Ryo Okui : Citation Profile


Are you Ryo Okui?

Seoul National University

7

H index

7

i10 index

201

Citations

RESEARCH PRODUCTION:

17

Articles

19

Papers

RESEARCH ACTIVITY:

   15 years (2004 - 2019). See details.
   Cites by year: 13
   Journals where Ryo Okui has often published
   Relations with other researchers
   Recent citing documents: 49.    Total self citations: 9 (4.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pok36
   Updated: 2019-07-14    RAS profile: 2019-02-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Whang, Yoon-Jae (5)

Lee, Sokbae (Simon) (5)

Ogura, Yoshiaki (2)

Saito, Yukiko (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ryo Okui.

Is cited by:

Ziesemer, Thomas (8)

Lechner, Michael (8)

Weidner, Martin (6)

Chernozhukov, Victor (6)

Lee, Yoonseok (5)

Hayakawa, Kazuhiko (4)

Knaus, Michael (4)

Carrasco, Marine (4)

Roux, Sébastien (4)

von Gaudecker, Hans-Martin (4)

Ullah, Aman (4)

Cites to:

Phillips, Peter (22)

Newey, Whitney (18)

Hahn, Jinyong (17)

Andrews, Donald (15)

Arellano, Manuel (13)

Su, Liangjun (12)

Kuersteiner, Guido (11)

Bai, Jushan (10)

Hausman, Jerry (10)

Moon, Hyungsik (9)

Jochmans, Koen (8)

Main data


Where Ryo Okui has published?


Journals with more than one article published# docs
Journal of Econometrics4
Econometric Theory2
Economics Letters2

Working Papers Series with more than one paper published# docs
KIER Working Papers / Kyoto University, Institute of Economic Research7
Papers / arXiv.org5

Recent works citing Ryo Okui (2019 and 2018)


YearTitle of citing document
2018Individual and Time Effects in Nonlinear Panel Models with Large N, T. (2018). Weidner, Martin ; Fernandez-Val, Ivan. In: Papers. RePEc:arx:papers:1311.7065.

Full description at Econpapers || Download paper

2017Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes. (2017). Sant'Anna, Pedro. In: Papers. RePEc:arx:papers:1612.02090.

Full description at Econpapers || Download paper

2018Inference on a Distribution from Noisy Draws. (2018). Jochmans, Koen ; Weidner, Martin. In: Papers. RePEc:arx:papers:1803.04991.

Full description at Econpapers || Download paper

2018High-Dimensional Econometrics and Regularized GMM. (2018). Chernozhukov, Victor ; Kato, Kengo ; Hansen, Christian ; Chetverikov, Denis ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1806.01888.

Full description at Econpapers || Download paper

2018Semiparametrically efficient estimation of the average linear regression function. (2018). Pinto, Cristine ; Graham, Bryan ; de Xavier, Cristine Campos. In: Papers. RePEc:arx:papers:1810.12511.

Full description at Econpapers || Download paper

2018Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Lechner, Michael ; Knaus, Michael ; Strittmatter, Anthony. In: Papers. RePEc:arx:papers:1810.13237.

Full description at Econpapers || Download paper

2018Optimal Estimation with Complete Subsets of Instruments. (2018). Lee, Seojeong ; Shin, Youngki. In: Papers. RePEc:arx:papers:1811.08083.

Full description at Econpapers || Download paper

2018Doubly Robust Difference-in-Differences Estimators. (2018). Sant'Anna, Pedro ; Zhao, Jun B. In: Papers. RePEc:arx:papers:1812.01723.

Full description at Econpapers || Download paper

2019What is the Value Added by using Causal Machine Learning Methods in a Welfare Experiment Evaluation?. (2018). Strittmatter, Anthony. In: Papers. RePEc:arx:papers:1812.06533.

Full description at Econpapers || Download paper

2018Modified Causal Forests for Estimating Heterogeneous Causal Effects. (2018). Lechner, Michael. In: Papers. RePEc:arx:papers:1812.09487.

Full description at Econpapers || Download paper

2019Elicitation of ambiguous beliefs with mixing bets. (2019). Schmidt, Patrick. In: Papers. RePEc:arx:papers:1902.07447.

Full description at Econpapers || Download paper

2019Shapley regressions: A framework for statistical inference on machine learning models. (2019). Joseph, Andreas . In: Papers. RePEc:arx:papers:1903.04209.

Full description at Econpapers || Download paper

2019The Binary Lottery Procedure does not induce risk neutrality in the Holt-Laury and Eckel-Grossman tasks. (2019). Sofianos, Andis ; Oechssler, Jorg. In: Working Papers. RePEc:awi:wpaper:0663.

Full description at Econpapers || Download paper

2018Asymptotically unbiased inference for a panel VAR model with p lags. (2018). Cubillos-Rocha, Juan Sebastian ; Melo-Velandia, Luis Fernando. In: Borradores de Economia. RePEc:bdr:borrec:1059.

Full description at Econpapers || Download paper

2019Shapley regressions: a framework for statistical inference on machine learning models. (2019). Joseph, Andreas . In: Bank of England working papers. RePEc:boe:boeewp:0784.

Full description at Econpapers || Download paper

2018A class of model averaging estimators. (2018). Zhao, Shangwei ; Zhang, Xinyu ; Ullah, Aman ; Amanullah, . In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:101-106.

Full description at Econpapers || Download paper

2018Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators. (2018). Yang, Jingjing ; Vogelsang, Timothy J. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:21-27.

Full description at Econpapers || Download paper

2018Spatial weights matrix selection and model averaging for spatial autoregressive models. (2018). Zhang, Xinyu ; Yu, Jihai. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:1-18.

Full description at Econpapers || Download paper

2018Minimum distance approach to inference with many instruments. (2018). Kolesar, Michal. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:86-100.

Full description at Econpapers || Download paper

2018Testing endogeneity with high dimensional covariates. (2018). Guo, Zijian ; Small, Dylan S ; Cai, Tony T ; Kang, Hyunseung. In: Journal of Econometrics. RePEc:eee:econom:v:207:y:2018:i:1:p:175-187.

Full description at Econpapers || Download paper

2019Model averaging based on leave-subject-out cross-validation for vector autoregressions. (2019). Zou, Guohua ; Zhang, Xinyu ; Zong, Xianpeng ; Liao, Jun. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:1:p:35-60.

Full description at Econpapers || Download paper

2018State-Level Capital and Investment: Refinements and Update. (2018). Yamarik, Steven ; El-Shagi, Makram. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:201801.

Full description at Econpapers || Download paper

2018High-dimensional econometrics and regularized GMM. (2018). Chernozhukov, Victor ; Kato, Kengo ; Hansen, Christian ; Chetverikov, Denis ; Belloni, Alexandre. In: CeMMAP working papers. RePEc:ifs:cemmap:35/18.

Full description at Econpapers || Download paper

2018Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Knaus, Michael C ; Strittmatter, Anthony ; Lechner, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp12039.

Full description at Econpapers || Download paper

2018Modified Causal Forests for Estimating Heterogeneous Causal Effects. (2018). Lechner, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp12040.

Full description at Econpapers || Download paper

2019Belief Elicitation with Multiple Point Predictions. (2018). Eyting, Markus ; Schmidt, Patrick. In: Working Papers. RePEc:jgu:wpaper:1818.

Full description at Econpapers || Download paper

2019Testing Unconfoundedness Assumption Using Auxiliary Variables. (2019). Tang, Shengfang ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201905.

Full description at Econpapers || Download paper

2018Rate Optimal Specification Test When the Number of Instruments is Large. (2018). Hitomi, Kohtaro ; Nishiyama, Yoshihiko ; Iwasawa, Masamune . In: KIER Working Papers. RePEc:kyo:wpaper:986.

Full description at Econpapers || Download paper

2018Higher Order Approximation of IV Estimators with Invalid Instruments. (2018). Kang, Byunghoon. In: Working Papers. RePEc:lan:wpaper:257105320.

Full description at Econpapers || Download paper

2018Optimal Model Averaging of Mixed-Data Kernel-Weighted Spline Regressions. (2018). Racine, Jeffrey ; Zheng, LI ; Li, QI. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2018-10.

Full description at Econpapers || Download paper

2018Optimal Estimation with Complete Subsets of Instruments. (2018). Lee, Seojeong ; Shin, Youngki. In: Department of Economics Working Papers. RePEc:mcm:deptwp:2018-15.

Full description at Econpapers || Download paper

2018Attribution biases in Leadership: Is it effort or luck ?. (2018). Koh, Boon Han ; Erkal, Nisvan ; Gangadharan, Lata. In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:2040.

Full description at Econpapers || Download paper

2018Belief updating: Does the good-news, bad-news asymmetry extend to purely financial domains?. (2018). Barron, Kai. In: MPRA Paper. RePEc:pra:mprapa:84742.

Full description at Econpapers || Download paper

2018Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110.

Full description at Econpapers || Download paper

2018A Class of Model Averaging Estimators. (2018). Ullah, Aman ; Zhang, Xinyu ; Amanullah, ; Zhao, Shangwei. In: Working Paper series. RePEc:rim:rimwps:18-11.

Full description at Econpapers || Download paper

2018Interactions between regional public and private investment: evidence from Japanese prefectures. (2018). Miyazaki, Tomomi. In: The Annals of Regional Science. RePEc:spr:anresc:v:60:y:2018:i:1:d:10.1007_s00168-017-0852-3.

Full description at Econpapers || Download paper

2018On proper scoring rules and cumulative prospect theory. (2018). Carvalho, Arthur ; Larson, Kate ; Dimitrov, Stanko. In: EURO Journal on Decision Processes. RePEc:spr:eurjdp:v:6:y:2018:i:3:d:10.1007_s40070-018-0081-8.

Full description at Econpapers || Download paper

2018Semiparametric Spatial Autoregressive Models With Endogenous Regressors: With an Application to Crime Data. (2018). Hoshino, Tadao. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:36:y:2018:i:1:p:160-172.

Full description at Econpapers || Download paper

2018Biases in Beliefs: Experimental Evidence. (2018). Wolff, Irenaeus ; Bauer, Dominik. In: TWI Research Paper Series. RePEc:twi:respas:0109.

Full description at Econpapers || Download paper

2018Elusive Beliefs: Why Uncertainty Leads to Stochastic Choice and Errors. (2018). Wolff, Irenaeus ; Bauer, Dominik. In: TWI Research Paper Series. RePEc:twi:respas:0111.

Full description at Econpapers || Download paper

2018Robust scoring rules. (2018). Tsakas, Elias. In: Research Memorandum. RePEc:unm:umagsb:2018023.

Full description at Econpapers || Download paper

2018Machine Learning Estimation of Heterogeneous Causal Effects: Empirical Monte Carlo Evidence. (2018). Knaus, Michael ; Ch, Anthony Strittmatterunisg ; Lechner, Michael. In: Economics Working Paper Series. RePEc:usg:econwp:2018:17.

Full description at Econpapers || Download paper

2019Modified Causal Forests for Estimating Heterogeneous Causal Effects. (2019). Lechner, Michael. In: Economics Working Paper Series. RePEc:usg:econwp:2019:01.

Full description at Econpapers || Download paper

2018Contests with Ex-Ante Target Setting. (2018). Robertson, Matthew J. In: CRETA Online Discussion Paper Series. RePEc:wrk:wcreta:47.

Full description at Econpapers || Download paper

2019What Is the Value Added by Using Causal Machine Learning Methods in a Welfare Experiment Evaluation?. (2019). Strittmatter, Anthony. In: GLO Discussion Paper Series. RePEc:zbw:glodps:336.

Full description at Econpapers || Download paper

Works by Ryo Okui:


YearTitleTypeCited
2016Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function In: Papers.
[Full Text][Citation analysis]
paper13
2017Doubly robust uniform confidence band for the conditional average treatment effect function.(2017) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2016Doubly robust uniform confidence band for the conditional average treatment effect function.(2016) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2016DOUBLY ROBUST UNIFORM CONFIDENCE BAND FOR THE CONDITIONAL AVERAGE TREATMENT EFFECT FUNCTION.(2016) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2017Doubly robust uniform confidence band for the conditional average treatment effect function.(2017) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
2018Confidence set for group membership In: Papers.
[Full Text][Citation analysis]
paper0
2018Heterogeneous structural breaks in panel data models In: Papers.
[Full Text][Citation analysis]
paper0
2019Kernel Estimation for Panel Data with Heterogeneous Dynamics In: Papers.
[Full Text][Citation analysis]
paper1
2019Panel Data Analysis with Heterogeneous Dynamics In: Papers.
[Full Text][Citation analysis]
paper1
2014Panel Data Analysis with Heterogeneous Dynamics.(2014) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017Misspecification in Dynamic Panel Data Models and Model-Free Inferences In: The Japanese Economic Review.
[Full Text][Citation analysis]
article0
2009Olympic Athlete Selection In: The B.E. Journal of Economic Analysis & Policy.
[Full Text][Citation analysis]
article0
2014Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]
article6
2008A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS In: Econometric Theory.
[Full Text][Citation analysis]
article6
2010ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA In: Econometric Theory.
[Full Text][Citation analysis]
article3
2009A Specification Test for Instrumental Variables Regression with Many Instruments In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper3
2010Constructing Optimal Instruments by First-Stage Prediction Averaging In: Econometrica.
[Full Text][Citation analysis]
article26
2004Shrinkage methods for instrumental variable estimation In: Econometric Society 2004 Far Eastern Meetings.
[Citation analysis]
paper0
2008Panel AR(1) estimators under misspecification In: Economics Letters.
[Full Text][Citation analysis]
article1
2011Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends In: Economics Letters.
[Full Text][Citation analysis]
article1
2009The optimal choice of moments in dynamic panel data models In: Journal of Econometrics.
[Full Text][Citation analysis]
article33
2011Instrumental variable estimation in the presence of many moment conditions In: Journal of Econometrics.
[Full Text][Citation analysis]
article25
2012Hahn–Hausman test as a specification test In: Journal of Econometrics.
[Full Text][Citation analysis]
article13
2018Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes In: Journal of Econometrics.
[Full Text][Citation analysis]
article1
2013Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes.(2013) In: KIER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2009Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article3
2015Network-motivated Lending Decisions In: Discussion papers.
[Full Text][Citation analysis]
paper3
2015Network-Motivated Lending Decisions.(2015) In: HIT-REFINED Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2018Confidence Set for Group Membership In: Working Papers in Economics.
[Full Text][Citation analysis]
paper0
2005A Consistent Nonparametric Test for Causality In: KIER Working Papers.
[Citation analysis]
paper0
2013Generalized Least Squares Model Averaging In: KIER Working Papers.
[Full Text][Citation analysis]
paper4
2016Generalized Least Squares Model Averaging.(2016) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2014Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models In: KIER Working Papers.
[Full Text][Citation analysis]
paper2
2018Testing for Overconfidence Statistically: A Moment Inequality Approach In: KIER Working Papers.
[Full Text][Citation analysis]
paper0
2013The Binarized Scoring Rule In: Review of Economic Studies.
[Full Text][Citation analysis]
article37
2013Heteroscedasticity‐robust C(p) model averaging In: Econometrics Journal.
[Full Text][Citation analysis]
article19

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team