Ryo Okui

Seoul National University

Seoul

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

18

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31

CROSSREF CITATIONS

10

Scholarly Papers (18)

1.

Panel Data Analysis with Heterogeneous Dynamics

Number of pages: 97 Posted: 24 Nov 2015 Last Revised: 16 Jan 2019
Ryo Okui and Takahide Yanagi
Seoul National University and Kyoto University - Graduate School of Economics
Downloads 287 (134,503)
Citation 3

Abstract:

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Panel data, heterogeneity, functional central limit theorem, jackknife, bootstrap

2.

Heterogeneous Structural Breaks in Panel Data Models

Number of pages: 53 Posted: 08 Sep 2017 Last Revised: 11 Oct 2019
Ryo Okui and Wendun Wang
Seoul National University and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 264 (146,558)
Citation 3

Abstract:

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panel data, grouped pattern, structural break, grouped fixed effects, fused Lasso

3.

Heteroskedasticity-Robust Cp Model Averaging

Number of pages: 33 Posted: 23 Sep 2011 Last Revised: 07 Apr 2020
Qingfeng Liu and Ryo Okui
Otaru University of Commerce - Department of Economics and Seoul National University
Downloads 205 (186,892)
Citation 7

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Model Averaging, Model Selection, Asymptotic Optimality, Mallows' Cp, Heteroskedastic errors

4.

Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models

Number of pages: 59 Posted: 14 Feb 2014
Haruo Iwakura and Ryo Okui
Kyoto University - Graduate School of Economics and Seoul National University
Downloads 185 (205,106)
Citation 3

Abstract:

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asymptotic efficiency, convolution theorem, double asymptotics, dynamic panel data model, factor model, interactive effects

5.

Generalized Least Squares Model Averaging

Number of pages: 54 Posted: 01 Jul 2013 Last Revised: 15 Apr 2015
Otaru University of Commerce - Department of Economics, Seoul National University and Kyoto University - Graduate School of Economics
Downloads 177 (213,076)
Citation 3

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model averaging, GLS, FGLS, asymptotic optimality, Mallows’ Cp

6.

Estimation of Panel Group Structure Models with Structural Breaks in Group Memberships and Coefficients

Number of pages: 63 Posted: 25 Jun 2020 Last Revised: 27 Oct 2021
American University - Department of Finance and Real Estate, Seoul National University and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 143 (254,598)

Abstract:

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Panel data, grouped patterns, structural breaks, group membership change

7.

Asymptotic Inference for Dynamic Panel Estimators of Infinite Order Autoregressive Processes

Number of pages: 64 Posted: 09 Oct 2013 Last Revised: 28 Nov 2016
Kansas State UniversityKansas State university - Department of Economics, Seoul National University and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 143 (254,598)
Citation 3

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autoregressive sieve estimation, bias correction, double asymptotics, fixed effects estimator.

8.
Downloads 116 (297,779)
Citation 6

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double asymptotics, individual effects, long-run variance, panel data, time effects

9.

Kernel Estimation for Panel Data with Heterogeneous Dynamics

Number of pages: 51 Posted: 05 Mar 2018 Last Revised: 29 May 2019
Ryo Okui and Takahide Yanagi
Seoul National University and Kyoto University - Graduate School of Economics
Downloads 93 (345,288)
Citation 1

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autocorrelation, density estimation, heterogeneity, incidental parameter, jackknife, kernel smoothing

10.

Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function

Number of pages: 52 Posted: 13 Jan 2016 Last Revised: 01 Nov 2016
Sokbae Lee, Ryo Okui and Yoon-Jae Whang
Seoul National University, Seoul National University and Seoul National University - School of Economics
Downloads 87 (359,985)
Citation 7

Abstract:

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average treatment effect conditional on covariates, uniform confidence band, double robustness, Gaussian approximation

11.

Network-Motivated Lending Decisions: A Rationale for Forbearance Lending

Research Institute of Economy, Trade and Industry Discussion Paper Series 15E057
Number of pages: 44 Posted: 11 Aug 2016 Last Revised: 17 Oct 2019
Waseda University, Faculty of Political Science and Economics, Seoul National University and ?????
Downloads 83 (370,428)
Citation 1

Abstract:

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supply network, influence coefficient, forbearance, bailout, zombie

12.

Testing for Overconfidence Statistically: A Moment Inequality Approach

Number of pages: 21 Posted: 31 Jan 2018 Last Revised: 05 Mar 2019
Yanchun Jin and Ryo Okui
Kyoto University, Graduate School of Economics, Students and Seoul National University
Downloads 82 (373,188)
Citation 1

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overconfidence, ranking experiments, moment inequality, driving safety

13.

A Specification Test for Instrumental Variables Regression with Many Instruments

Cowles Foundation Discussion Paper No. 1741
Number of pages: 29 Posted: 04 Dec 2009
Yoonseok Lee and Ryo Okui
Syracuse University - Center for Policy Research and Seoul National University
Downloads 75 (392,889)
Citation 5

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Instrumental variables estimation, Many instruments, Overidentifying restrictions test, Specification test

14.

Can Information Alleviate Overconfidence? A Randomized Experiment on Financial Market Predictions

Number of pages: 41 Posted: 22 Oct 2019 Last Revised: 06 Apr 2020
Takanori Ida and Ryo Okui
Kyoto University and Seoul National University
Downloads 57 (452,704)

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Overconfidence, information provision, randomized controlled trial, online experiment, stock market prediction

15.

On the Sparsity of Mallows’ Model Averaging Estimator

Number of pages: 12 Posted: 25 Jul 2019 Last Revised: 29 Jul 2019
Yang Feng, Qingfeng Liu and Ryo Okui
New York University (NYU) - School of Global Public Health, Otaru University of Commerce - Department of Economics and Seoul National University
Downloads 43 (510,203)

Abstract:

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sparsity, model averaging, $L_1$ penalty, coordinate-wise descent algorithm

16.

Confidence Set for Group Membership

Number of pages: 102 Posted: 04 Mar 2018 Last Revised: 13 Dec 2018
Andreas Dzemski and Ryo Okui
Department of Economics and Seoul National University
Downloads 29 (582,839)
Citation 1

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Panel Data, Grouped Heterogeneity, Clustering, Confidence Set, Machine Learning, Moment Inequalities, Joint One-Sided Tests, Self-Normalized Sums, High-Dimensional CLT, Anti-Concentration for QLR

17.

Online Appendix for 'Network Motivated Lending Decisions: A Rationale for Forbearance Lending'

Appendix for Research Institute of Economy, Trade and Industry Discussion Paper Series 15E057
Number of pages: 27 Posted: 04 Nov 2019
Waseda University, Faculty of Political Science and Economics, Seoul National University and ?????
Downloads 10 (718,137)

Abstract:

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supply network, influence coefficient, forbearance, bailout, zombie

18.

Belief Formation Under Signal Correlation

Number of pages: 41 Posted: 09 Aug 2018
Tanjim Hossain and Ryo Okui
University of Toronto and Seoul National University
Downloads 165

Abstract:

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Correlated and independent signals, information processing, bounded rationality, correlation neglect, variance misperception, belief elicitation