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Constructing optimal instruments by first-stage prediction averaging

Kuersteiner, Guido M.; Okui, Ryo - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 2, pp. 697-718

Persistent link: https://www.econbiz.de/10003989327

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

The binarized scoring rule

Hossain, Tanjim; Okui, Ryo - In: The review of economic studies 80 (2013) 3, pp. 984-1001

Persistent link: https://www.econbiz.de/10010204146

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/10009550991

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

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. 1717-1728

Persistent link: https://www.econbiz.de/10003771893

Doubly robust uniform confidence band for the conditional average treatment effect function

Lee, Sokbae; Okui, Ryo; Wang, Yoon-Jae - 2016 - This version: January 2016

In this paper, we propose a doubly robust method to present the heterogeneity of the average treatment effect with respect to observed covariates of interest. We consider a situation where a large number of covariates are needed for identifying the average treatment effect but the covariates of...

Persistent link: https://www.econbiz.de/10011412143

Doubly robust uniform confidence band for the conditional average treatment effect function

Lee, Sokbae; Okui, Ryo; Whang, Yoon-jae - In: Journal of applied econometrics 32 (2017) 7, pp. 1207-1225

Persistent link: https://www.econbiz.de/10011862589

Confidence set for group membership

Dzemski, Andreas; Okui, Ryo - 2018

Persistent link: https://www.econbiz.de/10011866104

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