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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
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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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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
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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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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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Panel AR(1) estimators under misspecification
Okui, Ryo - In: Economics letters 101 (2008) 3, pp. 210-213
Persistent link: https://www.econbiz.de/10003801298
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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
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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
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Testing for overconfidence statistically : A moment inequality approach
Jin, Yanchun; Okui, Ryo - In: Journal of Applied Econometrics 35 (2020) 7, pp. 879-892
Persistent link: https://www.econbiz.de/10012273444
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Doubly robust uniform confidence band for the conditional average treatment effect function
Lee, Sokbae; Okui, Ryo; Wang, Yoon-Jae - 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/10011445789