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 1 6 266
A Specification Test for Instrumental Variables Regression with Many Instruments 0 0 1 128 1 2 8 561
Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models 0 0 0 36 0 1 11 99
Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes 0 0 0 42 1 3 7 86
Belief Formation Under Signal Correlation 0 1 2 45 2 4 11 22
Can information alleviate overconfidence? A randomized experiment on financial market predictions 0 0 2 64 0 2 9 24
Can information alleviate overconfidence? A randomized experiment on financial market predictions 0 0 0 30 1 3 10 23
Confidence set for group membership 0 0 0 28 0 4 10 35
Convergence rate of estimators of clustered panel models with misclassication 0 0 8 8 1 3 12 12
Convergence rate of estimators of clustered panel models with misclassification 0 0 9 9 0 0 7 7
Confidence Set for Group Membership 1 1 1 5 2 6 9 43
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION 0 0 1 21 2 2 10 78
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function 0 0 0 2 0 0 7 15
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 7 0 0 7 34
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 49 0 0 6 131
Generalized Least Squares Model Averaging 0 0 0 66 2 5 22 226
Heterogeneous structural breaks in panel data models 0 0 2 66 1 1 20 86
Kernel Estimation for Panel Data with Heterogeneous Dynamics 0 1 2 46 0 1 8 38
Network-Motivated Lending Decisions 0 1 1 23 0 1 6 44
Network-motivated Lending Decisions 0 0 0 36 0 2 6 79
Network-motivated Lending Decisions: A Rationale for Forbearance 0 3 9 21 1 9 32 47
Panel Data Analysis with Heterogeneous Dynamics 0 0 0 22 1 2 8 46
Panel Data Analysis with Heterogeneous Dynamics 0 0 0 111 1 5 11 185
Shrinkage methods for instrumental variable estimation 0 0 0 1 1 1 1 426
Testing for Overconfidence Statistically: A Moment Inequality Approach 0 0 1 11 2 3 9 19
Testing for Overconfidence Statistically: A Moment Inequality Approach 0 0 1 21 1 1 9 34
Total Working Papers 1 7 40 900 20 62 262 2,666


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 2 27 0 0 5 116
ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA 0 0 0 21 1 2 3 64
Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes 0 0 0 3 0 3 9 47
Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects 3 4 5 18 4 7 16 87
Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends 0 0 1 5 0 0 1 58
Constructing Optimal Instruments by First-Stage Prediction Averaging 0 0 1 84 0 0 7 260
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 1 2 0 1 10 27
Generalized Least Squares Model Averaging 0 0 0 1 0 0 4 31
Hahn–Hausman test as a specification test 0 0 1 67 1 4 11 342
Heterogeneous structural breaks in panel data models 0 0 0 0 4 7 7 7
Heteroscedasticity‐robust C(p) model averaging 0 1 1 7 0 3 4 47
Instrumental variable estimation in the presence of many moment conditions 0 1 3 43 0 3 12 135
Kernel estimation for panel data with heterogeneous dynamics 0 0 0 0 0 0 0 0
Misspecification in Dynamic Panel Data Models and Model-Free Inferences 0 0 0 0 0 0 3 3
Misspecification in Dynamic Panel Data Models and Model-Free Inferences 0 0 0 4 0 0 2 24
Olympic Athlete Selection 0 0 0 20 1 1 5 145
On the sparsity of Mallows model averaging estimator 0 0 0 0 0 1 4 5
Panel AR(1) estimators under misspecification 0 0 0 40 0 1 3 114
Panel data analysis with heterogeneous dynamics 0 1 6 15 0 5 25 62
Testing for overconfidence statistically: A moment inequality approach 0 0 0 0 1 2 3 3
Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators 1 1 1 5 1 1 2 33
The Binarized Scoring Rule 3 8 25 53 8 24 69 187
The optimal choice of moments in dynamic panel data models 0 0 4 83 0 2 11 278
Total Journal Articles 7 16 51 498 21 67 216 2,075


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 2 5 18 19 22 52 146 171
PANELHETERO: Stata module to examine the degree of heterogeneity across cross-sectional units using panel data 2 3 11 32 7 37 145 304
Total Software Items 4 8 29 51 29 89 291 475


Statistics updated 2021-05-05