
Journal of Applied Econometrics, 2020, 35, (7), 879-892 
See also Working Paper (2019)
2019
- Panel data analysis with heterogeneous dynamics
Journal of Econometrics, 2019, 212, (2), 451-475 
See also Working Paper (2019)
2018
- 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
- 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)
- 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
- Generalized Least Squares Model Averaging
Econometric Reviews, 2016, 35, (8-10), 1692-1752 View citations (10)
See also Working Paper (2013)
2014
- 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
- Heteroscedasticity‐robust C(p) model averaging
Econometrics Journal, 2013, 16, (3), 463-472 View citations (34)
- The Binarized Scoring Rule
Review of Economic Studies, 2013, 80, (3), 984-1001 View citations (70)
2012
- Hahn–Hausman test as a specification test
Journal of Econometrics, 2012, 167, (1), 133-139 View citations (14)
2011
- Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
Economics Letters, 2011, 112, (1), 49-52 View citations (7)
- Instrumental variable estimation in the presence of many moment conditions
Journal of Econometrics, 2011, 165, (1), 70-86 View citations (26)
2010
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
Econometric Theory, 2010, 26, (5), 1263-1304 View citations (10)
- Constructing Optimal Instruments by First-Stage Prediction Averaging
Econometrica, 2010, 78, (2), 697-718 View citations (31)
2009
- Olympic Athlete Selection
The B.E. Journal of Economic Analysis & Policy, 2009, 9, (1), 1-49
- 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)
- The optimal choice of moments in dynamic panel data models
Journal of Econometrics, 2009, 151, (1), 1-16 View citations (38)
2008
- A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS
Econometric Theory, 2008, 24, (6), 1717-1728 View citations (7)
- Panel AR(1) estimators under misspecification
Economics Letters, 2008, 101, (3), 210-213 View citations (5)
Software Items
2020
- 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
- PANELHETERO: Stata module to examine the degree of heterogeneity across cross-sectional units using panel data
Statistical Software Components, Boston College Department of Economics
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