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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

Hahn–Hausman test as a specification test

Lee, Yoonseok; Okui, Ryo - In: Journal of econometrics 167 (2012) 1, pp. 133-139

Persistent link: https://www.econbiz.de/10009551430

Heteroscedasticity-robust C p model averaging

Liu, Qingfeng; Okui, Ryo - In: The econometrics journal 16 (2013) 3, pp. 463-472

Persistent link: https://www.econbiz.de/10010253631

On the Sparsity of Mallows’ Model Averaging Estimator

Feng, Yang - 2019

We show that Mallows' model averaging estimator proposed by Hansen (2007) can be written as a least squares estimation with a weighted L<sub>1</sub> penalty and additional constraints. By exploiting this representation, we demonstrate that the weight vector obtained by this model averaging procedure has a...

Persistent link: https://www.econbiz.de/10012866057

Generalized least squares model averaging

Liu, Qingfeng; Okui, Ryo; Yoshimura, Arihiro - In: Econometric reviews 35 (2016) 8/10, pp. 1692-1752

Persistent link: https://www.econbiz.de/10011592388

On the sparsity of Mallows model averaging estimator

Yang, Feng; Liu, Qingfeng; Okui, Ryo - In: Economics letters 187 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012504406

Misspecification in dynamic panel data models and model-free inferences

Okui, Ryo - In: The Japanese economic review : the journal of the … 68 (2017) 3, pp. 283-304

Persistent link: https://www.econbiz.de/10011959229