Zobrazeno 1 - 10
of 49
pro vyhledávání: '"Ryo Okui"'
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::38e003455129fc91792c4b5c1aa730c5
https://doi.org/10.1016/j.jeconom.2022.01.001
https://doi.org/10.1016/j.jeconom.2022.01.001
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2ccc1a08b95cfca2966eacb05366dc7c
https://doi.org/10.2139/ssrn.4363675
https://doi.org/10.2139/ssrn.4363675
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd10ff38cd84f9bafc1d51c6f2b81607
https://doi.org/10.1007/s42973-020-00068-2
https://doi.org/10.1007/s42973-020-00068-2
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9f0118bf425779dd748c3d3f362adeb6
https://doi.org/10.1002/jae.2780
https://doi.org/10.1002/jae.2780
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d48790d68240434da16643c368ceaa89
https://doi.org/10.1016/j.jeconom.2017.04.005
https://doi.org/10.1016/j.jeconom.2017.04.005
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
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5347e96af341fbeecd1315b51264fde3
https://doi.org/10.1016/j.econlet.2021.109844
https://doi.org/10.1016/j.econlet.2021.109844
Autor:
Takanori Ida, Ryo Okui
Publikováno v:
SSRN Electronic Journal.
In this study, we examine how information provision affects the degree of overconfidence using an online experiment. The 4,210 experimental participants engaged in stock market prediction exercises were asked to evaluate their absolute and relative p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::393a035acd41dbec4501f410a7030579
https://doi.org/10.2139/ssrn.3467894
https://doi.org/10.2139/ssrn.3467894
Publikováno v:
SSRN Electronic Journal.
This online appendix includes supplemental materials for "Network-motivated Lending Decisions: A Rationale for Forbearance Lending'' by Ogura, Okui, and Saito. Online Appendix 1 contains the proofs of the propositions. Online Appendix 2 presents a nu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2aeb0b475285f718862d6af2688a38d9
https://doi.org/10.2139/ssrn.3471007
https://doi.org/10.2139/ssrn.3471007
Publikováno v:
Economics Letters. 187:108916
We show that Mallows model averaging estimator proposed by Hansen (2007) can be written as a least squares estimation with a weighted L 1 penalty and additional constraints. By exploiting this representation, we demonstrate that the weight vector obt
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aa9016d05896cce26d24445f29c651ab
https://doi.org/10.1016/j.econlet.2019.108916
https://doi.org/10.1016/j.econlet.2019.108916