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Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models

Iwakura, Haruo - 2014

This paper studies the asymptotic efficiency in factor models with serially correlated errors and dynamic panel data models with interactive effects. We derive the efficiency bound for the estimation of factors, factor loadings and common parameters that describe the dynamic structure. We use...

Persistent link: https://www.econbiz.de/10013058817

Asymptotically unbiased estimation of autocovariances and autocorrelations with long panel data

Okui, Ryo - In: Econometric theory 26 (2010) 5, pp. 1263-1304

Persistent link: https://www.econbiz.de/10008662672

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

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 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

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

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

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

The 2023 Japanese Economic Association Nakahara Prize : recipient : Prof. Toru Kitagawa, Brown University and University College London

Okui, Ryo - In: The Japanese economic review : the journal of the … 75 (2024) 3, pp. 405-406

Persistent link: https://www.econbiz.de/10015187633

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