Ryo Okui

Seoul National University

Seoul

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

17

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15

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16

Scholarly Papers (17)

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 261 (116,806)
Citation 1

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

2.

Heterogeneous Structural Breaks in Panel Data Models

Number of pages: 54 Posted: 08 Sep 2017 Last Revised: 25 Nov 2018
Ryo Okui and Wendun Wang
Seoul National University and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 222 (137,443)
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: 12 Mar 2016
Qingfeng Liu and Ryo Okui
Otaru University of Commerce - Department of Economics and Seoul National University
Downloads 181 (166,243)
Citation 2

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

4.

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 168 (177,524)
Citation 3

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

5.

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 165 (180,279)
Citation 2

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

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 138 (208,992)
Citation 2

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

7.
Downloads 110 (248,059)
Citation 4

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

8.

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 83 (298,266)
Citation 2

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

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 77 (311,852)
Citation 1

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

10.

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 70 (329,124)
Citation 4

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

11.

Belief Formation Under Signal Correlation

Number of pages: 38 Posted: 09 Aug 2018 Last Revised: 07 Mar 2019
Tanjim Hossain and Ryo Okui
University of Toronto and Seoul National University
Downloads 55 (375,065)
Citation 1

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Correlated and independent signals, information processing, bounded rationality, correla- tion neglect, overprecision, belief elicitation, wisdom of the crowd.

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 53 (381,435)

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overconfidence, ranking experiments, moment inequality, driving safety

13.

Network-Motivated Lending Decisions

Number of pages: 49 Posted: 11 Aug 2016
Waseda University, School of Political Science and Economics, Seoul National University and Research Institute of Economy, Trade and Industry (RIETI)
Downloads 28 (477,093)
Citation 1

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Supply Network, Influence Coefficient, Centrality, Forbearance, Bailout, Zombie

14.

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 17 (539,409)

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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

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
Columbia University, Department of Statistics, Otaru University of Commerce - Department of Economics and Seoul National University
Downloads 9 (588,555)

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

16.

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
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17.

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 (669,642)
Citation 2
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Asymptotic optimality, Heteroscedastic errors, Mallows’ C, Model averaging, Model selection