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 1 2 2 255
A Specification Test for Instrumental Variables Regression with Many Instruments 0 1 2 127 2 4 11 550
Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models 0 0 1 36 0 1 7 87
Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes 0 0 1 41 1 3 7 74
Belief Formation Under Signal Correlation 0 0 0 0 0 0 0 0
Can information alleviate overconfidence? A randomized experiment on financial market predictions 58 58 58 58 7 7 7 7
Can information alleviate overconfidence? A randomized experiment on financial market predictions 1 1 1 1 2 2 2 2
Confidence set for group membership 0 0 2 28 1 5 8 16
Confidence Set for Group Membership 0 0 3 4 1 6 19 31
DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION 0 0 0 20 3 5 9 64
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function 0 0 1 2 0 0 3 7
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 49 0 1 6 116
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 0 7 2 5 13 24
Generalized Least Squares Model Averaging 0 1 6 63 3 8 36 188
Heterogeneous structural breaks in panel data models 2 3 10 64 3 9 34 55
Kernel Estimation for Panel Data with Heterogeneous Dynamics 0 0 2 43 3 5 11 21
Network-Motivated Lending Decisions 0 0 0 22 1 3 8 36
Network-motivated Lending Decisions 0 0 1 36 1 2 8 67
Panel Data Analysis with Heterogeneous Dynamics 0 1 3 20 5 10 18 28
Panel Data Analysis with Heterogeneous Dynamics 2 3 10 111 3 8 24 164
Shrinkage methods for instrumental variable estimation 0 0 0 1 2 4 11 424
Testing for Overconfidence Statistically: A Moment Inequality Approach 0 0 19 19 4 5 18 18
Testing for Overconfidence Statistically: A Moment Inequality Approach 0 0 0 0 1 1 1 1
Total Working Papers 63 68 120 754 46 96 263 2,235

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 25 2 2 5 110
ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA 0 0 0 21 1 3 3 61
Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes 0 0 2 3 3 7 24 33
Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects 0 0 1 13 2 4 11 59
Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends 0 0 0 4 0 1 3 56
Constructing Optimal Instruments by First-Stage Prediction Averaging 0 0 1 82 4 6 9 247
Doubly robust uniform confidence band for the conditional average treatment effect function 0 0 1 1 2 4 10 10
Generalized Least Squares Model Averaging 0 0 0 1 1 4 10 24
Hahn–Hausman test as a specification test 0 0 0 65 0 2 9 326
Heteroscedasticity‐robust C(p) model averaging 0 0 0 6 0 3 6 41
Instrumental variable estimation in the presence of many moment conditions 0 0 3 37 1 2 10 114
Misspecification in Dynamic Panel Data Models and Model-Free Inferences 0 0 3 4 3 4 12 19
Olympic Athlete Selection 0 0 2 20 1 4 8 135
Panel AR(1) estimators under misspecification 0 0 2 39 3 3 5 108
Panel data analysis with heterogeneous dynamics 0 0 0 0 7 7 7 7
Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators 0 0 1 4 1 2 3 30
The Binarized Scoring Rule 1 1 6 19 7 14 29 97
The optimal choice of moments in dynamic panel data models 0 1 4 78 1 5 15 264
Total Journal Articles 1 2 28 422 39 77 179 1,741

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Statistics updated 2019-11-03