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


Statistics updated 2020-11-03