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 0 3 2 2 8 22
Algorithmic subsampling under multiway clustering 0 0 0 2 0 0 5 24
Bounds for Standard Errors in Combined Data 3 3 3 3 5 5 5 5
Capital and Labor Income Pareto Exponents in the United States, 1916-2019 0 0 1 11 0 2 19 35
Choosing A Headline Estimand from Matching, DID, and Hybrid Designs: A Minimax-Regret Approach 0 0 0 0 1 2 2 2
Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function 0 0 2 30 1 1 11 58
Doubly Robust Estimators with Weak Overlap 0 1 2 31 1 3 20 48
Dyadic double/debiased machine learning for analyzing determinants of free trade agreements 0 0 1 73 1 2 23 55
Estimation and Inference for Causal Functions with Multiway Clustered Data 0 0 0 4 2 3 16 25
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 11 1 1 12 25
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 4 1 1 10 12
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 14 1 1 11 42
Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving 0 0 0 2 2 3 7 18
Estimation of average derivatives of latent regressors: with an application to inference on buffer-stock saving 0 0 0 27 1 1 13 26
Extremal Quantiles under Two-Way Clustering 0 0 0 2 1 1 11 17
Extreme Changes in Changes 0 0 0 14 1 1 12 29
Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals 0 0 0 7 2 2 11 22
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 20 1 1 10 35
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 1 3 20 1 2 16 54
GMM and M Estimation under Network Dependence 0 0 1 9 1 1 9 18
Genuinely Robust Inference for Clustered Data 1 1 1 15 2 2 25 41
Heterogeneous Effects of Endogenous Treatments with Interference and Spillovers in a Large Network 0 0 8 8 2 3 10 10
High-Dimensional Tail Index Regression 0 0 0 9 1 1 14 24
Inference based on Kotlarski's Identity 0 0 0 16 0 1 12 41
Inference for high-dimensional exchangeable arrays 0 0 0 16 0 0 6 21
Inference in high-dimensional regression models without the exact or $L^p$ sparsity 0 0 1 25 0 0 14 50
Lasso under Multi-way Clustering: Estimation and Post-selection Inference 0 0 0 18 2 3 21 66
Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs 0 0 0 18 0 0 12 31
Matching $\leq$ Hybrid $\leq$ Difference in Differences 0 0 0 16 1 2 13 21
Multiway Cluster Robust Double/Debiased Machine Learning 1 1 1 37 3 5 24 65
Non-Existent Moments of Earnings Growth 0 0 1 10 1 2 11 34
Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method 0 0 0 28 0 0 18 47
Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments 0 0 0 76 2 3 16 228
Nonlinear difference-in-differences in repeated cross sections with continuous treatments 0 0 0 73 0 1 17 316
Nonlinear difference-in-differences in repeated cross sections with continuous treatments 1 1 2 3 3 3 12 22
Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments 0 1 3 42 1 3 33 104
Nonparametric Uniform Inference in Binary Classification and Policy Values 0 0 8 8 2 2 16 16
Nonparametric Uniform Inference in Binary Classification and Policy Values 0 0 0 0 0 2 5 5
Nonrobustness of the conventional cluster–robust inference with three robust alternatives 0 0 0 2 0 0 6 12
On Using The Two-Way Cluster-Robust Standard Errors 0 0 3 9 1 1 40 61
On the role of time in nonseparable panel data models 0 0 0 54 0 0 9 112
Outcome Conditioned Treatment Effects 0 0 0 26 0 1 14 113
Outcome conditioned treatment effects 0 0 0 40 1 2 15 97
Outcome conditioned treatment effects 0 0 0 1 0 0 10 16
Post-Selection Inference in Three-Dimensional Panel Data 0 0 0 17 0 2 21 63
Regulation, Emissions and Productivity: Evidence from China’s Eleventh Five-Year Plan 0 0 2 20 3 3 24 52
Robust Econometrics for Growth-at-Risk 0 0 10 22 1 2 21 32
Root-$n$ Asymptotically Normal Maximum Score Estimation 0 0 9 9 3 3 8 8
Slow Movers in Panel Data 0 0 0 48 1 1 6 34
Standard errors for two-way clustering with serially correlated time effects 0 1 1 20 1 5 31 67
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 10 24
The Informativeness of Combined Experimental and Observational Data under Dynamic Selection 0 0 0 10 1 2 16 40
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 0 9 3 3 12 23
Unconditional Quantile Regression with High Dimensional Data 0 0 0 4 0 0 7 29
Using Discrepancies to Correct for False Matches in Historical Linked Data 0 0 1 9 1 1 14 29
Welfare Analysis via Marginal Treatment Effects 0 0 0 6 1 1 12 34
Total Working Papers 6 10 64 1,015 63 95 786 2,560

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ALGORITHMIC SUBSAMPLING UNDER MULTIWAY CLUSTERING 1 1 1 1 1 1 9 9
Average treatment effect estimates robust to the “limited overlap” problem: robustate 0 0 0 5 0 1 13 25
Best Paper Award 0 0 0 0 0 0 5 7
Best Paper Award: Econometric Reviews, 2024 0 0 0 1 2 2 12 16
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 1 1 8 43
Causal inference by quantile regression kink designs 0 0 1 10 3 3 19 78
Closed-form estimation of nonparametric models with non-classical measurement errors 0 0 0 12 0 0 7 81
Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators 0 0 0 1 0 0 5 11
Dynamic discrete choice models with incomplete data: Sharp identification 0 0 0 3 2 3 13 29
ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS 0 0 0 8 0 1 16 35
ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY 0 0 1 4 1 2 15 28
Editorial 0 0 0 0 0 1 6 7
Estimating production functions with robustness against errors in the proxy variables 0 0 1 17 2 3 27 77
Estimation and inference for causal functions with multi-way clustered data 0 1 2 2 1 5 11 11
Estimation and inference for policy relevant treatment effects 0 0 0 8 0 2 21 40
Estimation of heterogeneous autoregressive parameters with short panel data 0 0 0 17 1 2 12 89
Extreme Changes in Changes 0 0 2 3 0 0 19 25
Extreme Quantile Treatment Effects under Endogeneity 0 0 0 0 0 0 0 0
Fellows and scholars of Econometric Reviews, 2024 0 0 0 1 0 0 10 12
Fellows and scholars of Econometric Reviews, 2025 0 0 1 1 0 0 4 4
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 1 0 1 16 24
Heterogeneity and selection in dynamic panel data 0 0 0 12 0 1 14 97
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS 0 0 0 10 0 1 13 45
Identification of heterogeneous elasticities in gross-output production functions 0 0 3 7 1 3 16 30
Inference for High-Dimensional Exchangeable Arrays 0 0 0 3 1 1 16 20
Inference in High-Dimensional Regression Models without the Exact or Lp sparsity 0 0 1 1 1 2 10 10
Inference on Buffer‐Stock Saving 0 0 0 0 2 2 2 2
Multiway Cluster Robust Double/Debiased Machine Learning 0 0 7 21 1 5 57 103
Nonexistent Moments of Earnings Growth 0 1 3 3 1 4 12 12
Nonparametric difference-in-differences in repeated cross-sections with continuous treatments 0 1 5 30 2 8 40 108
Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics 0 0 1 14 0 1 16 64
ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE 0 0 0 7 0 0 9 43
On uniform confidence intervals for the tail index and the extreme quantile 0 0 0 0 0 3 21 26
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV 0 0 0 1 0 0 7 9
POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA 0 0 0 3 0 0 12 21
Preface to the Practitioner’s Guide Series 0 0 0 0 0 0 0 0
QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS 0 0 0 8 0 1 9 39
Quantile regression with interval data 0 0 0 2 1 1 19 33
Robust econometrics for growth-at-risk 0 0 0 0 0 0 2 2
Robust inference in deconvolution 0 0 0 2 0 0 21 49
Robust uniform inference for quantile treatment effects in regression discontinuity designs 0 0 0 9 0 1 25 82
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics 0 0 0 3 0 0 11 34
TESTING LIMITED OVERLAP 0 0 0 0 0 0 0 0
Testing and relaxing the exclusion restriction in the control function approach 1 2 3 14 1 4 27 69
The informativeness of combined experimental and observational data under dynamic selection 0 0 0 0 1 2 2 2
Tuning parameter-free nonparametric density estimation from tabulated summary data 0 0 0 2 0 0 13 21
Unconditional quantile regression with high‐dimensional data 0 0 1 3 1 1 16 26
Unequal spacing in dynamic panel data: Identification and estimation 0 1 2 38 2 3 14 174
Uniform confidence bands for nonparametric errors-in-variables regression 0 0 2 9 2 4 33 67
Uniform confidence bands in deconvolution with unknown error distribution 0 0 0 10 0 4 14 69
WELFARE ANALYSIS VIA MARGINAL TREATMENT EFFECTS 0 1 1 1 0 1 1 1
WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? 0 0 0 24 0 0 14 91
robustpf: A command for robust estimation of production functions 0 0 0 1 1 3 16 28
xtusreg: Software for dynamic panel regression under irregular time spacing 0 0 0 6 0 1 6 20
Total Journal Articles 2 8 38 350 32 85 736 2,048

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 2 24 0 0 21 199
CRHDREG: Stata module to estimate high-dimensional regressions based on cluster-robust double/debiased machine learning 0 0 0 17 0 0 9 135
DKDENSITY: Stata module for deconvolution kernel density estimation and construction of its uniform confidence band 0 0 2 26 1 2 13 172
ECIC: Stata module to perform estimation and inference for changes in changes at extreme quantiles 0 0 1 7 0 2 13 88
EXQUANTILE: Stata module for estimation and inference for (conditional) extremal quantiles 0 0 0 16 0 1 18 119
ITVALPCTILE: Stata module for estimation of interval-valued percentiles (quantiles) for interval-valued data 1 1 1 6 1 1 12 74
KOTLARSKI: Stata module to execute deconvolution kernel density estimation and produce a robust construction of its uniform confidence band 0 0 2 21 1 1 12 122
NPEIVREG: Stata module for estimation of nonparametric errors-in-variables (EIV) regression and construction of its uniform confidence band 0 0 2 9 0 0 10 110
NPSS: Stata module to estimate nonparametric heteroskedastic state space models 0 0 1 11 0 9 21 139
OGA: Stata module to perform estimation and inference for high-dimensional regressions without imposing the sparsity restriction 0 0 0 3 0 2 27 73
QRKD: Stata module to estimate and produce robust inference for heterogeneous causal effects of a continuous treatment in quantile regression kink designs 0 0 0 23 2 2 18 236
RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD) 1 1 10 107 2 5 50 538
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 0 0 7 102
RKQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression kink designs (RKD) 0 0 0 34 0 1 17 230
ROBUSTATE: Stata module for estimation and inference for the average treatment effect (ATE) robustly against the limited overlap 1 1 1 31 2 2 13 279
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 0 0 0 32 0 1 9 213
TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV) 0 1 12 116 4 19 87 609
TESTOUT: Stata module to execute diagnostic testing of outliers 0 0 1 29 0 0 11 260
XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects 0 1 4 41 0 1 38 246
XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing 0 0 0 43 0 0 8 282
Total Software Items 3 5 39 602 13 49 414 4,226

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Statistics updated 2026-09-10