4 citations · 6 across the 4 of their papers we have counts for
6 papers
Convergence rate of estimators of clustered panel models with misclassification
Andreas Dzemski, Ryo Okui
We study kmeans clustering estimation of panel data models with a latent group structure and units and time periods under long panel asymptotics. We show that the group-spe…
Panel Data Analysis with Heterogeneous Dynamics
Ryo Okui, Takahide Yanagi
This paper proposes a model-free approach to analyze panel data with heterogeneous dynamic structures across observational units. We first compute the sample mean, autocovariances,…
Kernel Estimation for Panel Data with Heterogeneous Dynamics
Ryo Okui, Takahide Yanagi
This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean,…
Heterogeneous structural breaks in panel data models
Ryo Okui, Wendun Wang
This paper develops a new model and estimation procedure for panel data that allows us to identify heterogeneous structural breaks. We model individual heterogeneity using a groupe…
Confidence set for group membership
Andreas Dzemski, Ryo Okui
Our confidence set quantifies the statistical uncertainty from data-driven group assignments in grouped panel models. It covers the true group memberships jointly for all units wit…
Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function
Sokbae Lee, Ryo Okui, Yoon-Jae Whang
In this paper, we propose a doubly robust method to present the heterogeneity of the average treatment effect with respect to observed covariates of interest. We consider a situati…