The following pages link to Ryo Okui (Q553874):
Displaying 26 items.
- Panel data analysis with heterogeneous dynamics (Q130132) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends (Q553875) (← links)
- Instrumental variable estimation in the presence of many moment conditions (Q738047) (← links)
- Hahn-Hausman test as a specification test (Q738140) (← links)
- Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators (Q834320) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
- Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (Q1753051) (← links)
- Panel AR(1) estimators under misspecification (Q1934932) (← links)
- Convergence rate of estimators of clustered panel models with misclassification (Q2036939) (← links)
- Heterogeneous structural breaks in panel data models (Q2224988) (← links)
- On the sparsity of Mallows model averaging estimator (Q2295365) (← links)
- The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
- Estimation of panel group structure models with structural breaks in group memberships and coefficients (Q2688649) (← links)
- Shrinkage GMM Estimation in Conditional Moment Restriction Models (Q2919543) (← links)
- (Q2930379) (← links)
- Doubly robust instrumental variable regression (Q3223863) (← links)
- A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS (Q3551014) (← links)
- Constructing Optimal Instruments by First-Stage Prediction Averaging (Q3564695) (← links)
- The Binarized Scoring Rule (Q4610598) (← links)
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA (Q4933580) (← links)
- Kernel estimation for panel data with heterogeneous dynamics (Q5083216) (← links)
- Heteroscedasticity‐robust<i>Cp</i>model averaging (Q5093218) (← links)
- Generalized Least Squares Model Averaging (Q5864519) (← links)
- (Q6125993) (← links)
- Confidence set for group membership (Q6565797) (← links)
- Belief formation under signal correlation (Q6584591) (← links)
