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 11 17
Algorithmic subsampling under multiway clustering 0 0 1 2 0 0 1 19
Capital and Labor Income Pareto Exponents in the United States, 1916-2019 0 0 2 10 5 5 10 21
Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function 0 0 2 29 0 0 6 48
Doubly Robust Estimators with Weak Overlap 0 1 3 30 3 6 11 34
Dyadic double/debiased machine learning for analyzing determinants of free trade agreements 1 1 2 73 5 7 13 39
Estimation and Inference for Causal Functions with Multiway Clustered Data 0 0 1 4 1 2 5 11
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 11 1 5 5 18
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 14 1 3 3 34
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 4 0 0 0 2
Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving 0 0 0 2 0 1 1 12
Estimation of average derivatives of latent regressors: with an application to inference on buffer-stock saving 0 0 0 27 5 5 6 19
Extremal quantiles of intermediate orders under two-way clustering 0 0 0 2 1 3 7 11
Extreme Changes in Changes 0 0 0 14 0 3 3 20
Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals 0 0 1 7 1 2 5 13
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 20 0 3 5 28
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 2 2 19 1 5 8 43
GMM and M Estimation under Network Dependence 0 0 8 8 0 2 12 12
Genuinely Robust Inference for Clustered Data 0 0 0 14 3 6 10 22
High-Dimensional Tail Index Regression: with An Application to Text Analyses of Viral Posts in Social Media 0 0 0 9 1 5 9 15
Inference based on Kotlarski's Identity 0 0 0 16 1 3 4 33
Inference for high-dimensional exchangeable arrays 0 0 0 16 0 1 2 16
Inference in high-dimensional regression models without the exact or $L^p$ sparsity 0 1 1 25 5 9 9 45
Lasso under Multi-way Clustering: Estimation and Post-selection Inference 0 0 0 18 0 3 4 48
Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs 0 0 0 18 3 3 5 22
Matching $\leq$ Hybrid $\leq$ Difference in Differences 0 0 16 16 2 3 8 11
Multiway Cluster Robust Double/Debiased Machine Learning 0 0 0 36 4 11 14 52
Non-Existent Moments of Earnings Growth 0 1 2 10 1 3 11 26
Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method 0 0 0 28 1 4 7 33
Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments 0 0 0 76 2 4 6 216
Nonlinear difference-in-differences in repeated cross sections with continuous treatments 0 0 1 1 2 2 5 12
Nonlinear difference-in-differences in repeated cross sections with continuous treatments 0 0 0 73 0 2 2 301
Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments 0 2 3 41 14 18 23 89
Nonparametric Uniform Inference in Binary Classification and Policy Values 8 8 8 8 2 4 4 4
Nonrobustness of the conventional cluster–robust inference with three robust alternatives 0 0 0 2 0 0 2 6
On Using The Two-Way Cluster-Robust Standard Errors 0 2 2 8 2 17 21 38
On the role of time in nonseparable panel data models 0 0 0 54 1 4 5 107
Outcome Conditioned Treatment Effects 0 0 1 26 0 1 5 102
Outcome conditioned treatment effects 0 0 0 40 4 6 9 88
Outcome conditioned treatment effects 0 0 0 1 1 3 5 9
Post-Selection Inference in Three-Dimensional Panel Data 0 0 0 17 0 4 7 46
Regulation, Emissions and Productivity: Evidence from China’s Eleventh Five-Year Plan 0 0 1 18 2 7 16 35
Robust Econometrics for Growth-at-Risk 0 1 21 21 2 4 19 19
Slow Movers in Panel Data 0 0 1 48 2 2 4 30
Standard errors for two-way clustering with serially correlated time effects 0 0 1 19 5 7 13 43
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 0 10 2 5 15 29
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 0 9 1 2 4 13
Unconditional Quantile Regression with High Dimensional Data 0 0 0 4 1 2 3 24
Using Discrepancies to Correct for False Matches in Historical Linked Data 0 0 8 8 0 4 20 20
Welfare Analysis via Marginal Treatment Effects 0 0 0 6 0 1 4 23
Total Working Papers 9 19 88 979 90 204 387 1,992

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 3 3 3
Average treatment effect estimates robust to the “limited overlap” problem: robustate 0 0 0 5 2 2 3 14
Best Paper Award 0 0 0 0 0 0 2 2
Best Paper Award: Econometric Reviews, 2024 0 0 1 1 2 4 8 8
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 2 2 3 37
Causal inference by quantile regression kink designs 0 1 2 10 2 5 9 64
Closed-form estimation of nonparametric models with non-classical measurement errors 0 0 1 12 0 2 5 76
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 1 6
Dynamic discrete choice models with incomplete data: Sharp identification 0 0 0 3 1 2 10 18
ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS 0 0 0 8 5 5 6 25
ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY 0 0 0 3 1 1 2 14
Editorial 0 0 0 0 0 1 3 3
Estimating production functions with robustness against errors in the proxy variables 0 0 2 16 1 9 14 59
Estimation and inference for policy relevant treatment effects 0 0 1 8 0 3 9 23
Estimation of heterogeneous autoregressive parameters with short panel data 0 0 0 17 1 3 6 80
Extreme Changes in Changes 0 0 2 2 0 2 9 9
Fellows and scholars of Econometric Reviews, 2024 0 0 1 1 1 1 3 3
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 1 2 3 4 11
Heterogeneity and selection in dynamic panel data 0 0 1 12 3 5 12 88
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS 0 0 0 10 1 5 7 37
Identification of heterogeneous elasticities in gross-output production functions 2 3 5 7 3 6 12 21
Inference for High-Dimensional Exchangeable Arrays 0 0 0 3 0 6 7 10
Multiway Cluster Robust Double/Debiased Machine Learning 0 3 5 17 14 22 33 70
Nonparametric difference-in-differences in repeated cross-sections with continuous treatments 1 3 15 28 3 9 48 86
Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics 0 0 2 14 2 6 10 56
ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE 0 0 0 7 2 4 4 38
On uniform confidence intervals for the tail index and the extreme quantile 0 0 0 0 0 3 8 8
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV 0 0 1 1 0 1 3 3
POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA 0 0 1 3 1 1 5 10
QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS 0 0 1 8 1 1 5 31
Quantile regression with interval data 0 0 0 2 0 0 1 14
Robust inference in deconvolution 0 0 0 2 1 4 7 33
Robust uniform inference for quantile treatment effects in regression discontinuity designs 0 0 1 9 1 5 7 62
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics 0 0 0 3 0 4 5 27
Testing and relaxing the exclusion restriction in the control function approach 0 0 3 12 1 6 23 51
Tuning parameter-free nonparametric density estimation from tabulated summary data 0 0 1 2 2 5 8 13
Unconditional quantile regression with high‐dimensional data 0 0 1 2 2 6 12 16
Unequal spacing in dynamic panel data: Identification and estimation 0 1 1 37 1 3 7 163
Uniform confidence bands for nonparametric errors-in-variables regression 0 1 1 8 1 4 7 38
Uniform confidence bands in deconvolution with unknown error distribution 0 0 0 10 0 1 7 56
WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? 0 0 1 24 1 3 5 80
robustpf: A command for robust estimation of production functions 0 0 1 1 1 4 10 16
xtusreg: Software for dynamic panel regression under irregular time spacing 0 0 1 6 1 2 5 16
Total Journal Articles 3 12 52 327 63 164 358 1,498

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 1 1 3 24 1 1 8 180
CRHDREG: Stata module to estimate high-dimensional regressions based on cluster-robust double/debiased machine learning 0 0 0 17 2 3 11 130
DKDENSITY: Stata module for deconvolution kernel density estimation and construction of its uniform confidence band 0 1 2 25 1 2 5 161
ECIC: Stata module to perform estimation and inference for changes in changes at extreme quantiles 0 1 2 7 0 4 11 79
EXQUANTILE: Stata module for estimation and inference for (conditional) extremal quantiles 0 0 4 16 1 3 12 104
ITVALPCTILE: Stata module for estimation of interval-valued percentiles (quantiles) for interval-valued data 0 0 0 5 1 3 11 66
KOTLARSKI: Stata module to execute deconvolution kernel density estimation and produce a robust construction of its uniform confidence band 1 1 3 20 2 2 11 112
NPEIVREG: Stata module for estimation of nonparametric errors-in-variables (EIV) regression and construction of its uniform confidence band 0 1 1 8 0 2 5 102
NPSS: Stata module to estimate nonparametric heteroskedastic state space models 0 1 2 11 2 4 9 122
OGA: Stata module to perform estimation and inference for high-dimensional regressions without imposing the sparsity restriction 0 0 3 3 2 8 54 54
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 6 23 226
RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD) 0 5 10 102 4 19 40 507
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 1 1 4 97
RKQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression kink designs (RKD) 0 0 1 34 1 5 18 220
ROBUSTATE: Stata module for estimation and inference for the average treatment effect (ATE) robustly against the limited overlap 0 0 2 30 0 4 19 270
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 0 0 1 32 0 0 12 206
TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV) 2 7 28 112 11 27 112 554
TESTOUT: Stata module to execute diagnostic testing of outliers 0 0 3 29 1 2 25 253
XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects 0 1 10 39 2 14 40 228
XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing 0 0 5 43 1 2 32 276
Total Software Items 4 19 80 586 33 112 462 3,947

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Statistics updated 2026-01-09