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 3 9 20
Algorithmic subsampling under multiway clustering 0 0 1 2 0 3 4 22
Capital and Labor Income Pareto Exponents in the United States, 1916-2019 0 0 0 10 1 9 16 30
Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function 1 1 3 30 1 6 10 54
Doubly Robust Estimators with Weak Overlap 0 0 3 30 1 4 13 38
Dyadic double/debiased machine learning for analyzing determinants of free trade agreements 0 0 2 73 4 10 22 49
Estimation and Inference for Causal Functions with Multiway Clustered Data 0 0 0 4 2 5 8 16
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 11 0 5 10 23
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 4 0 6 6 8
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 14 1 6 9 40
Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving 0 0 0 2 0 1 2 13
Estimation of average derivatives of latent regressors: with an application to inference on buffer-stock saving 0 0 0 27 0 3 9 22
Extremal Quantiles under Two-Way Clustering 0 0 0 2 0 5 11 16
Extreme Changes in Changes 0 0 0 14 2 5 8 25
Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals 0 0 1 7 2 6 11 19
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 20 2 5 10 33
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 0 2 19 0 4 11 47
GMM and M Estimation under Network Dependence 0 1 5 9 0 2 11 14
Genuinely Robust Inference for Clustered Data 0 0 0 14 2 11 18 33
Heterogeneous Effects of Endogenous Treatments with Interference and Spillovers in a Large Network 0 8 8 8 0 4 5 5
High-Dimensional Tail Index Regression 0 0 0 9 1 3 11 18
Inference based on Kotlarski's Identity 0 0 0 16 1 6 10 39
Inference for high-dimensional exchangeable arrays 0 0 0 16 0 2 4 18
Inference in high-dimensional regression models without the exact or $L^p$ sparsity 0 0 1 25 0 4 13 49
Lasso under Multi-way Clustering: Estimation and Post-selection Inference 0 0 0 18 7 11 14 59
Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs 0 0 0 18 0 5 10 27
Matching $\leq$ Hybrid $\leq$ Difference in Differences 0 0 0 16 2 8 12 19
Multiway Cluster Robust Double/Debiased Machine Learning 0 0 0 36 3 7 19 59
Non-Existent Moments of Earnings Growth 0 0 2 10 2 4 12 30
Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method 0 0 0 28 1 12 19 45
Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments 0 0 0 76 1 5 9 221
Nonlinear difference-in-differences in repeated cross sections with continuous treatments 0 0 0 73 2 12 14 313
Nonlinear difference-in-differences in repeated cross sections with continuous treatments 0 0 1 1 2 2 5 14
Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments 0 0 3 41 3 8 30 97
Nonparametric Uniform Inference in Binary Classification and Policy Values 0 0 8 8 2 8 12 12
Nonparametric Uniform Inference in Binary Classification and Policy Values 0 0 0 0 0 1 1 1
Nonrobustness of the conventional cluster–robust inference with three robust alternatives 0 0 0 2 0 5 6 11
On Using The Two-Way Cluster-Robust Standard Errors 0 1 3 9 3 14 32 52
On the role of time in nonseparable panel data models 0 0 0 54 0 3 8 110
Outcome Conditioned Treatment Effects 0 0 0 26 0 7 10 109
Outcome conditioned treatment effects 0 0 0 1 1 6 10 15
Outcome conditioned treatment effects 0 0 0 40 0 6 13 94
Post-Selection Inference in Three-Dimensional Panel Data 0 0 0 17 2 15 21 61
Regulation, Emissions and Productivity: Evidence from China’s Eleventh Five-Year Plan 0 2 3 20 0 9 21 44
Robust Econometrics for Growth-at-Risk 0 1 22 22 1 8 27 27
Slow Movers in Panel Data 0 0 1 48 0 1 4 31
Standard errors for two-way clustering with serially correlated time effects 0 0 1 19 3 10 21 53
Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators 0 0 0 4 1 7 7 21
The Informativeness of Combined Experimental and Observational Data under Dynamic Selection 0 0 0 10 1 6 16 35
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 0 9 0 2 6 15
Unconditional Quantile Regression with High Dimensional Data 0 0 0 4 0 3 6 27
Using Discrepancies to Correct for False Matches in Historical Linked Data 0 0 8 8 0 6 26 26
Welfare Analysis via Marginal Treatment Effects 0 0 0 6 2 7 10 30
Total Working Papers 1 14 78 993 61 316 642 2,309

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 0 0 0 0 1 4 7 7
Average treatment effect estimates robust to the “limited overlap” problem: robustate 0 0 0 5 1 8 11 22
Best Paper Award 0 0 0 0 1 4 6 6
Best Paper Award: Econometric Reviews, 2024 0 0 0 1 1 5 11 13
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 1 4 7 41
Causal inference by quantile regression kink designs 0 0 2 10 2 7 16 71
Closed-form estimation of nonparametric models with non-classical measurement errors 0 0 1 12 1 5 9 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 2 3 4 9
Dynamic discrete choice models with incomplete data: Sharp identification 0 0 0 3 2 5 14 23
ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS 0 0 0 8 1 7 13 32
ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY 0 1 1 4 2 9 10 23
Editorial 0 0 0 0 1 3 5 6
Estimating production functions with robustness against errors in the proxy variables 0 1 3 17 6 11 24 70
Estimation and inference for causal functions with multi-way clustered data 0 0 0 0 2 3 3 3
Estimation and inference for policy relevant treatment effects 0 0 1 8 4 12 21 35
Estimation of heterogeneous autoregressive parameters with short panel data 0 0 0 17 1 2 7 82
Extreme Changes in Changes 0 1 2 3 1 13 19 22
Fellows and scholars of Econometric Reviews, 2024 0 0 1 1 2 8 10 11
Fellows and scholars of Econometric Reviews, 2025 1 1 1 1 2 3 3 3
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 1 2 8 12 19
Heterogeneity and selection in dynamic panel data 0 0 1 12 3 7 18 95
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS 0 0 0 10 3 7 13 44
Identification of heterogeneous elasticities in gross-output production functions 0 0 5 7 1 2 13 23
Inference for High-Dimensional Exchangeable Arrays 0 0 0 3 2 4 10 14
Inference in High-Dimensional Regression Models without the Exact or Lp sparsity 0 0 0 0 3 4 4 4
Multiway Cluster Robust Double/Debiased Machine Learning 0 3 6 20 7 20 48 90
Nonexistent Moments of Earnings Growth 0 0 0 0 3 4 4 4
Nonparametric difference-in-differences in repeated cross-sections with continuous treatments 0 1 10 29 4 11 49 97
Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics 0 0 1 14 1 6 14 62
ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE 0 0 0 7 2 4 8 42
On uniform confidence intervals for the tail index and the extreme quantile 0 0 0 0 1 8 13 16
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV 0 0 1 1 1 4 6 7
POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA 0 0 1 3 3 7 11 17
QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS 0 0 1 8 1 5 8 36
Quantile regression with interval data 0 0 0 2 1 15 16 29
Robust inference in deconvolution 0 0 0 2 3 12 18 45
Robust uniform inference for quantile treatment effects in regression discontinuity designs 0 0 1 9 2 12 19 74
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics 0 0 0 3 1 5 10 32
Testing and relaxing the exclusion restriction in the control function approach 0 0 2 12 3 11 27 62
Tuning parameter-free nonparametric density estimation from tabulated summary data 0 0 0 2 2 5 11 18
Unconditional quantile regression with high‐dimensional data 0 0 1 2 1 5 15 21
Unequal spacing in dynamic panel data: Identification and estimation 0 0 1 37 1 6 13 169
Uniform confidence bands for nonparametric errors-in-variables regression 0 0 1 8 4 18 25 56
Uniform confidence bands in deconvolution with unknown error distribution 0 0 0 10 2 6 12 62
WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? 0 0 1 24 2 10 14 90
robustpf: A command for robust estimation of production functions 0 0 0 1 3 5 11 21
xtusreg: Software for dynamic panel regression under irregular time spacing 0 0 1 6 1 3 7 19
Total Journal Articles 1 8 46 335 97 330 629 1,828

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 24 1 17 22 197
CRHDREG: Stata module to estimate high-dimensional regressions based on cluster-robust double/debiased machine learning 0 0 0 17 2 3 12 133
DKDENSITY: Stata module for deconvolution kernel density estimation and construction of its uniform confidence band 1 1 3 26 2 7 12 168
ECIC: Stata module to perform estimation and inference for changes in changes at extreme quantiles 0 0 2 7 1 4 12 83
EXQUANTILE: Stata module for estimation and inference for (conditional) extremal quantiles 0 0 1 16 1 10 15 114
ITVALPCTILE: Stata module for estimation of interval-valued percentiles (quantiles) for interval-valued data 0 0 0 5 0 5 14 71
KOTLARSKI: Stata module to execute deconvolution kernel density estimation and produce a robust construction of its uniform confidence band 0 1 4 21 1 7 15 119
NPEIVREG: Stata module for estimation of nonparametric errors-in-variables (EIV) regression and construction of its uniform confidence band 0 0 1 8 0 4 7 106
NPSS: Stata module to estimate nonparametric heteroskedastic state space models 0 0 2 11 0 3 11 125
OGA: Stata module to perform estimation and inference for high-dimensional regressions without imposing the sparsity restriction 0 0 3 3 4 17 71 71
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 0 5 22 231
RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD) 2 4 12 106 5 15 45 522
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 0 5 9 102
RKQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression kink designs (RKD) 0 0 1 34 1 5 19 225
ROBUSTATE: Stata module for estimation and inference for the average treatment effect (ATE) robustly against the limited overlap 0 0 2 30 0 3 16 273
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 0 0 0 32 0 1 5 207
TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV) 2 2 20 114 15 27 111 581
TESTOUT: Stata module to execute diagnostic testing of outliers 0 0 3 29 2 6 25 259
XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects 0 0 8 39 2 10 42 238
XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing 0 0 3 43 1 3 20 279
Total Software Items 5 8 68 594 38 157 505 4,104

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Statistics updated 2026-04-09