4 citations · 6 across the 4 of their papers we have counts for
4 papers · 1 filter
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…