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 1 3 10 18
Algorithmic subsampling under multiway clustering 0 0 1 2 3 3 4 22
Capital and Labor Income Pareto Exponents in the United States, 1916-2019 0 0 1 10 7 12 16 28
Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function 0 0 2 29 5 5 10 53
Doubly Robust Estimators with Weak Overlap 0 0 3 30 1 5 12 35
Dyadic double/debiased machine learning for analyzing determinants of free trade agreements 0 1 2 73 5 10 17 44
Estimation and Inference for Causal Functions with Multiway Clustered Data 0 0 1 4 3 5 8 14
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 14 4 7 7 38
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 4 5 5 5 7
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 11 4 8 9 22
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 3 8 9 22
Extremal Quantiles under Two-Way Clustering 0 0 0 2 3 6 10 14
Extreme Changes in Changes 0 0 0 14 3 6 6 23
Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals 0 0 1 7 3 5 8 16
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 20 2 5 7 30
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 1 2 19 3 5 10 46
GMM and M Estimation under Network Dependence 1 1 9 9 2 3 14 14
Genuinely Robust Inference for Clustered Data 0 0 0 14 7 11 17 29
High-Dimensional Tail Index Regression 0 0 0 9 2 4 11 17
Inference based on Kotlarski's Identity 0 0 0 16 4 6 8 37
Inference for high-dimensional exchangeable arrays 0 0 0 16 2 3 4 18
Inference in high-dimensional regression models without the exact or $L^p$ sparsity 0 0 1 25 4 9 13 49
Lasso under Multi-way Clustering: Estimation and Post-selection Inference 0 0 0 18 2 2 5 50
Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs 0 0 0 18 5 8 10 27
Matching $\leq$ Hybrid $\leq$ Difference in Differences 0 0 0 16 3 5 7 14
Multiway Cluster Robust Double/Debiased Machine Learning 0 0 0 36 4 13 18 56
Non-Existent Moments of Earnings Growth 0 0 2 10 1 2 11 27
Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method 0 0 0 28 10 13 17 43
Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments 0 0 0 76 4 7 8 220
Nonlinear difference-in-differences in repeated cross sections with continuous treatments 0 0 0 73 8 8 10 309
Nonlinear difference-in-differences in repeated cross sections with continuous treatments 0 0 1 1 0 2 3 12
Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments 0 1 3 41 3 19 25 92
Nonparametric Uniform Inference in Binary Classification and Policy Values 0 8 8 8 4 8 8 8
Nonrobustness of the conventional cluster–robust inference with three robust alternatives 0 0 0 2 3 3 4 9
On Using The Two-Way Cluster-Robust Standard Errors 1 3 3 9 8 14 28 46
On the role of time in nonseparable panel data models 0 0 0 54 3 6 8 110
Outcome Conditioned Treatment Effects 0 0 0 26 7 7 10 109
Outcome conditioned treatment effects 0 0 0 40 3 8 11 91
Outcome conditioned treatment effects 0 0 0 1 3 5 7 12
Post-Selection Inference in Three-Dimensional Panel Data 0 0 0 17 11 15 18 57
Regulation, Emissions and Productivity: Evidence from China’s Eleventh Five-Year Plan 1 1 2 19 4 9 17 39
Robust Econometrics for Growth-at-Risk 1 1 22 22 6 9 25 25
Slow Movers in Panel Data 0 0 1 48 0 2 4 30
Standard errors for two-way clustering with serially correlated time effects 0 0 1 19 6 13 18 49
Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators 0 0 0 4 2 2 2 16
The Informativeness of Combined Experimental and Observational Data under Dynamic Selection 0 0 0 10 2 6 14 31
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 0 9 2 4 6 15
Unconditional Quantile Regression with High Dimensional Data 0 0 0 4 2 3 5 26
Using Discrepancies to Correct for False Matches in Historical Linked Data 0 0 8 8 6 8 26 26
Welfare Analysis via Marginal Treatment Effects 0 0 0 6 4 5 7 27
Total Working Papers 4 17 74 983 192 341 548 2,184

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 3 6 6 6
Average treatment effect estimates robust to the “limited overlap” problem: robustate 0 0 0 5 5 7 8 19
Best Paper Award 0 0 0 0 2 2 4 4
Best Paper Award: Econometric Reviews, 2024 0 0 0 1 4 7 11 12
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 2 4 5 39
Causal inference by quantile regression kink designs 0 1 2 10 4 8 13 68
Closed-form estimation of nonparametric models with non-classical measurement errors 0 0 1 12 4 5 9 80
Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators 0 0 0 1 1 1 2 7
Dynamic discrete choice models with incomplete data: Sharp identification 0 0 0 3 1 2 11 19
ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS 0 0 0 8 4 9 10 29
ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY 1 1 1 4 2 3 4 16
Editorial 0 0 0 0 2 3 5 5
Estimating production functions with robustness against errors in the proxy variables 1 1 3 17 5 9 19 64
Estimation and inference for policy relevant treatment effects 0 0 1 8 3 5 12 26
Estimation of heterogeneous autoregressive parameters with short panel data 0 0 0 17 1 3 6 81
Extreme Changes in Changes 1 1 3 3 10 12 19 19
Fellows and scholars of Econometric Reviews, 2024 0 0 1 1 5 6 7 8
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 1 4 7 8 15
Heterogeneity and selection in dynamic panel data 0 0 1 12 4 8 15 92
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS 0 0 0 10 1 4 8 38
Identification of heterogeneous elasticities in gross-output production functions 0 3 5 7 1 6 13 22
Inference for High-Dimensional Exchangeable Arrays 0 0 0 3 2 7 9 12
Multiway Cluster Robust Double/Debiased Machine Learning 2 3 7 19 7 26 39 77
Nonparametric difference-in-differences in repeated cross-sections with continuous treatments 0 2 14 28 4 10 50 90
Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics 0 0 2 14 5 10 15 61
ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE 0 0 0 7 1 3 5 39
On uniform confidence intervals for the tail index and the extreme quantile 0 0 0 0 6 7 12 14
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV 0 0 1 1 3 3 6 6
POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA 0 0 1 3 3 4 8 13
QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS 0 0 1 8 4 5 8 35
Quantile regression with interval data 0 0 0 2 13 13 14 27
Robust inference in deconvolution 0 0 0 2 4 6 10 37
Robust uniform inference for quantile treatment effects in regression discontinuity designs 0 0 1 9 7 10 14 69
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics 0 0 0 3 4 4 9 31
Testing and relaxing the exclusion restriction in the control function approach 0 0 3 12 3 6 24 54
Tuning parameter-free nonparametric density estimation from tabulated summary data 0 0 1 2 2 7 10 15
Unconditional quantile regression with high‐dimensional data 0 0 1 2 2 7 14 18
Unequal spacing in dynamic panel data: Identification and estimation 0 1 1 37 3 6 10 166
Uniform confidence bands for nonparametric errors-in-variables regression 0 0 1 8 11 12 18 49
Uniform confidence bands in deconvolution with unknown error distribution 0 0 0 10 4 5 11 60
WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? 0 0 1 24 5 7 10 85
robustpf: A command for robust estimation of production functions 0 0 0 1 2 5 11 18
xtusreg: Software for dynamic panel regression under irregular time spacing 0 0 1 6 2 3 7 18
Total Journal Articles 5 13 54 332 165 283 509 1,663

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 1 3 24 13 14 21 193
CRHDREG: Stata module to estimate high-dimensional regressions based on cluster-robust double/debiased machine learning 0 0 0 17 1 4 11 131
DKDENSITY: Stata module for deconvolution kernel density estimation and construction of its uniform confidence band 0 1 2 25 3 5 8 164
ECIC: Stata module to perform estimation and inference for changes in changes at extreme quantiles 0 1 2 7 1 4 11 80
EXQUANTILE: Stata module for estimation and inference for (conditional) extremal quantiles 0 0 4 16 6 8 17 110
ITVALPCTILE: Stata module for estimation of interval-valued percentiles (quantiles) for interval-valued data 0 0 0 5 4 6 15 70
KOTLARSKI: Stata module to execute deconvolution kernel density estimation and produce a robust construction of its uniform confidence band 0 1 3 20 4 6 15 116
NPEIVREG: Stata module for estimation of nonparametric errors-in-variables (EIV) regression and construction of its uniform confidence band 0 1 1 8 3 4 8 105
NPSS: Stata module to estimate nonparametric heteroskedastic state space models 0 0 2 11 3 5 11 125
OGA: Stata module to perform estimation and inference for high-dimensional regressions without imposing the sparsity restriction 0 0 3 3 11 17 65 65
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 3 6 22 229
RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD) 0 5 10 102 2 16 40 509
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 3 4 7 100
RKQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression kink designs (RKD) 0 0 1 34 2 6 20 222
ROBUSTATE: Stata module for estimation and inference for the average treatment effect (ATE) robustly against the limited overlap 0 0 2 30 3 5 21 273
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 0 0 1 32 1 1 10 207
TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV) 0 6 26 112 5 25 110 559
TESTOUT: Stata module to execute diagnostic testing of outliers 0 0 3 29 4 6 27 257
XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects 0 0 10 39 3 10 40 231
XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing 0 0 5 43 2 4 30 278
Total Software Items 0 16 78 586 77 156 509 4,024

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Statistics updated 2026-02-12