Ryo Okui

Seoul National University

Seoul

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

20

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29

CROSSREF CITATIONS

16

Scholarly Papers (20)

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 273 (121,517)
Citation 3

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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 258 (129,009)
Citation 1

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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 196 (168,103)
Citation 5

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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 172 (188,876)
Citation 3

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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 170 (190,768)
Citation 3

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

6.

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 University, Seoul National University and Vanderbilt University - College of Arts and Science - Department of Economics
Downloads 141 (222,902)
Citation 3

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

7.
Downloads 112 (265,293)
Citation 5

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

8.

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 88 (311,324)

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

9.

Belief Formation Under Signal Correlation

Number of pages: 39 Posted: 09 Aug 2018 Last Revised: 07 May 2020
Tanjim Hossain and Ryo Okui
University of Toronto and Seoul National University
Downloads 86 (315,792)
Citation 3

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Correlated and independent signals, information processing, bounded rationality, correlation neglect, overprecision, belief elicitation, wisdom of the crowd

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 85 (318,109)
Citation 7

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

11.

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 72 (350,406)
Citation 5

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

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 66 (367,154)

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overconfidence, ranking experiments, moment inequality, driving safety

13.

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 49 (422,753)
Citation 1

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supply network, influence coefficient, forbearance, bailout, zombie

14.

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) - College of Global Public Health, Otaru University of Commerce - Department of Economics and Seoul National University
Downloads 34 (484,793)

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

15.

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 28 (515,172)

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

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 24 (538,422)
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.

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

Number of pages: 50 Posted: 25 Jun 2020
American University - Department of Finance and Real Estate, Seoul National University and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 7 (650,247)

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

18.

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 5 (664,604)

Abstract:

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supply network, influence coefficient, forbearance, bailout, zombie

19.

Misspecification in Dynamic Panel Data Models and Model‐Free Inferences

The Japanese Economic Review, Vol. 68, Issue 3, pp. 283-304, 2017
Number of pages: 22 Posted: 03 Aug 2017
Ryo Okui
Seoul National University
Downloads 0 (720,938)
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20.

Heteroscedasticity‐Robust C Model Averaging

The Econometrics Journal, Vol. 16, Issue 3, pp. 463-472, 2013
Number of pages: 10 Posted: 23 Nov 2013
Qingfeng Liu and Ryo Okui
Otaru University of Commerce - Department of Economics and Seoul National University
Downloads 0 (720,938)
Citation 2
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Asymptotic optimality, Heteroscedastic errors, Mallows’ C, Model averaging, Model selection