Ryo Okui
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Research profile
author of:
- Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function (RePEc:arx:papers:1601.02801)
by Sokbae Lee & Ryo Okui & Yoon-Jae Whang - Confidence set for group membership (RePEc:arx:papers:1801.00332)
by Andreas Dzemski & Ryo Okui - Heterogeneous structural breaks in panel data models (RePEc:arx:papers:1801.04672)
by Ryo Okui & Wendun Wang - Kernel Estimation for Panel Data with Heterogeneous Dynamics (RePEc:arx:papers:1802.08825)
by Ryo Okui & Takahide Yanagi - Panel Data Analysis with Heterogeneous Dynamics (RePEc:arx:papers:1803.09452)
by Ryo Okui & Takahide Yanagi - Convergence rate of estimators of clustered panel models with misclassification (RePEc:arx:papers:2008.04708)
by Andreas Dzemski & Ryo Okui - Doubly robust uniform confidence band for the conditional average treatment effect function (RePEc:azt:cemmap:03/16)
by Sokbae (Simon) Lee & Ryo Okui & Yoon-Jae Whang - Misspecification in Dynamic Panel Data Models and Model-Free Inferences (RePEc:bla:jecrev:v:68:y:2017:i:3:p:283-304)
by Ryo Okui - PANELHETERO: Stata module to examine the degree of heterogeneity across cross-sectional units using panel data (RePEc:boc:bocode:s458730)
by Takahide Yanagi & Ryo Okui & Heejun Lee & Yue Yu & Sophie Li - DRCATE: Stata module to estimate and plot conditional average treatment effect functions with uniform confidence bands using a doubly robust method (RePEc:boc:bocode:s458751)
by Sokbae Lee & Ryo Okui & Yoon-Jae Whang & Heejun Lee - Olympic Athlete Selection (RePEc:bpj:bejeap:v:9:y:2009:i:1:n:46)
by Hizen Yoichi & Okui Ryo - Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects (RePEc:bpj:jtsmet:v:6:y:2014:i:2:p:53:n:4)
by Okui Ryo - A Puzzling Phenomenon In Semiparametric Estimation Problems With Infinite-Dimensional Nuisance Parameters (RePEc:cup:etheor:v:24:y:2008:i:06:p:1717-1728_08)
by Hitomi, Kohtaro & Nishiyama, Yoshihiko & Okui, Ryo - Asymptotically Unbiased Estimation Of Autocovariances And Autocorrelations With Long Panel Data (RePEc:cup:etheor:v:26:y:2010:i:05:p:1263-1304_99)
by Okui, Ryo - A Specification Test for Instrumental Variables Regression with Many Instruments (RePEc:cwl:cwldpp:1741)
by Yoonseok Lee & Ryo Okui - Constructing Optimal Instruments by First-Stage Prediction Averaging (RePEc:ecm:emetrp:v:78:y:2010:i:2:p:697-718)
by Guido Kuersteiner & Ryo Okui - Shrinkage methods for instrumental variable estimation (RePEc:ecm:feam04:678)
by Ryo Okui - Panel AR(1) estimators under misspecification (RePEc:eee:ecolet:v:101:y:2008:i:3:p:210-213)
by Okui, Ryo - Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends (RePEc:eee:ecolet:v:112:y:2011:i:1:p:49-52)
by Okui, Ryo - On the sparsity of Mallows model averaging estimator (RePEc:eee:ecolet:v:187:y:2020:i:c:s0165176519304653)
by Feng, Yang & Liu, Qingfeng & Okui, Ryo - Convergence rate of estimators of clustered panel models with misclassification (RePEc:eee:ecolet:v:203:y:2021:i:c:s016517652100121x)
by Dzemski, Andreas & Okui, Ryo - The optimal choice of moments in dynamic panel data models (RePEc:eee:econom:v:151:y:2009:i:1:p:1-16)
by Okui, Ryo - Instrumental variable estimation in the presence of many moment conditions (RePEc:eee:econom:v:165:y:2011:i:1:p:70-86)
by Okui, Ryo - Hahn–Hausman test as a specification test (RePEc:eee:econom:v:167:y:2012:i:1:p:133-139)
by Lee, Yoonseok & Okui, Ryo - Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (RePEc:eee:econom:v:204:y:2018:i:2:p:147-158)
by Lee, Yoon-Jin & Okui, Ryo & Shintani, Mototsugu - Panel data analysis with heterogeneous dynamics (RePEc:eee:econom:v:212:y:2019:i:2:p:451-475)
by Okui, Ryo & Yanagi, Takahide - Heterogeneous structural breaks in panel data models (RePEc:eee:econom:v:220:y:2021:i:2:p:447-473)
by Okui, Ryo & Wang, Wendun - Estimation of panel group structure models with structural breaks in group memberships and coefficients (RePEc:eee:econom:v:233:y:2023:i:1:p:45-65)
by Lumsdaine, Robin L. & Okui, Ryo & Wang, Wendun - Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (RePEc:eee:matcom:v:79:y:2009:i:9:p:2897-2909)
by Okui, Ryo - Doubly robust uniform confidence band for the conditional average treatment effect function (RePEc:ehl:lserod:86852)
by Lee, Sokbae & Okui, Ryo & Whang, Yoon-Jae - Network-motivated Lending Decisions (RePEc:eti:dpaper:15057)
by OGURA Yoshiaki & OKUI Ryo & SAITO Yukiko - Confidence Set for Group Membership (RePEc:hhs:gunwpe:0727)
by Dzemski, Andreas & Okui, Ryo - Convergence rate of estimators of clustered panel models with misclassication (RePEc:hhs:gunwpe:0790)
by Dzemski, Andreas & Okui, Ryo - Network-Motivated Lending Decisions (RePEc:hit:remfce:29)
by Ogura, Yoshiaki & Okui, Ryo & Saito, Yukiko Umeno - Doubly robust uniform confidence band for the conditional average treatment effect function (RePEc:ifs:cemmap:03/16)
by Sokbae (Simon) Lee & Ryo Okui & Yoon-Jae Whang - Can information alleviate overconfidence? A randomized experiment on financial market predictions (RePEc:kue:epaper:e-19-005)
by Takanori IDA & Ryo OKUI - A Consistent Nonparametric Test for Causality (RePEc:kyo:wpaper:602)
by Kohtarro Hitomi & Yoshinori Kawasaki & Ryo Okui & Yoshihiko Nishiyama - Generalized Least Squares Model Averaging (RePEc:kyo:wpaper:855)
by Qingfeng Liu & Ryo Okui & Arihiro Yoshimura - Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes (RePEc:kyo:wpaper:879)
by Yoon-Jin Lee & Ryo Okui & Mototsugu Shintani - Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models (RePEc:kyo:wpaper:887)
by Haruo Iwakura & Ryo Okui - Panel Data Analysis with Heterogeneous Dynamics (RePEc:kyo:wpaper:906)
by Ryo Okui & Takahide Yanagi - Doubly Robust Uniform Confidence Band For The Conditional Average Treatment Effect Function (RePEc:kyo:wpaper:931)
by Sokbae Lee & Ryo Okui & Yoon-Jae Whang - Testing for Overconfidence Statistically: A Moment Inequality Approach (RePEc:kyo:wpaper:984)
by Yanchun Jin & Ryo Okui - Kernel estimation for panel data with heterogeneous dynamics
[Econometric tools for analyzing market outcomes] (RePEc:oup:emjrnl:v:23:y:2020:i:1:p:156-175.)
by Ryo Okui & Takahide Yanagi - The Binarized Scoring Rule (RePEc:oup:restud:v:80:y:2013:i:3:p:984-1001)
by Tanjim Hossain & Ryo Okui - Belief Formation Under Signal Correlation (RePEc:snu:ioerwp:no115)
by Tanjim Hossain & Ryo Okui - Testing for Overconfidence Statistically: A Moment Inequality Approach (RePEc:snu:ioerwp:no116)
by Yanchun Jin & Ryo Okui - Can information alleviate overconfidence? A randomized experiment on financial market predictions (RePEc:snu:ioerwp:no126)
by Takanori Ida & Ryo Okui - Network-motivated Lending Decisions: A Rationale for Forbearance (RePEc:snu:ioerwp:no127)
by Yoshiaki Ogura & Ryo Okui & Yukiko Umeno Saito - Misspecification in Dynamic Panel Data Models and Model-Free Inferences (RePEc:spr:jecrev:v:68:y:2017:i:3:d:10.1111_jere.12080)
by Ryo Okui - A moment inequality approach to statistical inference for rankings (RePEc:spr:jecrev:v:72:y:2021:i:2:d:10.1007_s42973-020-00068-2)
by Ryo Okui - Generalized Least Squares Model Averaging (RePEc:taf:emetrv:v:35:y:2016:i:8-10:p:1692-1752)
by Qingfeng Liu & Ryo Okui & Arihiro Yoshimura - Heteroscedasticity‐robust C(p) model averaging (RePEc:wly:emjrnl:v:16:y:2013:i:3:p:463-472)
by Qingfeng Liu & Ryo Okui - Doubly robust uniform confidence band for the conditional average treatment effect function (RePEc:wly:japmet:v:32:y:2017:i:7:p:1207-1225)
by Sokbae Lee & Ryo Okui & Yoon†Jae Whang - Testing for overconfidence statistically: A moment inequality approach (RePEc:wly:japmet:v:35:y:2020:i:7:p:879-892)
by Yanchun Jin & Ryo Okui