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 1 275
A Specification Test for Instrumental Variables Regression with Many Instruments 0 0 0 129 0 1 1 566
Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models 0 0 1 39 1 1 4 115
Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes 0 0 0 42 0 1 1 89
Belief Formation Under Signal Correlation 0 1 1 49 3 7 8 42
Can information alleviate overconfidence? A randomized experiment on financial market predictions 0 0 0 30 0 0 2 34
Can information alleviate overconfidence? A randomized experiment on financial market predictions 0 0 1 66 0 0 3 40
Confidence set for group membership 0 0 0 31 0 0 3 51
Convergence rate of estimators of clustered panel models with misclassication 0 0 1 9 0 1 3 19
Convergence rate of estimators of clustered panel models with misclassification 0 0 1 11 0 1 3 14
Confidence Set for Group Membership 0 0 0 5 0 0 2 67
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION 0 0 1 22 0 2 3 86
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function 0 0 0 3 1 2 2 22
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 50 0 0 0 138
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 0 1 1 3 3
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 1 8 0 2 3 39
Generalized Least Squares Model Averaging 0 0 2 71 0 0 7 256
Heterogeneous structural breaks in panel data models 0 1 3 71 0 2 5 111
Kernel Estimation for Panel Data with Heterogeneous Dynamics 0 0 0 47 0 2 2 49
Latent group structure in linear panel data models with endogenous regressors 0 0 1 1 0 4 15 15
Network-Motivated Lending Decisions 0 0 0 23 0 0 2 51
Network-motivated Lending Decisions 0 0 1 38 0 0 1 85
Network-motivated Lending Decisions: A Rationale for Forbearance 0 0 0 27 0 0 4 78
Panel Data Analysis with Heterogeneous Dynamics 0 0 0 112 0 0 1 200
Panel Data Analysis with Heterogeneous Dynamics 0 0 0 23 0 0 0 50
Shrinkage methods for instrumental variable estimation 0 0 0 1 0 0 2 436
Testing for Overconfidence Statistically: A Moment Inequality Approach 0 0 0 12 0 0 0 25
Testing for Overconfidence Statistically: A Moment Inequality Approach 0 0 0 22 0 0 0 41
Total Working Papers 0 2 14 944 6 28 81 2,997

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 35 0 1 4 136
A moment inequality approach to statistical inference for rankings 0 0 0 7 0 0 2 34
ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA 0 0 0 21 0 1 1 68
Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes 0 0 0 3 0 0 2 57
Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects 0 0 0 19 0 0 1 98
Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends 0 0 0 5 0 0 0 62
Belief formation under signal correlation 0 0 0 0 2 3 3 3
Confidence set for group membership 0 0 0 0 0 0 4 4
Constructing Optimal Instruments by First-Stage Prediction Averaging 0 0 0 89 0 0 0 273
Convergence rate of estimators of clustered panel models with misclassification 0 0 0 2 1 1 2 10
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 1 7 0 1 3 44
Estimation of panel group structure models with structural breaks in group memberships and coefficients 0 1 3 5 1 2 7 16
Generalized Least Squares Model Averaging 0 0 0 1 0 2 5 41
Hahn–Hausman test as a specification test 0 0 1 79 0 0 5 395
Heterogeneous structural breaks in panel data models 1 1 2 18 2 3 9 93
Heteroscedasticity‐robust C(p) model averaging 0 1 2 14 2 4 6 65
Instrumental variable estimation in the presence of many moment conditions 0 0 2 58 1 2 8 171
Kernel estimation for panel data with heterogeneous dynamics 0 1 3 4 0 1 3 14
Misspecification in Dynamic Panel Data Models and Model-Free Inferences 0 0 1 2 0 2 5 14
Misspecification in Dynamic Panel Data Models and Model-Free Inferences 0 0 0 5 0 0 0 29
Olympic Athlete Selection 0 0 2 22 0 0 3 153
On the sparsity of Mallows model averaging estimator 0 0 1 3 0 0 3 24
Panel AR(1) estimators under misspecification 0 0 0 42 0 0 1 124
Panel data analysis with heterogeneous dynamics 0 1 3 24 1 2 5 93
Testing for overconfidence statistically: A moment inequality approach 0 0 0 1 0 0 1 18
Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators 0 0 0 5 0 0 1 38
The 2023 Japanese Economic Association Nakahara Prize: Recipient—Prof. Toru Kitagawa, Brown University and University College London 0 0 0 0 0 2 2 2
The Binarized Scoring Rule 0 0 4 99 0 3 14 323
The optimal choice of moments in dynamic panel data models 1 1 4 92 1 2 9 301
Total Journal Articles 2 6 30 662 11 32 109 2,703

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 1 1 13 96 6 20 111 702
PANELHETERO: Stata module to examine the degree of heterogeneity across cross-sectional units using panel data 0 2 2 52 7 18 43 578
Total Software Items 1 3 15 148 13 38 154 1,280

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Statistics updated 2025-03-03