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 0 0 8 11
Algorithmic subsampling under multiway clustering 0 1 1 2 0 1 2 19
Capital and Labor Income Pareto Exponents in the United States, 1916-2019 0 0 2 10 1 2 8 16
Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function 1 1 1 28 2 2 4 46
Doubly Robust Estimators with Weak Overlap 0 2 3 29 0 2 5 27
Dyadic double/debiased machine learning for analyzing determinants of free trade agreements 0 0 0 71 1 2 5 29
Estimation and Inference for Causal Functions with Multiway Clustered Data 0 0 4 4 0 0 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 14 0 0 1 31
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 11 0 0 0 13
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 0 1 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 1 1 24
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 0 1 17 0 1 3 37
Genuinely Robust Inference for Clustered Data 0 0 0 14 1 1 5 16
High-Dimensional Tail Index Regression: with An Application to Text Analyses of Viral Posts in Social Media 0 0 1 9 1 2 5 9
Inference based on Kotlarski's Identity 0 0 1 16 0 0 2 29
Inference for high-dimensional exchangeable arrays 0 0 0 16 1 1 1 15
Inference in high-dimensional regression models without the exact or $L^p$ sparsity 0 0 1 24 0 0 5 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 1 1 2 18
Matching $\leq$ Hybrid $\leq$ Difference in Differences 0 0 16 16 1 1 8 8
Multiway Cluster Robust Double/Debiased Machine Learning 0 0 0 36 0 0 2 40
Non-Existent Moments of Earnings Growth 0 1 1 9 0 4 7 22
Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method 0 0 1 28 1 3 6 29
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 1 1 1 0 1 6 10
Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments 0 0 0 38 0 1 3 68
Nonrobustness of the conventional cluster–robust inference with three robust alternatives 0 0 0 2 0 0 3 5
On Using The Two-Way Cluster-Robust Standard Errors 0 0 1 6 1 1 7 21
On the role of time in nonseparable panel data models 0 0 0 54 1 1 2 103
Outcome Conditioned Treatment Effects 0 0 1 26 0 0 3 99
Outcome conditioned treatment effects 0 0 0 40 0 1 3 82
Outcome conditioned treatment effects 0 0 0 1 0 0 1 5
Post-Selection Inference in Three-Dimensional Panel Data 0 0 0 17 0 0 1 40
Regulation, Emissions and Productivity: Evidence from China’s Eleventh Five-Year Plan 0 0 6 17 0 3 16 26
Slow Movers in Panel Data 0 1 2 48 0 1 4 28
Standard errors for two-way clustering with serially correlated time effects 0 1 3 19 1 3 12 35
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 3 10 0 2 15 21
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 0 9 0 1 1 10
Unconditional Quantile Regression with High Dimensional Data 0 0 0 4 0 0 0 21
Uniform Limit Theory for Network Data 0 4 8 8 0 4 7 7
Welfare Analysis via Marginal Treatment Effects 0 0 1 6 1 2 5 22
Total Working Papers 1 12 67 927 14 46 200 1,713

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 2 2 2 2
Best Paper Award: Econometric Reviews, 2024 0 0 1 1 1 1 3 3
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 0 1 1 35
Causal inference by quantile regression kink designs 0 1 2 9 1 2 6 57
Closed-form estimation of nonparametric models with non-classical measurement errors 0 0 0 11 0 0 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 0 4 9 13
ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS 0 0 2 8 0 0 4 19
ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY 0 0 0 3 0 0 2 13
Editorial 0 0 0 0 0 0 1 1
Estimating production functions with robustness against errors in the proxy variables 2 2 3 16 2 2 7 48
Estimation and inference for policy relevant treatment effects 0 1 2 8 0 1 6 15
Estimation of heterogeneous autoregressive parameters with short panel data 0 0 0 17 0 0 2 75
Extreme Changes in Changes 0 0 1 1 0 0 3 3
Fellows and scholars of Econometric Reviews, 2024 1 1 1 1 1 1 2 2
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 1 0 0 0 7
Heterogeneity and selection in dynamic panel data 1 1 1 12 2 2 5 79
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS 0 0 0 10 0 0 1 31
Identification of heterogeneous elasticities in gross-output production functions 1 1 2 3 3 3 10 13
Inference for High-Dimensional Exchangeable Arrays 0 0 0 3 0 0 1 4
Multiway Cluster Robust Double/Debiased Machine Learning 0 0 5 14 1 3 19 45
Nonparametric difference-in-differences in repeated cross-sections with continuous treatments 2 3 12 22 4 14 36 62
Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics 0 0 2 13 0 0 5 48
ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE 0 0 0 7 0 0 1 34
On uniform confidence intervals for the tail index and the extreme quantile 0 0 0 0 0 2 5 5
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV 0 0 0 0 0 0 1 1
POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA 0 0 0 2 0 2 4 8
QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS 1 1 2 8 1 1 5 29
Quantile regression with interval data 0 0 0 2 1 1 2 14
Robust inference in deconvolution 0 0 1 2 0 0 8 27
Robust uniform inference for quantile treatment effects in regression discontinuity designs 0 1 1 9 0 2 5 57
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics 0 0 0 3 1 1 3 23
Testing and relaxing the exclusion restriction in the control function approach 0 1 4 11 1 5 22 40
Tuning parameter-free nonparametric density estimation from tabulated summary data 0 0 1 2 0 0 3 7
Unconditional quantile regression with high‐dimensional data 0 1 1 2 0 1 4 7
Unequal spacing in dynamic panel data: Identification and estimation 0 0 0 36 1 1 6 157
Uniform confidence bands for nonparametric errors-in-variables regression 0 0 0 7 2 2 3 33
Uniform confidence bands in deconvolution with unknown error distribution 0 0 0 10 4 4 11 54
WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? 0 1 3 24 0 1 5 77
robustpf: A command for robust estimation of production functions 0 0 1 1 1 2 8 12
xtusreg: Software for dynamic panel regression under irregular time spacing 0 0 0 5 1 1 5 13
Total Journal Articles 8 15 52 304 30 62 232 1,261

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 21 1 1 9 176
CRHDREG: Stata module to estimate high-dimensional regressions based on cluster-robust double/debiased machine learning 0 0 0 17 2 2 10 123
DKDENSITY: Stata module for deconvolution kernel density estimation and construction of its uniform confidence band 1 1 2 24 2 3 5 159
ECIC: Stata module to perform estimation and inference for changes in changes at extreme quantiles 0 0 0 5 1 2 11 73
EXQUANTILE: Stata module for estimation and inference for (conditional) extremal quantiles 1 1 4 16 2 2 16 101
ITVALPCTILE: Stata module for estimation of interval-valued percentiles (quantiles) for interval-valued data 0 0 0 5 4 4 7 61
KOTLARSKI: Stata module to execute deconvolution kernel density estimation and produce a robust construction of its uniform confidence band 2 2 2 19 2 6 12 110
NPEIVREG: Stata module for estimation of nonparametric errors-in-variables (EIV) regression and construction of its uniform confidence band 0 0 0 7 0 0 4 99
NPSS: Stata module to estimate nonparametric heteroskedastic state space models 1 1 1 10 1 3 5 117
OGA: Stata module to perform estimation and inference for high-dimensional regressions without imposing the sparsity restriction 0 3 3 3 10 42 42 42
QRKD: Stata module to estimate and produce robust inference for heterogeneous causal effects of a continuous treatment in quantile regression kink designs 0 0 1 23 2 7 23 216
RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD) 1 3 9 97 3 6 32 483
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 1 1 3 94
RKQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression kink designs (RKD) 0 0 4 33 1 1 19 207
ROBUSTATE: Stata module for estimation and inference for the average treatment effect (ATE) robustly against the limited overlap 1 2 4 30 1 8 21 265
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 0 0 2 32 0 1 19 203
TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV) 3 6 33 100 10 26 121 496
TESTOUT: Stata module to execute diagnostic testing of outliers 2 2 5 28 4 11 37 245
XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects 4 4 9 35 9 9 38 205
XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing 1 2 5 42 4 11 41 270
Total Software Items 17 27 86 553 60 146 475 3,745

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Statistics updated 2025-07-04