English OKUI, Ryo

OKUI, Ryo

| Curriculum Vitae

NYU Shanghai – 1555 Century Avenue – Pudong, Shanghai, China 200122 T+86 21 2059 6157 _• B okui.ryo.3@gmail.com, okui@nyu.edu

Í

Employment

NYU Shanghai Shanghai, China

Associate Professor of Economics January 2017–present

Kyoto University Kyoto, Japan

Associate Professor, Institute of Economic Research July 2009–January 2017

Vrije Universiteit Amsterdam Amsterdam, The Netherlands

Visiting Associate Professor, FEWEB, EOR February 2015–July 2016

Hong Kong University of Science and Technology Hong Kong

Assistant Professor, Department of Economics July 2005–June 2009

. . . .

University of Gothenburg Gothenburg, Sweden

Visiting Professor, School of Business, Economics and Law January 2016–present

. . . .

Kansai University Osaka, Japan

Researcher, Center for Experimental Economics July 2014–present

Education

University of Pennsylvania Philadelphia, PA, USA

Ph.D. in Economics 2005

Kyoto University Kyoto, Japan

Master in Economics 2000

Kyoto University Kyoto, Japan

Bachelor in Economics 1998

. . . .

Yale University New Haven, CT, USA

Visiting student, Department of Economics 2004–2005

Research

Research Interests. . . . {Econometrics (instrumental variables estimation, dynamic panel data models, model averaging),

Refereed Journal Articles. . . .

1. Lee, Sokbae, Ryo Okui & Yoon-Jae Whang: “Doubly Robust Uniform Confidence Band for the Conditional Average Treatment Effect Function,” accepted at the Journal of Applied Econometrics

2. Okui, Ryo: “Misspecification in Dynamic Panel Data Models and Model-free Inferences,” forthcoming inJapanese Economic Review, DOI:10.1111/jere.12080

3. Liu, Qingfeng, Ryo Okui & Arihiro Yoshimura: “Generalized Least Squares Model Averag-ing,”Econometric Reviews, (2016), 35(8-10):1692–1752, DOI:10.1080/07474938.2015.1092817

4. Okui, Ryo: “Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in The Presence of Individual and Time Effects,” Journal of Time Series Econometrics, (2014), 6(2):129-181, DOI:10.1515/jtse-2013-0017

5. Liu, Qingfeng & Ryo Okui: “Heteroscedasticity-Robust C_{p Model Averaging,” Econometrics} Journal (2013), 16(3):463-472, DOI:10.1111/ectj.12009

6. Hossain, Tanjim & Ryo Okui: “The Binarized Scoring Rule,” Review of Economic Studies

(2013), 80(3):984-1001, DOI:10.1093/restud/rdt006

7. Lee, Yoonseok, & Ryo Okui: “Hahn-Hausman Test as a Specification Test,” Journal of Econo-metrics (2012), 167:133-139, DOI:10.1016/j.jeconom.2011.10.005

8. Okui, Ryo, Dylan Small, Zhiqiang Tan & James Robins: “Doubly Robust Instrumental Variables Regression,” Statistica Sinica (2012), 22:173-205, DOI:10.5705/ss.2009.265

9. Okui, Ryo: “Instrumental Variable Estimation in the Presence of Many Moment Conditions,”

Journal of Econometrics (2011), 165:70-86, DOI: 10.1016/j.jeconom.2011.05.007

10. Okui, Ryo: “Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations for Panel Data with Incidental Trends,” Economics Letters (2011), 112:49-52,

DOI: 10.1016/j.econlet.2011.03.013

11. Okui, Ryo:“Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Long Panel Data,”Econometric Theory (2010), 26:1263-1304,

DOI: 10.1017/S0266466609990582

12. Kuersteiner, Guido & Ryo Okui: “Constructing Optimal Instruments by First Stage Prediction Averaging,”Econometrica(2010), 78(2):697-718, DOI: 10.3982/ECTA7444

13. Okui, Ryo: “Shrinkage GMM Estimation in Conditional Moment Restriction Models,” Journal of the Japan Statistical Society (2009), 39(2):239-255

15. Okui, Ryo: “Testing Serial Correlation in Fixed Effects Regression Models Based on Asymptoti-cally Unbiased Autocorrelation Estimators,” Mathematics and Computers in Simulation (2009), 79:2897-2909, DOI: 10.1016/j.matcom.2008.08.006

16. Okui, Ryo: “The Optimal Choice of Moments in Dynamic Panel Data Models,” Journal of Econometrics (2009), 151:1-16, DOI: 10.1016/j.jeconom.2009.04.002

17. Okui, Ryo: “Panel AR(1) Estimators under Misspecification,” Economics Letters (2008), 101(3):210-213, DOI: 10.1016/j.econlet.2008.08.009

18. Hitomi, Kohtaro, Yoshihiko Nishiyama & Ryo Okui: “A Puzzling Phenomenon in Semiparamet-ric Estimation Problems with Infinite-Dimensional Nuisance Parameters,” Econometric Theory

(2008), 24:1717-1728, DOI: 10.1017/S0266466608080699

Refereed Journal Articles in Japanese. . . .

1. Ryo Okui: “Recent development in the econometric theory of factor models,” Journal of the Japan Statistical Society, Japanese Issue (2014), 43(2): 247-273, in Japanese

Non-refereed Journal Articles. . . .

1. “Estimation and Testing When the Number of Moment Conditions is Large,” The Economic Review (Kyoto University), (2009), 183(2):55-65. (in Japanese)

Working papers/ Working in Progress. . . . { Ogura, Yoshiaki, Ryo Okui & Yukiko Umeno Saito: “Network-Motivated Lending Decisions,” May

2016

{ Okui, Ryo & Takahide Yanagi: “Panel Data Analysis with Heterogeneous Dynamics,” January

2017

{ Lee, Yoon-Jin, Ryo Okui & Mototsugu Shintani: “Asymptotic Inference for Dynamic Panel

Estimators of Infinite Order Autoregressive Processes,” November 2016, revised and resubmitted to the Journal of Econometrics

{ Iwakura, Haruo & Ryo Okui: “Asymptotic Efficiency in Factor Models and Dynamic Panel Data

Models,” February 2014

{ Jiang, Ting, Ryo Okui & Danyang Xie, “City Size Distribution and Economic Growth: The Case

of China,” December 2008

Awards and Honors

Ogawa Research Prize September 2010

University of Pennsylvania

The Hiram C. Haney Fellowship Award in Economics April 2005

(for the best third year research paper)

University of Pennsylvania

The Maloof Family Dissertation Fellowship in Economics Fall 2004–Spring 2005

University of Pennsylvania

(for the best first year student)

Kyoto University

Asahi Glass Co. Ltd. Fellopwship April 2000–August 2001

Grants

Japan Society for the Promotion of Science 4,030,000JPY

Kiban Kenkyu C, KAKENHI 16K03598 April 2016-March 2019

“Panel Data wo mochiita Group ka hou ni okeru toukei teki suisoku no houhou no kaihatsu.” Terminated in Jaunary 2017 because of PI’s moving to a non-Japanese institute

Japan Society for the Promotion of Science 15,360,000JPY in total

Kiban Kenkyu B, KAKENHI 15H03329 April 2015-March 2020

“Shijo chuukia to keizai seichou: nichi-ou 4 kenkyuujo ni yoru kokusai kyoudo project,” with Ryo Horii (principal investigator), Takashi Kamishigashi (1,500,000JPY for Okui), having participated from April 2015 to March 2017

Japan Society for the Promotion of Science 3,640,000JPY in total

Chosenteki Houga Kenkyu , KAKENHI 26590051 April 2014-March 2017

“Kigyou kan torihiki network to ginkou yuushi,” with Yoshiaki Ogura (principal investigator), Yukiko Saito (1,500,000JPY for Okui)

Japan Society for the Promotion of Science 19,292,000JPY in total

Kiban Kenkyu B, KAKENHI 25285067 April 2013-March 2016

“Daikibo panel data model no toukeiteki bunnseki syuhou no kaihatsu to sono jissho kenkyuu,” with Eiji Kurozumi (principal investigator), Yohei Yamamoto and Kazuhiko Hayakawa (2,100,000JPY for Okui)

Japan Society for the Promotion of Science 3,640,000JPY

Wakate Kenkyu B, KAKENHI 25780151 April 2013-March 2016

“Panel Data wo mochiita kojinnkann de ishitsuna dougakukouzou no bunsekihou”

Institute of Economic Research, Kyoto University 1,000,000JPY in total

Joint Usage and Research Center April 2012–March 2013

“Post-model sentaku suiteiryou to model heikin suiteiryou wo chushin to shita sinraikukan no kouchiku,”with Qingfeng Liu (principal investigator) and Yang Feng

Japan Society for the Promotion of Science 16,200,000JPY in total

Kiban Kenkyu B, KAKENHI 22330067 April 2010-March 2015

“Ishiketteikouzou no keiryou keizai model ni motozuku semi/nonparametric toukei kaiseki to sono ouyou,” with Yoshihiko Nishiyama (principal investigator), Kohtaro Hitomi, Keiji Nagai and Takanori Ida (1,000,000JPY for Okui)

Japan Society for the Promotion of Science 3,510,000JPY

Wakate Kenkyu B, KAKENHI 22730176 April 2010-March 2013

“Panel Data no tame no jikeiretukaiseki toukeiryou no kaihatu”

Kyoto University 520,000JPY

Wakate Kenkyusya Start-up Kenkyuhi October 2009- March 2011

“Panel data wo siyousite jikokyoubunsan to jikosoukan wo suiteisuru houhou no kaihatu”

Research Grants Council 403,300HK$

HKUST643907 January 2008- June 2009

“Analysis of autocovariance with panel data: Persistency versus unobserved heterogeneity”

HKUST 100,000HK$

RPC06/07.BM04 July 2007- June 2010

HKUST 90,000HK$

DAG05/06.BM16 December 2005- August 2007

“Bootstrap Based Criteria for Choosing the Number of Instruments”

Miscellaneous Publications

{“Teidan: Jisshoubunseki ga kirihiraku keizaigaku no mirai,” (Ryo Okui, Daiji Kawaguchi and Taiji

Furusawa) Evolution of Empirical Economics, Keizai seminar zoukan, pp. 2–12, September 2016. (in Japanese)

{“Fixed effect and random effect,”the Japanese Journal of labour Studies, Vol. 57, No. 4, p. 6–10,

April 2015. (in Japanese)

{“Panel data bunseki de ikiru factor model,”Keizai seminar, No. 673, p. 21–24, August-September

2013. (in Japanese)

{“Rakusyo: Aru keizaigakusya ni totteno suirisyousetu no tanosimi,”Kyodaikouhou(Kyoto University

Newsletter), No.666, p. 3416, April 2011. (in Japanese)

{“Nattoku dekiru Olympic daihyou senshu no erabi kata,” (Ryo Okui and Yoichi Hizen)Game riron

plus, Keizai seminar zoukan, pp. 114–117, June 2007. (in Japanese)

{“Hong Kong ni okeru toukei kyouiku,”Japan Statistical Society News, No.131, April 2007. (in

Japanese)

{“Hong Kong de kyouiku ni tazusawatte kanjita koto,”Higashi Asia heno Shiten, pp. 65-66, vol.

17, no.3, September 2006. (in Japanese)

Teaching

Teaching Interests. . . . {Econometrics (at any level), Applied Microeconomics (at undergraduate level)

Courses Taught at NYU Shanghai. . . .

ECON-SHU-202, Intermediate Macroeconomics, Spring 2017

Courses Taught at Kyoto University. . . .

Intermediate seminar (for sophomore), Academic year 2013

Advanced Econometrics (for graduate students), Second semester 2012, Second semester 2013, Second semester 2014, Second semester 2016

Microeconometrics (for graduate students), First semester 2011, First semester 2012, First semester 2013, First semester 2014

Intermediate Econometrics, Applied Econometrics (for graduate students and undergraduates), Second semester 2010, Second semester 2011

Intermediate Statistics (for graduate students), First semester 2010

Courses Taught at Vrije Universiteit Amsterdam. . . .

Econometrics II, part 1 (for second year undergraduates), Period 4, 2016 Advanced Econometrics, part 2 (for master students), Period 2, 2015

Inleiding Econometrie II (Introduction to Econometrics, part 2) (for second year undergraduates), Period 5, 2015

Courses Taught at Hong Kong University of Science and Technology. . . .

ECON328, Econometrics for Cross-Section and Panel Data (for undergraduates), Spring 2007 ECON399F, Public Economics (for undergraduates), Spring 2006

ECON233, Introduction to Econometrics (for undergraduates), Fall 2005, Spring 2006, Fall 2006, Fall 2007, Spring 2008, Fall 2008, Spring 2009

Short Lectures. . . .

“Dynamic panel data models,” (part of “Special lectures on data science II”), Osaka University, September 1, 2016

“Introduction to dynamic panel data analysis,” University of Gothenburg, April 2016 “Recent Development in Panel Data Analysis,” Hitotsubashi University, June 2009

Tutorials. . . .

“Analyzing heterogeneity across individuals using panel data: Recent development in variable coefficient models,” The 18th Conference on Labor Economics, Hitotsubashi University, September 12, 2015

“Recent Development in Panel Data Analysis: Factor Models and Nonlinear Models,” Spring meeting of the Japanese Economic Association, June 2012

Students. . . .

PhD co-advisor for: IWASAWA, Masamune (Kyoto, 2016); YANAGI, Takahide (Kyoto, 2015); IWAKURA, Haruo (Kyoto, 2014); YOSHIMURA, Arihiro (Kyoto, 2015); INADA, Mitsuo (Kyoto, 2012); WAN, Wenjie (Kyoto, 2013)

PhD committee member for: Art¯uras Juodis (University of Amsterdam, 2015); CUI, Zhaoming (HKUST, 2009); ZHONG, Songfa (HKUST, 2009); XUE, Jiangbo (HKUST, 2009); LI, King King (HKUST, 2008); ZHOU, Xianbo (HKUST, 2007)

Master thesis supervisor for: Hidde Hovenkamp (VU, 2016); Dennis Ramondt (VU, 2015) Master of Economics committee member for: SAKAGUCHI, Shosei (Kyoto, 2015); OHYAMA,

Ryo (Kyoto, 2014); JIN, Yanchun (Kyoto, 2014); IWASAWA, Masamune (Kyoto, 2014); YANAGI, Takahide (Kyoto, 2012); IWAKURA, Haruo (Kyoto,2011); YOSHIMURA, Arihiro (Kyoto, 2011) MPhil committee member for: HU, Lin (HKUST, 2008)

Independent study supervisor for: JIANG, Ting (HKUST), in Fall 2006- Spring 2007

Public lecture. . . . { “Understanding heterogeneity across individuals using panel data,” Siebolt Society, Leiden, the

Netherlands, November 8, 2015

Conference/Workshop Presentations

Year 2016. . . .

Year 2015. . . .

Cemmap seminar, University College London, November 10, 2015; Keio University, October 20, 2015; 5th Rhenish Multivariate Time Series Econometrics Meeting, Köln, October 9, 2015; Tinbergen Institute, Amsterdam, September 18, 2015; Econometric Society World Congress, Montreal, August 18, 2015; Frontiers of Theoretical Econometrics in celebration of Don Andrews’ 60th birthday, University of Konstanz, (poster), August 2, 2015; University of Tokyo, July 16, 2015; Netherlands Econometric Study Group, Maastricht University, June 13, 2015; Japan Economic Association, Spring meeting, Niigata University, Japan, May 24, 2015; Princeton-QUT-SJTU-SMU conference, Singapore Management University, April 19, 2015; University of Gothenburg, March 17, 2015

Year 2014. . . .

Hitotsubashi-Sogang conference on Econometrics, Seoul, Korea, December 2014; Xiamen Uni-versity, November 2014; Hiroshima UniUni-versity, October 2014; Nanyang Technological UniUni-versity, Singapore, August 2014; Summer Workshop on Economic Theory (SWET2014), Otaru, Japan, August 2014; Mini-conference in Microeconometrics 2014 in Hakone, Hakone, Japan, June 2014; IAS Workshop on Advances in Microeconometrics, Hong Kong, May 2014; Seoul National University, April 2014; SSK International Workshop in Kyoto, February 2014

Year 2013. . . .

Singapore Management University, November 2013; National University of Singapore, November 2013; KAKENHI symposium, Otaru, Japan, September 2013; Spring Meeting of the Japan Statistical Society, Tokyo, Japan, March 2013

Year 2012. . . .

Asian Meeting of the Econometric Society, Delhi, India, December 2012; Hitotsubashi-Sogang Conference on Econometrics, Seoul, Korea, November 2012: 17th Annual Conference on Econo-metric Analysis and Policy Challenges in Africa, Kampala, Uganda, July 2012; IMS-APRM2012, Tsukuba, Japan, July 2012; Symposium on Econometric Theory and Applications (SETA2012), Shanghai, China, May 2012; Tsinghua International Conference in Econometrics, Beijing, China, May 2012; Kyoto University, May 2012; National University of Singapore, March 2012

Year 2011. . . .

Symposium on Recent Development in Statistics, Empirical Finance and Econometrics, Kyoto, Japan, November 2011; Asian Meeting of the Econometric Society, Seoul, Korea, August 2011; Hitotsubashi University (Economic Statistics), April 2011; Hitotsubashi University (Economic Theory), April 2011; Spring meeting of the Japan Statistical Society, Tokyo, Japan, March 2011; Nagoya University, January 2011; Kansai Keiryou Keizai Kenkyuu-kai, Osaka, Japan, January 2011

Year 2010. . . .

Japan, January 2010

Year 2009. . . .

Far East and South Asia Meeting of the Econometric Society, Tokyo, Japan, August 2009; International Symposium on Econometric Theory and Applications (SETA2009), Kyoto, Japan, July 2009; Osaka University, January 2009; Kyoto University, January 2009; Kansai Keiryou Keizai Kenkyuu-kai, Kobe, Japan, January 2009

Year 2008. . . .

The Fourth Symposium on Econometric Theory and Applications (SETA2008), Seoul, Korea, May 2008; Kansai Keiryou Keizai Kenkyuu-kai, Osaka, Japan, February 2008

Year 2007. . . .

MODSIM07, Christchurch, New Zealand, December 2007: Hitotsubashi Conference on Economet-rics, November 2007; Kyoto University, August 2007; 14th Conference on Panel Data, Xiamen, Mainland China, July 2007; Far Eastern Meeting of the Econometric Society, Taipei, Taiwan, July 2007; University of Tokyo, June 2007; Yokohama National University, June 2007; Hitot-subashi University, June 2007; The Third Symposium on Econometric Theory and Applications (SETA2007), Hong Kong, April 2007; Kansai Keiryou Keizai Kenkyuu-kai, Yokohama, Japan, February 2007; Hokkaido University, January 2007; Kobe University, January 2007

Year 2006. . . .

Conference in honor of Professor Kimio Morimune’s “Kanreki,” Kyoto, Japan, July 2006; Univer-sidad Carlos III de Madrid, June 2006; Institute of Developing Economies, Chiba, Japan, June 2006; Hong Kong University of Science and Technology, April 2006; Hitotsubashi Conference on Econometrics, January 2006

Year 2005. . . .

Fukuoka University, December 2005; MODSIM05, Melbourne, Australia, December 2005; Kobe University, June 2005; 12th Conference on Panel Data, Copenhagen, Denmark, June 2005; Kyoto University, June 2005; Keio University, June 2005; Hong Kong University of Science and Technology, February 2005; Korea University, February 2005; Singapore Management University, February 2005; University of Tsukuba, February 2005; University of Wisconsin-Madison, February 2005; Carleton University, January 2005; University of Michigan, January 2005; University of Western Ontario, January 2005

Year 2004. . . .

University of Pennsylvania, November 2004; Yale University, October 2004; Yale University, September 2004; Kyoto University, July 2004; Far Eastern Meeting of the Econometric Society, Seoul, Korea, June 2004

Professional Activities

Referee. . . .

Analysis,Quantitative Economics,Review of Economic Studies,Studies in Nonlinear Dynamics & Econometrics,Journal of Econometric Methods,Journal of Multivariate Analysis,Journal of Statistical Computation and Simulation, Econometrics Journal, Japanese Economic Review, the Japanese Journal of Labour Studies,Oxford Bulletin of Economics and Statistics,International Econometric Review, Research Grants Council of Hong Kong, National Science Foundation (USA) Reviewer. . . .

Mathematical Reviews,

2015-Guest Co-editor. . . .

Econometrics, “Recent Developments in Panel Data Methods”,

2016-Associate editor. . . .

Journal of The Japan Statistical Society,

2010-Japanese Economic Review,

2015-Editorial board member. . . .

International Econometric Review (formerlyEurasian Review of Econometrics),

2006-Eurasian Economic Review,

2014-Program committee member. . . .

2009 International Symposium on Econometric Theory and Applications (SETA2009), Kyoto, Japan, July and August 2009

20th Internationial Panel Data Conference, Tokyo, Japan, July 2014. Japanese Economic Association, Spring meeting 2015, May 2015.

2015 International Symposium on Econometric Theory and Applications (SETA2015), Tokyo, Japan, May 2015

Scientific Committee member. . . .

The 4th International Association of Applied Econometric Conference, Sapporo, June 2017

Organizing committee member. . . .

The Third Symposium on Econometric Theory and Applications (SETA2007), Hong Kong, April 2007

Discussant. . . .

The Spring Meeting of the Japanese Economic Association, Chiba, Japan, June 2010

Membership. . . .

Japanese Economic Association, 2000-Econometric Society,

2002-Institute of Mathematical Statistics, Bernoulli Society,

2005-Japan Statistical Society,

2009-Personal Information

Date of Birth: October 3, 1975 Place of Birth: Osaka, Japan

Citizenship: Japanese Gender/Sex: Male