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Panel AR(1) estimators under misspecification

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

Persistent link: https://www.econbiz.de/10008143060

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

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

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

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

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

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

Panel AR(1) estimators under misspecification

Okui, Ryo - In: Economics letters 101 (2008) 3, pp. 210-214

Persistent link: https://www.econbiz.de/10008897548

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

Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects

Okui, Ryo - 2011

This paper proposes asymptotically unbiased estimators of autocovariances and autocorrelations for panel data with both individual and time effects. We show that the conventional autocovariance estimators suffers from the bias caused by the elimination of individual and time effects. The bias...

Persistent link: https://www.econbiz.de/10014177811