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 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
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


Statistics updated 2019-07-03