Loading...

← Back to Leaderboard

Ryo Okui

Global rank #2903 96%

Institution: Unknown

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/site/okuiryoeconomics/

First Publication: 2008

Most Recent: 2024

RePEc ID: pok36 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.68 2.01 0.00 5.87
Last 10 Years 0.00 3.35 4.69 0.00 12.23
All Time 1.01 8.38 7.37 0.00 31.00

Publication Statistics

Raw Publications 19
Coauthorship-Adjusted Count 22.55

Publications (19)

Year Article Journal Tier Authors
2024 Belief formation under signal correlation Games and Economic Behavior B 2
2024 Confidence set for group membership Quantitative Economics B 2
2023 Estimation of panel group structure models with structural breaks in group memberships and coefficients Journal of Econometrics A 3
2021 Convergence rate of estimators of clustered panel models with misclassification Economics Letters C 2
2021 Heterogeneous structural breaks in panel data models Journal of Econometrics A 2
2020 On the sparsity of Mallows model averaging estimator Economics Letters C 3
2020 Kernel estimation for panel data with heterogeneous dynamics The Econometrics Journal B 2
2020 Testing for overconfidence statistically: A moment inequality approach Journal of Applied Econometrics B 2
2019 Panel data analysis with heterogeneous dynamics Journal of Econometrics A 2
2018 Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes Journal of Econometrics A 3
2017 Doubly robust uniform confidence band for the conditional average treatment effect function Journal of Applied Econometrics B 3
2013 The Binarized Scoring Rule Review of Economic Studies S 2
2012 Hahn–Hausman test as a specification test Journal of Econometrics A 2
2011 Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends Economics Letters C 1
2011 Instrumental variable estimation in the presence of many moment conditions Journal of Econometrics A 1
2010 ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA Econometric Theory B 1
2009 The optimal choice of moments in dynamic panel data models Journal of Econometrics A 1
2008 A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS Econometric Theory B 3
2008 Panel AR(1) estimators under misspecification Economics Letters C 1