Zobrazeno 1 - 10
of 196
pro vyhledávání: '"Ryo Okui"'
Autor:
Mototsugu Shintani
Publikováno v:
The Japanese Economic Review. 72:167-168
Autor:
HIZEN, YOICHI
Publikováno v:
Japanese Journal of Political Science; December 2006, Vol. 7 Issue: 3 p289-306, 18p
Publikováno v:
Journal of Econometrics, 233(1), 45-65. Elsevier
This paper considers linear panel data models with a grouped pattern of heterogeneity when the latent group membership structure and/or the values of slope coefficients change at a break point. We propose a least squares approach to jointly estimate
Publikováno v:
SSRN Electronic Journal.
Autor:
Ryo Okui
Publikováno v:
The Japanese Economic Review. 72:169-184
This paper proposes an econometric method to construct confidence sets for rankings by considering the situations in which data on a comparison between each pair of alternatives are available. The key idea is that if an alternative, say A, is ranked
Autor:
Shintani, Mototsugu1 (AUTHOR) shintani@e.u-tokyo.ac.jp
Publikováno v:
Japanese Economic Review. Apr2021, Vol. 72 Issue 2, p167-168. 2p.
Autor:
Ryo Okui, Yanchun Jin
Publikováno v:
Journal of Applied Econometrics. 35:879-892
We propose a moment inequality approach to test for the presence of overconfidence using data from ranking experiments where subjects rank themselves relative to other experimental participants. Although a ranking experiment is a typical way to colle
Autor:
Ryo Okui
Publikováno v:
Handbook of Research Methods and Applications in Empirical Microeconomics ISBN: 9781788976480
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::011e69c0fe603d014092d21907351d9f
https://doi.org/10.4337/9781788976480.00007
https://doi.org/10.4337/9781788976480.00007
Publikováno v:
Journal of Econometrics. 204:147-158
In this paper we consider the estimation of a dynamic panel autoregressive (AR) process of possibly infinite order in the presence of individual effects. We employ double asymptotics under which both the cross-sectional sample size and the length of
Autor:
Andreas Dzemski, Ryo Okui
Publikováno v:
Economics Letters. 203:109844
We study kmeans clustering estimation of panel data models with a latent group structure and $N$ units and $T$ time periods under long panel asymptotics. We show that the group-specific coefficients can be estimated at the parametric root $NT$ rate e