← All authors Ryo Okui The University of Tokyo (from arXiv:2606.22035, 2026) · ORCID · OpenAlex
39 papers in scope · 33 published · 11 on the econ.EM arXiv · 1,153 citations · h-index 16 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Andreas Dzemski Mikihito Nishi Wei Wang Wendun Wang Zhijie Xiao Yanyan Ren Xiaodong Yan Junho Choi Raphaël Langevin Martin Mugnier Xiaojun Song Haokun Lu Shunsuke Imai Liangjun Su Robert P. Lieli Sokbae Lee Martin Weidner Yu-Chin Hsu Lei Qin Xuan Leng Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers Show only papers in our arXiv econ.EM corpus (12 of 39)
working paper 2026 · arXiv
Network-Motivated Forbearance Lending
published 2025 · Management Science · 1 citations · first circulated 2019
with Yoshiaki Ogura, Yukiko Saito
working paper 2025 · arXiv
working paper 2025 · arXiv
working paper 2025 · arXiv
working paper 2025 · arXiv
Belief formation under signal correlation
published 2024 · Games and Economic Behavior · 11 citations · first circulated 2018
with Tanjim Hossain
The 2023 Japanese Economic Association Nakahara Prize: Recipient—Prof. Toru Kitagawa, Brown University and University College London
published 2024 · Japanese Economic Review
working paper 2024 · arXiv · 1 citations
published 2024 · Quantitative Economics · 8 citations · first circulated 2017
Estimation of panel group structure models with structural breaks in group memberships and coefficients
published 2022 · Journal of Econometrics · 52 citations · first circulated 2020
published 2021 · Economics Letters · 2 citations · first circulated 2020
A moment inequality approach to statistical inference for rankings
published 2021 · Japanese Economic Review
Testing for overconfidence statistically: A moment inequality approach
published 2020 · Journal of Applied Econometrics · 1 citations · first circulated 2018
On the sparsity of Mallows model averaging estimator
published 2019 · Economics Letters · 18 citations
published 2019 · Econometrics Journal · 18 citations · first circulated 2018
published 2019 · Journal of Econometrics · 27 citations · first circulated 2014
Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
published 2018 · Journal of Econometrics · 17 citations · first circulated 2013
with Yoonjin Lee, Mototsugu Shintani
published 2017 · Journal of Applied Econometrics · 65 citations · first circulated 2016
published 2017 · Journal of Econometrics · 13 citations
Generalized Least Squares Model Averaging
published 2015 · Econometric Reviews · 54 citations · first circulated 2013
Misspecification in Dynamic Panel Data Models and Model-Free Inferences
published 2015 · Japanese Economic Review · 2 citations
Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects
published 2013 · Journal of Time Series Econometrics · 14 citations · first circulated 2011
Heteroscedasticity‐robust Cp model averaging
published 2013 · Econometrics Journal · 142 citations
The Binarized Scoring Rule
published 2013 · The Review of Economic Studies · 302 citations
with Tanjim Hossain
Hahn–Hausman test as a specification test
published 2011 · Journal of Econometrics · 34 citations
Doubly robust instrumental variable regression
published 2011 · Statistica Sinica · 66 citations
Instrumental variable estimation in the presence of many moment conditions
published 2011 · Journal of Econometrics · 63 citations
Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
published 2011 · Economics Letters · 12 citations
ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
published 2010 · Econometric Theory · 29 citations
Constructing Optimal Instruments by First-Stage Prediction Averaging
published 2010 · Econometrica · 85 citations
The optimal choice of moments in dynamic panel data models
published 2009 · Journal of Econometrics · 75 citations
Shrinkage GMM Estimation in Conditional Moment Restriction Models
published 2009 · JOURNAL OF THE JAPAN STATISTICAL SOCIETY
Testing serial correlation in fixed effects regression models based on asymptotically unbiased autocorrelation estimators
published 2008 · Mathematics and Computers in Simulation · 9 citations
Panel AR(1) estimators under misspecification
published 2008 · Economics Letters · 8 citations
A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS
published 2008 · Econometric Theory · 22 citations
with Kohtaro Hitomi, Yoshihiko Nishiyama
A method of detection of signals corrupted by nonstationary random noise via stationarization of the data
published 2007 · Electronics and Communications in Japan (Part III Fundamental Electronic Science) · 1 citations
with Hiroshi Ijima, Akira Ohsumi
Instrumental variable estimation with many moment conditions with applications to dynamic panel data models
published 2005 · Circulation Research · 1 citations
Shrinkage methods for instrumental variable estimation
published 2004 · Econometric Society 2004 Far Eastern Meetings
no link
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).