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Ryo Okui

Personal Details

First Name:Ryo
Middle Name:
Last Name:Okui
RePEc Short-ID:pok36
Terminal Degree:2005 Department of Economics; University of Pennsylvania (from RePEc Genealogy)


New York University Shanghai

Shanghai, China

: +86-21-2059-5000

1555 Century Avenue, Pudong, Shanghai, 200122
RePEc:edi:ecnyucn (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Sokbae Lee & Ryo Okui & Yoon-Jae Whang, 2016. "Doubly Robust Uniform Confidence Band For The Conditional Average Treatment Effect Function," KIER Working Papers 931, Kyoto University, Institute of Economic Research.
  2. OGURA Yoshiaki & OKUI Ryo & SAITO Yukiko, 2015. "Network-motivated Lending Decisions," Discussion papers 15057, Research Institute of Economy, Trade and Industry (RIETI).
  3. Haruo Iwakura & Ryo Okui, 2014. "Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models," KIER Working Papers 887, Kyoto University, Institute of Economic Research.
  4. Ryo Okui & Takahide Yanagi, 2014. "Panel Data Analysis with Heterogeneous Dynamics," KIER Working Papers 906, Kyoto University, Institute of Economic Research.
  5. Yoon-Jin Lee & Ryo Okui & Mototsugu Shintani, 2013. "Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes," KIER Working Papers 879, Kyoto University, Institute of Economic Research.
  6. Qingfeng Liu & Ryo Okui & Arihiro Yoshimura, 2013. "Generalized Least Squares Model Averaging," KIER Working Papers 855, Kyoto University, Institute of Economic Research.
  7. Yoonseok Lee & Ryo Okui, 2009. "A Specification Test for Instrumental Variables Regression with Many Instruments," Cowles Foundation Discussion Papers 1741, Cowles Foundation for Research in Economics, Yale University.
  8. Kohtarro Hitomi & Yoshinori Kawasaki & Ryo Okui & Yoshihiko Nishiyama, 2005. "A Consistent Nonparametric Test for Causality," KIER Working Papers 602, Kyoto University, Institute of Economic Research.
  9. Ryo Okui, 2004. "Shrinkage methods for instrumental variable estimation," Econometric Society 2004 Far Eastern Meetings 678, Econometric Society.


  1. Ryo Okui, 2017. "Misspecification in Dynamic Panel Data Models and Model-Free Inferences," The Japanese Economic Review, Japanese Economic Association, vol. 68(3), pages 283-304, September.
  2. Qingfeng Liu & Ryo Okui & Arihiro Yoshimura, 2016. "Generalized Least Squares Model Averaging," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1692-1752, December.
  3. Okui Ryo, 2014. "Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects," Journal of Time Series Econometrics, De Gruyter, vol. 6(2), pages 1-53, July.
  4. Tanjim Hossain & Ryo Okui, 2013. "The Binarized Scoring Rule," Review of Economic Studies, Oxford University Press, vol. 80(3), pages 984-1001.
  5. Qingfeng Liu & Ryo Okui, 2013. "Heteroscedasticity‐robust C(p) model averaging," Econometrics Journal, Royal Economic Society, vol. 16(3), pages 463-472, October.
  6. Lee, Yoonseok & Okui, Ryo, 2012. "Hahn–Hausman test as a specification test," Journal of Econometrics, Elsevier, vol. 167(1), pages 133-139.
  7. Okui, Ryo, 2011. "Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends," Economics Letters, Elsevier, vol. 112(1), pages 49-52, July.
  8. Okui, Ryo, 2011. "Instrumental variable estimation in the presence of many moment conditions," Journal of Econometrics, Elsevier, vol. 165(1), pages 70-86.
  9. Guido Kuersteiner & Ryo Okui, 2010. "Constructing Optimal Instruments by First-Stage Prediction Averaging," Econometrica, Econometric Society, vol. 78(2), pages 697-718, March.
  10. Okui, Ryo, 2010. "Asymptotically Unbiased Estimation Of Autocovariances And Autocorrelations With Long Panel Data," Econometric Theory, Cambridge University Press, vol. 26(05), pages 1263-1304, October.
  11. Okui, Ryo, 2009. "The optimal choice of moments in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 151(1), pages 1-16, July.
  12. Okui, Ryo, 2009. "Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2897-2909.
  13. Hizen Yoichi & Okui Ryo, 2009. "Olympic Athlete Selection," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 9(1), pages 1-49, October.
  14. Okui, Ryo, 2008. "Panel AR(1) estimators under misspecification," Economics Letters, Elsevier, vol. 101(3), pages 210-213, December.
  15. Hitomi, Kohtaro & Nishiyama, Yoshihiko & Okui, Ryo, 2008. "A Puzzling Phenomenon In Semiparametric Estimation Problems With Infinite-Dimensional Nuisance Parameters," Econometric Theory, Cambridge University Press, vol. 24(06), pages 1717-1728, December.

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (6) 2009-12-11 2013-04-06 2013-10-18 2014-02-21 2014-12-24 2016-02-23. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2013-10-18 2014-12-24
  3. NEP-NET: Network Economics (2) 2015-05-22 2015-11-15
  4. NEP-BAN: Banking (1) 2015-05-22
  5. NEP-CFN: Corporate Finance (1) 2015-11-15
  6. NEP-COM: Industrial Competition (1) 2015-11-15
  7. NEP-DEV: Development (1) 2004-04-11
  8. NEP-EDU: Education (1) 2004-04-11
  9. NEP-EXP: Experimental Economics (1) 2016-02-23
  10. NEP-ORE: Operations Research (1) 2013-04-06


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