Access Statistics for Ryo Okui

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	0	253
A Specification Test for Instrumental Variables Regression with Many Instruments	0	1	2	126	0	1	8	545
Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models	0	0	1	36	0	1	5	85
Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes	0	1	1	41	0	2	7	71
Confidence set for group membership	0	1	2	27	0	1	4	10
Conﬁdence Set for Group Membership	0	1	4	4	0	4	16	24
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION	0	0	0	20	0	2	8	59
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function	1	1	1	2	2	3	4	7
Doubly robust uniform confidence band for the conditional average treatment effect function	0	0	0	49	2	4	6	115
Doubly robust uniform confidence band for the conditional average treatment effect function	0	0	0	7	0	5	11	19
Generalized Least Squares Model Averaging	1	3	4	60	4	10	26	176
Heterogeneous structural breaks in panel data models	1	2	11	61	2	5	22	39
Kernel Estimation for Panel Data with Heterogeneous Dynamics	0	1	2	42	0	2	6	14
Network-Motivated Lending Decisions	0	0	0	22	0	1	9	32
Network-motivated Lending Decisions	1	1	3	36	2	4	9	65
Panel Data Analysis with Heterogeneous Dynamics	2	3	7	108	2	6	17	154
Panel Data Analysis with Heterogeneous Dynamics	0	1	3	18	1	2	7	16
Shrinkage methods for instrumental variable estimation	0	0	0	1	0	2	9	420
Testing for Overconfidence Statistically: A Moment Inequality Approach	0	1	19	19	2	6	13	13
Total Working Papers	6	17	60	681	17	61	187	2,117

Journal Article	File Downloads				Abstract Views
Journal Article	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	3	25	0	0	4	108
ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA	0	0	0	21	0	0	0	58
Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes	0	0	3	3	1	5	19	26
Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects	0	0	1	12	0	2	8	54
Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends	0	0	0	4	0	0	1	54
Constructing Optimal Instruments by First-Stage Prediction Averaging	0	1	1	82	0	2	4	241
Doubly robust uniform confidence band for the conditional average treatment effect function	1	1	1	1	1	4	6	6
Generalized Least Squares Model Averaging	0	0	1	1	1	3	8	20
Hahn–Hausman test as a specification test	0	0	1	65	1	4	12	324
Heteroscedasticity‐robust C(p) model averaging	0	0	0	6	0	0	5	38
Instrumental variable estimation in the presence of many moment conditions	1	2	5	37	2	4	13	111
Misspecification in Dynamic Panel Data Models and Model-Free Inferences	1	2	3	4	1	3	8	14
Olympic Athlete Selection	0	0	2	20	0	1	4	131
Panel AR(1) estimators under misspecification	0	0	1	38	0	0	1	104
Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators	0	0	1	4	0	0	1	28
The Binarized Scoring Rule	2	2	4	17	4	6	12	79
The optimal choice of moments in dynamic panel data models	1	2	4	77	2	6	11	258
Total Journal Articles	6	10	31	417	13	40	117	1,654

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Statistics updated 2019-07-03