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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/10008257301
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2
Panel AR(1) estimators under misspecification
Okui, Ryo
- In:
Economics letters
101
(
2008
)
3
,
pp. 210-213
Persistent link: https://www.econbiz.de/10008143060
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3
Solving the Feldstein-Horioka Puzzle With Financial Frictions
Kuersteiner, Guido
;
Okui, Ryo
- In:
Econometrica : journal of the Econometric Society, an …
78
(
2010
)
2
,
pp. 603-633
Persistent link: https://www.econbiz.de/10008401673
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4
Olympic athlete selection
Hizen, Yoichi
;
Okui, Ryo
- In:
The B.E. journal of economic analysis & policy
9
(
2009
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10010007867
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5
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
Persistent link: https://www.econbiz.de/10008110445
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6
Hahn–Hausman test as a specification test
Lee, Yoonseok
;
Okui, Ryo
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 133-140
Persistent link: https://www.econbiz.de/10009825298
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7
Instrumental variable estimation in the presence of many moment conditions
Okui, Ryo
- In:
Journal of econometrics
165
(
2011
)
1
,
pp. 70-87
Persistent link: https://www.econbiz.de/10009333120
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8
Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
Okui, Ryo
- In:
Economics letters
112
(
2011
)
1
,
pp. 49-53
Persistent link: https://www.econbiz.de/10009133537
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9
The optimal choice of moments in dynamic panel data models
Okui, Ryo
- In:
Journal of econometrics
151
(
2009
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10008889749
Saved in:
10
Panel AR(1) estimators under misspecification
Okui, Ryo
- In:
Economics letters
101
(
2008
)
3
,
pp. 210-214
Persistent link: https://www.econbiz.de/10008897548
Saved in:
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