Access Statistics for Yuya Sasaki

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bracketing Relationship for Long-Term Policy Evaluation with Combined Experimental and Observational Data 0 0 1 3 0 3 9 11
Algorithmic subsampling under multiway clustering 1 1 1 2 1 1 2 19
Capital and Labor Income Pareto Exponents in the United States, 1916-2019 0 1 2 10 1 3 7 15
Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function 0 0 0 27 0 1 2 44
Doubly Robust Estimators with Weak Overlap 1 1 2 28 1 3 5 26
Dyadic double/debiased machine learning for analyzing determinants of free trade agreements 0 0 0 71 1 1 5 28
Estimation and Inference for Causal Functions with Multiway Clustered Data 0 1 4 4 0 2 8 8
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 4 0 0 0 2
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 11 0 0 0 13
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 14 0 0 1 31
Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving 0 0 0 2 0 0 0 11
Estimation of average derivatives of latent regressors: with an application to inference on buffer-stock saving 0 0 0 27 0 0 2 13
Extremal quantiles of intermediate orders under two-way clustering 0 0 1 2 1 2 5 6
Extreme Changes in Changes 0 0 0 14 0 0 0 17
Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals 0 0 6 6 0 0 8 8
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 20 0 0 0 23
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 0 1 17 0 0 3 36
Genuinely Robust Inference for Clustered Data 0 0 0 14 0 3 4 15
High-Dimensional Tail Index Regression: with An Application to Text Analyses of Viral Posts in Social Media 0 0 1 9 1 2 4 8
Inference based on Kotlarski's Identity 0 0 1 16 0 0 2 29
Inference for high-dimensional exchangeable arrays 0 0 0 16 0 0 0 14
Inference in high-dimensional regression models without the exact or $L^p$ sparsity 0 0 1 24 0 0 7 36
Lasso under Multi-way Clustering: Estimation and Post-selection Inference 0 0 1 18 0 0 3 45
Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs 0 0 0 18 0 0 1 17
Matching $\leq$ Hybrid $\leq$ Difference in Differences 0 0 16 16 0 0 7 7
Multiway Cluster Robust Double/Debiased Machine Learning 0 0 1 36 0 2 3 40
Non-Existent Moments of Earnings Growth 1 1 1 9 1 3 7 19
Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method 0 0 2 28 1 1 7 27
Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments 0 0 0 76 0 0 4 212
Nonlinear difference-in-differences in repeated cross sections with continuous treatments 0 0 0 73 0 0 1 299
Nonlinear difference-in-differences in repeated cross sections with continuous treatments 0 0 0 0 0 0 5 9
Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments 0 0 0 38 0 0 3 67
Nonrobustness of the conventional cluster–robust inference with three robust alternatives 0 0 2 2 0 0 5 5
On Using The Two-Way Cluster-Robust Standard Errors 0 0 3 6 0 2 8 20
On the role of time in nonseparable panel data models 0 0 0 54 0 0 1 102
Outcome Conditioned Treatment Effects 0 0 1 26 0 0 3 99
Outcome conditioned treatment effects 0 0 1 1 0 0 2 5
Outcome conditioned treatment effects 0 0 0 40 1 2 3 82
Post-Selection Inference in Three-Dimensional Panel Data 0 0 0 17 0 1 1 40
Regulation, Emissions and Productivity: Evidence from China’s Eleventh Five-Year Plan 0 0 10 17 1 2 19 24
Slow Movers in Panel Data 0 0 1 47 0 1 3 27
Standard errors for two-way clustering with serially correlated time effects 1 1 3 19 2 3 11 34
Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators 0 0 0 4 0 0 0 14
The Informativeness of Combined Experimental and Observational Data under Dynamic Selection 0 0 10 10 1 3 16 20
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 0 9 0 0 0 9
Unconditional Quantile Regression with High Dimensional Data 0 0 0 4 0 0 0 21
Uniform Limit Theory for Network Data 4 8 8 8 4 7 7 7
Welfare Analysis via Marginal Treatment Effects 0 0 2 6 0 0 4 20
Total Working Papers 8 14 83 923 17 48 198 1,684

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Average treatment effect estimates robust to the “limited overlap” problem: robustate 0 0 1 5 0 0 2 11
Best Paper Award 0 0 0 0 0 0 0 0
Best Paper Award: Econometric Reviews, 2024 0 0 1 1 0 1 2 2
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 0 0 0 34
Causal inference by quantile regression kink designs 0 0 1 8 0 0 4 55
Closed-form estimation of nonparametric models with non-classical measurement errors 0 0 0 11 0 1 2 72
Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators 0 0 1 1 0 0 2 5
Dynamic discrete choice models with incomplete data: Sharp identification 0 0 2 3 4 5 9 13
ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS 0 0 2 8 0 0 7 19
ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY 0 0 0 3 0 1 2 13
Editorial 0 0 0 0 0 1 1 1
Estimating production functions with robustness against errors in the proxy variables 0 0 1 14 0 1 5 46
Estimation and inference for policy relevant treatment effects 0 0 1 7 0 0 5 14
Estimation of heterogeneous autoregressive parameters with short panel data 0 0 0 17 0 0 3 75
Extreme Changes in Changes 0 1 1 1 0 3 3 3
Fellows and scholars of Econometric Reviews, 2024 0 0 0 0 0 0 1 1
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 1 0 0 1 7
Heterogeneity and selection in dynamic panel data 0 0 0 11 0 0 3 77
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS 0 0 1 10 0 1 2 31
Identification of heterogeneous elasticities in gross-output production functions 0 0 1 2 0 1 7 10
Inference for High-Dimensional Exchangeable Arrays 0 0 0 3 0 1 1 4
Multiway Cluster Robust Double/Debiased Machine Learning 0 2 7 14 2 6 22 44
Nonparametric difference-in-differences in repeated cross-sections with continuous treatments 0 5 12 19 3 11 35 51
Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics 0 1 2 13 0 2 5 48
ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE 0 0 1 7 0 0 2 34
On uniform confidence intervals for the tail index and the extreme quantile 0 0 0 0 1 2 4 4
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV 0 0 0 0 0 1 1 1
POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA 0 0 0 2 0 1 2 6
QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS 0 0 1 7 0 1 4 28
Quantile regression with interval data 0 0 0 2 0 0 1 13
Robust inference in deconvolution 0 0 1 2 0 0 8 27
Robust uniform inference for quantile treatment effects in regression discontinuity designs 0 0 0 8 0 0 3 55
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics 0 0 0 3 0 0 3 22
Testing and relaxing the exclusion restriction in the control function approach 0 1 5 10 0 5 24 35
Tuning parameter-free nonparametric density estimation from tabulated summary data 0 1 1 2 0 2 3 7
Unconditional quantile regression with high‐dimensional data 1 1 1 2 1 3 4 7
Unequal spacing in dynamic panel data: Identification and estimation 0 0 0 36 0 0 5 156
Uniform confidence bands for nonparametric errors-in-variables regression 0 0 0 7 0 0 1 31
Uniform confidence bands in deconvolution with unknown error distribution 0 0 0 10 0 1 9 50
WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? 1 1 3 24 1 2 5 77
robustpf: A command for robust estimation of production functions 0 0 1 1 0 3 6 10
xtusreg: Software for dynamic panel regression under irregular time spacing 0 0 0 5 0 1 4 12
Total Journal Articles 2 13 48 291 12 57 213 1,211

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
CDECOMPOSE: Stata module to estimate canonical permanent-transitory state space models 0 0 3 21 0 3 9 175
CRHDREG: Stata module to estimate high-dimensional regressions based on cluster-robust double/debiased machine learning 0 0 1 17 0 1 9 121
DKDENSITY: Stata module for deconvolution kernel density estimation and construction of its uniform confidence band 0 0 1 23 0 0 7 156
ECIC: Stata module to perform estimation and inference for changes in changes at extreme quantiles 0 0 0 5 1 3 11 72
EXQUANTILE: Stata module for estimation and inference for (conditional) extremal quantiles 0 3 4 15 0 6 21 99
ITVALPCTILE: Stata module for estimation of interval-valued percentiles (quantiles) for interval-valued data 0 0 0 5 0 2 3 57
KOTLARSKI: Stata module to execute deconvolution kernel density estimation and produce a robust construction of its uniform confidence band 0 0 0 17 2 5 10 106
NPEIVREG: Stata module for estimation of nonparametric errors-in-variables (EIV) regression and construction of its uniform confidence band 0 0 0 7 0 2 5 99
NPSS: Stata module to estimate nonparametric heteroskedastic state space models 0 0 1 9 1 1 5 115
QRKD: Stata module to estimate and produce robust inference for heterogeneous causal effects of a continuous treatment in quantile regression kink designs 0 0 2 23 0 2 18 209
RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD) 0 2 8 94 0 8 32 477
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 0 0 3 93
RKQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression kink designs (RKD) 0 0 5 33 0 4 20 206
ROBUSTATE: Stata module for estimation and inference for the average treatment effect (ATE) robustly against the limited overlap 0 0 2 28 1 6 15 258
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 0 1 4 32 0 5 22 202
TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV) 2 10 34 96 8 29 128 478
TESTOUT: Stata module to execute diagnostic testing of outliers 0 0 6 26 3 7 46 237
XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects 0 2 9 31 0 5 39 196
XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing 0 2 3 40 3 14 36 262
Total Software Items 2 20 83 528 19 103 439 3,618

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Statistics updated 2025-05-12