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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)


Division of Economics
Seoul National University

Seoul, South Korea


RePEc:edi:desnukr (more details at EDIRC)

Research output

Jump to: Working papers Articles Software

Working papers

  1. Dzemski, Andreas & Okui, Ryo, 2020. "Convergence rate of estimators of clustered panel models with misclassication," Working Papers in Economics 790, University of Gothenburg, Department of Economics.
  2. Takanori Ida & Ryo Okui, 2019. "Can information alleviate overconfidence? A randomized experiment on financial market predictions," Working Paper Series no126, Institute of Economic Research, Seoul National University.
  3. Tanjim Hossain & Ryo Okui, 2019. "Belief Formation Under Signal Correlation," Working Paper Series no115, Institute of Economic Research, Seoul National University.
  4. Yoshiaki Ogura & Ryo Okui & Yukiko Umeno Saito, 2019. "Network-motivated Lending Decisions: A Rationale for Forbearance," Working Paper Series no127, Institute of Economic Research, Seoul National University.
  5. Dzemski, Andreas & Okui, Ryo, 2018. "Confidence Set for Group Membership," Working Papers in Economics 727, University of Gothenburg, Department of Economics.
  6. Ryo Okui & Wendun Wang, 2018. "Heterogeneous structural breaks in panel data models," Papers 1801.04672,, revised Nov 2018.
  7. Ryo Okui & Takahide Yanagi, 2018. "Kernel Estimation for Panel Data with Heterogeneous Dynamics," Papers 1802.08825,, revised May 2019.
  8. Yanchun Jin & Ryo Okui, 2018. "Testing for Overconfidence Statistically: A Moment Inequality Approach," KIER Working Papers 984, Kyoto University, Institute of Economic Research.
  9. Andreas Dzemski & Ryo Okui, 2017. "Confidence set for group membership," Papers 1801.00332,, revised Dec 2020.
  10. 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.
  11. OGURA Yoshiaki & OKUI Ryo & SAITO Yukiko, 2015. "Network-motivated Lending Decisions," Discussion papers 15057, Research Institute of Economy, Trade and Industry (RIETI).
  12. Ryo Okui & Takahide Yanagi, 2014. "Panel Data Analysis with Heterogeneous Dynamics," KIER Working Papers 906, Kyoto University, Institute of Economic Research.
  13. 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.
  14. Qingfeng Liu & Ryo Okui & Arihiro Yoshimura, 2013. "Generalized Least Squares Model Averaging," KIER Working Papers 855, Kyoto University, Institute of Economic Research.
  15. 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.
  16. 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.
  17. 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.
  18. Ryo Okui, 2004. "Shrinkage methods for instrumental variable estimation," Econometric Society 2004 Far Eastern Meetings 678, Econometric Society.


  1. Okui, Ryo & Wang, Wendun, 2021. "Heterogeneous structural breaks in panel data models," Journal of Econometrics, Elsevier, vol. 220(2), pages 447-473.
  2. Yanchun Jin & Ryo Okui, 2020. "Testing for overconfidence statistically: A moment inequality approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 35(7), pages 879-892, November.
  3. Feng, Yang & Liu, Qingfeng & Okui, Ryo, 2020. "On the sparsity of Mallows model averaging estimator," Economics Letters, Elsevier, vol. 187(C).
  4. Ryo Okui & Takahide Yanagi, 2020. "Kernel estimation for panel data with heterogeneous dynamics [Econometric tools for analyzing market outcomes]," Econometrics Journal, Royal Economic Society, vol. 23(1), pages 156-175.
  5. Okui, Ryo & Yanagi, Takahide, 2019. "Panel data analysis with heterogeneous dynamics," Journal of Econometrics, Elsevier, vol. 212(2), pages 451-475.
  6. Lee, Yoon-Jin & Okui, Ryo & Shintani, Mototsugu, 2018. "Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes," Journal of Econometrics, Elsevier, vol. 204(2), pages 147-158.
  7. 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.
  8. Sokbae Lee & Ryo Okui & Yoon†Jae Whang, 2017. "Doubly robust uniform confidence band for the conditional average treatment effect function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(7), pages 1207-1225, November.
  9. 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.
  10. 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.
  11. Tanjim Hossain & Ryo Okui, 2013. "The Binarized Scoring Rule," Review of Economic Studies, Oxford University Press, vol. 80(3), pages 984-1001.
  12. Qingfeng Liu & Ryo Okui, 2013. "Heteroscedasticity‐robust C(p) model averaging," Econometrics Journal, Royal Economic Society, vol. 16(3), pages 463-472, October.
  13. Lee, Yoonseok & Okui, Ryo, 2012. "Hahn–Hausman test as a specification test," Journal of Econometrics, Elsevier, vol. 167(1), pages 133-139.
  14. 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.
  15. Okui, Ryo, 2011. "Instrumental variable estimation in the presence of many moment conditions," Journal of Econometrics, Elsevier, vol. 165(1), pages 70-86.
  16. Guido Kuersteiner & Ryo Okui, 2010. "Constructing Optimal Instruments by First-Stage Prediction Averaging," Econometrica, Econometric Society, vol. 78(2), pages 697-718, March.
  17. Okui, Ryo, 2010. "Asymptotically Unbiased Estimation Of Autocovariances And Autocorrelations With Long Panel Data," Econometric Theory, Cambridge University Press, vol. 26(5), pages 1263-1304, October.
  18. 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.
  19. 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.
  20. Okui, Ryo, 2009. "The optimal choice of moments in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 151(1), pages 1-16, July.
  21. Okui, Ryo, 2008. "Panel AR(1) estimators under misspecification," Economics Letters, Elsevier, vol. 101(3), pages 210-213, December.
  22. 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(6), pages 1717-1728, December.

Software components

  1. Takahide Yanagi & Ryo Okui & Heejun Lee & Yue Yu & Sophie Li, 2020. "PANELHETERO: Stata module to examine the degree of heterogeneity across cross-sectional units using panel data," Statistical Software Components S458730, Boston College Department of Economics.
  2. Sokbae Lee & Ryo Okui & Yoon-Jae Whang & Heejun Lee, 2020. "DRCATE: Stata module to estimate and plot conditional average treatment effect functions with uniform confidence bands using a doubly robust method," Statistical Software Components S458751, Boston College Department of Economics.

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 23 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 (12) 2009-12-11 2013-04-06 2013-10-18 2014-02-21 2014-12-24 2016-02-23 2018-01-22 2018-01-29 2018-03-26 2019-01-14 2020-08-17 2020-08-31. Author is listed
  2. NEP-EXP: Experimental Economics (8) 2016-02-23 2018-01-22 2018-03-12 2019-01-14 2019-10-21 2019-11-25 2019-11-25 2019-11-25. Author is listed
  3. NEP-ETS: Econometric Time Series (5) 2013-10-18 2014-12-24 2018-01-29 2018-03-26 2018-04-16. Author is listed
  4. NEP-ORE: Operations Research (5) 2013-04-06 2019-10-21 2019-11-25 2019-11-25 2020-08-31. Author is listed
  5. NEP-BAN: Banking (2) 2015-05-22 2019-11-25
  6. NEP-CBE: Cognitive & Behavioural Economics (2) 2019-10-21 2019-11-25
  7. NEP-COM: Industrial Competition (2) 2015-11-15 2019-11-25
  8. NEP-NET: Network Economics (2) 2015-05-22 2015-11-15
  9. NEP-BEC: Business Economics (1) 2019-11-25
  10. NEP-CFN: Corporate Finance (1) 2015-11-15
  11. NEP-DEV: Development (1) 2004-04-11
  12. NEP-EDU: Education (1) 2004-04-11
  13. NEP-UPT: Utility Models & Prospect Theory (1) 2019-11-25


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