Access Statistics for Ryo Okui

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Consistent Nonparametric Test for Causality 0 0 0 2 0 2 9 264
A Specification Test for Instrumental Variables Regression with Many Instruments 0 1 1 128 1 2 7 557
Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models 0 0 0 36 3 4 6 93
Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes 0 0 1 42 0 2 9 83
Belief Formation Under Signal Correlation 1 1 44 44 2 4 15 15
Can information alleviate overconfidence? A randomized experiment on financial market predictions 0 0 6 64 1 1 11 18
Can information alleviate overconfidence? A randomized experiment on financial market predictions 0 0 29 30 0 2 13 15
Confidence set for group membership 0 0 0 28 0 3 13 29
Convergence rate of estimators of clustered panel models with misclassication 0 5 5 5 1 5 5 5
Convergence rate of estimators of clustered panel models with misclassification 0 9 9 9 0 6 6 6
Confidence Set for Group Membership 0 0 0 4 0 2 5 36
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION 0 0 1 21 0 0 9 73
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function 0 0 0 2 0 1 6 13
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 7 0 2 10 34
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 49 0 1 14 130
Generalized Least Squares Model Averaging 0 0 3 66 1 4 29 217
Heterogeneous structural breaks in panel data models 1 1 2 66 3 8 26 81
Kernel Estimation for Panel Data with Heterogeneous Dynamics 0 0 2 45 0 0 14 35
Network-Motivated Lending Decisions 0 0 0 22 0 3 5 41
Network-motivated Lending Decisions 0 0 0 36 0 2 8 75
Network-motivated Lending Decisions: A Rationale for Forbearance 1 4 16 16 1 10 30 30
Panel Data Analysis with Heterogeneous Dynamics 0 0 2 22 0 1 14 42
Panel Data Analysis with Heterogeneous Dynamics 0 0 0 111 0 4 16 180
Shrinkage methods for instrumental variable estimation 0 0 0 1 0 0 1 425
Testing for Overconfidence Statistically: A Moment Inequality Approach 0 0 2 21 0 2 15 33
Testing for Overconfidence Statistically: A Moment Inequality Approach 0 0 11 11 2 3 14 15
Total Working Papers 3 21 134 888 15 74 310 2,545

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS 0 0 1 26 0 0 2 112
ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA 0 0 0 21 0 0 0 61
Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes 0 0 0 3 0 3 10 43
Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects 0 0 1 14 1 2 18 77
Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends 0 0 1 5 0 0 2 58
Constructing Optimal Instruments by First-Stage Prediction Averaging 0 0 1 83 2 4 12 259
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 1 2 0 3 15 25
Generalized Least Squares Model Averaging 0 0 0 1 0 1 6 30
Hahn–Hausman test as a specification test 0 0 1 66 0 2 8 334
Heteroscedasticity‐robust C(p) model averaging 0 0 0 6 0 0 3 44
Instrumental variable estimation in the presence of many moment conditions 0 1 4 41 1 6 16 130
Misspecification in Dynamic Panel Data Models and Model-Free Inferences 0 0 0 4 0 0 4 23
Misspecification in Dynamic Panel Data Models and Model-Free Inferences 0 0 0 0 0 2 3 3
Olympic Athlete Selection 0 0 0 20 0 1 8 143
On the sparsity of Mallows model averaging estimator 0 0 0 0 0 0 3 3
Panel AR(1) estimators under misspecification 0 0 1 40 0 1 4 112
Panel data analysis with heterogeneous dynamics 1 2 13 13 4 9 47 54
Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators 0 0 0 4 0 0 1 31
The Binarized Scoring Rule 4 9 22 41 7 14 48 145
The optimal choice of moments in dynamic panel data models 1 1 3 81 2 4 9 273
Total Journal Articles 6 13 49 471 17 52 219 1,960

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
DRCATE: Stata module to estimate and plot conditional average treatment effect functions with uniform confidence bands using a doubly robust method 0 1 4 4 5 24 74 74
PANELHETERO: Stata module to examine the degree of heterogeneity across cross-sectional units using panel data 1 3 29 29 9 35 239 239
Total Software Items 1 4 33 33 14 59 313 313

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2020-11-03