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The optimal choice of moments in dynamic panel data models

Okui, Ryo - In: Journal of econometrics 151 (2009) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10003855063

Instrumental variable estimation in the presence of many moment conditions

Okui, Ryo - In: Journal of econometrics 165 (2011) 1, pp. 70-86

Persistent link: https://www.econbiz.de/10009374486

Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends

Okui, Ryo - In: Economics letters 112 (2011) 1, pp. 49-52

Persistent link: https://www.econbiz.de/10009242156

Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects

Okui, Ryo - In: Journal of time series econometrics 6 (2014) 2, pp. 129-181

Persistent link: https://www.econbiz.de/10010401125

Panel AR(1) estimators under misspecification

Okui, Ryo - In: Economics letters 101 (2008) 3, pp. 210-213

Persistent link: https://www.econbiz.de/10003801298

Linear dynamic panel data models

Okui, Ryo - In: Handbook of research methods and applications in …, (pp. 2-22). 2021

Persistent link: https://www.econbiz.de/10013165347

A moment inequality approach to statistical inference for rankings

Okui, Ryo - In: The Japanese economic review : the journal of the … 72 (2021) 2, pp. 169-184

Persistent link: https://www.econbiz.de/10012498702

Testing for overconfidence statistically : A moment inequality approach

Jin, Yanchun; Okui, Ryo - In: Journal of Applied Econometrics 35 (2020) 7, pp. 879-892

Persistent link: https://www.econbiz.de/10012273444

Doubly robust uniform confidence band for the conditional average treatment effect function

Lee, Sokbae; Okui, Ryo; Wang, Yoon-Jae - 2016

In this paper, we propose a doubly robust method to present the heterogeneity of the average treatment effect with respect to observed covariates of interest. We consider a situation where a large number of covariates are needed for identifying the average treatment effect but the covariates of...

Persistent link: https://www.econbiz.de/10011445789

A puzzling phenomenon in semiparametric estimation problems with infinite-dimensional nuisance parameters

Hitomi, Kohtaro; Nishiyama, Yoshihiko; Okui, Ryo - In: Econometric theory 24 (2008) 6, pp. 1717-1728

Persistent link: https://www.econbiz.de/10003771893