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Kernel estimation for panel data with heterogeneous dynamics
Okui, Ryo; Yanagi, Takahide - In: The econometrics journal 23 (2020) 1, pp. 156-175
Persistent link: https://www.econbiz.de/10012167264
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Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
Lee, Yoon-Jin; Okui, Ryo; Shintani, Mototsugu - In: Journal of econometrics 204 (2018) 2, pp. 147-158
Persistent link: https://www.econbiz.de/10011974726
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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
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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
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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
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Convergence rate of estimators of clustered panel models with misclassification
Dzemski, Andreas; Okui, Ryo - In: Economics letters 203 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012607313
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Estimation of panel group structure models with structural breaks in group memberships and coefficients
Lumsdaine, Robin L.; Okui, Ryo; Wang, Wendun - In: Journal of econometrics 233 (2023) 1, pp. 45-65
Persistent link: https://www.econbiz.de/10014340925