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 1 10 15
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 0 0 5 16
Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function 0 1 2 29 0 1 6 48
Doubly Robust Estimators with Weak Overlap 0 1 3 30 1 3 8 31
Dyadic double/debiased machine learning for analyzing determinants of free trade agreements 0 0 1 72 0 2 9 34
Estimation and Inference for Causal Functions with Multiway Clustered Data 0 0 1 4 1 1 4 10
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 14 2 2 2 33
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 11 3 4 4 17
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 1 1 1 12
Estimation of average derivatives of latent regressors: with an application to inference on buffer-stock saving 0 0 0 27 0 1 1 14
Extremal quantiles of intermediate orders under two-way clustering 0 0 0 2 2 4 6 10
Extreme Changes in Changes 0 0 0 14 3 3 3 20
Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals 0 0 1 7 1 1 4 12
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 20 3 3 5 28
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 1 2 2 19 1 4 7 42
GMM and M Estimation under Network Dependence 0 0 8 8 1 3 12 12
Genuinely Robust Inference for Clustered Data 0 0 0 14 1 3 7 19
High-Dimensional Tail Index Regression: with An Application to Text Analyses of Viral Posts in Social Media 0 0 0 9 1 4 8 14
Inference based on Kotlarski's Identity 0 0 0 16 1 3 3 32
Inference for high-dimensional exchangeable arrays 0 0 0 16 1 1 2 16
Inference in high-dimensional regression models without the exact or $L^p$ sparsity 0 1 1 25 0 4 5 40
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 0 0 2 19
Matching $\leq$ Hybrid $\leq$ Difference in Differences 0 0 16 16 0 1 7 9
Multiway Cluster Robust Double/Debiased Machine Learning 0 0 0 36 5 7 10 48
Non-Existent Moments of Earnings Growth 0 1 2 10 0 2 10 25
Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method 0 0 0 28 2 3 7 32
Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments 0 0 0 76 1 2 4 214
Nonlinear difference-in-differences in repeated cross sections with continuous treatments 0 0 1 1 0 0 3 10
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 1 2 3 41 2 4 10 75
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 2 2 2 8 4 15 20 36
On the role of time in nonseparable panel data models 0 0 0 54 2 3 4 106
Outcome Conditioned Treatment Effects 0 0 1 26 0 3 6 102
Outcome conditioned treatment effects 0 0 0 1 1 2 4 8
Outcome conditioned treatment effects 0 0 0 40 1 2 5 84
Post-Selection Inference in Three-Dimensional Panel Data 0 0 0 17 4 4 7 46
Regulation, Emissions and Productivity: Evidence from China’s Eleventh Five-Year Plan 0 0 2 18 3 5 15 33
Robust Econometrics for Growth-at-Risk 0 9 21 21 1 6 17 17
Slow Movers in Panel Data 0 0 1 48 0 0 2 28
Standard errors for two-way clustering with serially correlated time effects 0 0 2 19 2 2 9 38
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 1 10 2 3 16 27
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 0 9 1 1 3 12
Unconditional Quantile Regression with High Dimensional Data 0 0 0 4 0 1 2 23
Using Discrepancies to Correct for False Matches in Historical Linked Data 0 0 8 8 2 5 20 20
Welfare Analysis via Marginal Treatment Effects 0 0 0 6 1 1 4 23
Total Working Papers 4 19 82 970 57 126 308 1,900

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 0 5 0 0 1 12
Best Paper Award 0 0 0 0 0 0 2 2
Best Paper Award: Econometric Reviews, 2024 0 0 1 1 1 2 6 6
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 0 0 1 35
Causal inference by quantile regression kink designs 1 1 2 10 2 3 7 62
Closed-form estimation of nonparametric models with non-classical measurement errors 0 0 1 12 1 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 2 6
Dynamic discrete choice models with incomplete data: Sharp identification 0 0 1 3 0 1 11 17
ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS 0 0 0 8 0 1 1 20
ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY 0 0 0 3 0 0 2 13
Editorial 0 0 0 0 1 2 3 3
Estimating production functions with robustness against errors in the proxy variables 0 0 2 16 3 8 13 58
Estimation and inference for policy relevant treatment effects 0 0 1 8 2 4 9 23
Estimation of heterogeneous autoregressive parameters with short panel data 0 0 0 17 1 2 6 79
Extreme Changes in Changes 0 1 2 2 2 3 9 9
Fellows and scholars of Econometric Reviews, 2024 0 0 1 1 0 0 2 2
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 1 1 1 2 9
Heterogeneity and selection in dynamic panel data 0 0 1 12 1 2 9 85
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS 0 0 0 10 2 4 6 36
Identification of heterogeneous elasticities in gross-output production functions 1 1 3 5 2 4 9 18
Inference for High-Dimensional Exchangeable Arrays 0 0 0 3 5 6 7 10
Multiway Cluster Robust Double/Debiased Machine Learning 1 3 6 17 5 10 22 56
Nonparametric difference-in-differences in repeated cross-sections with continuous treatments 1 2 14 27 3 15 45 83
Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics 0 1 2 14 3 6 9 54
ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE 0 0 0 7 0 2 3 36
On uniform confidence intervals for the tail index and the extreme quantile 0 0 0 0 1 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 0 0 5 9
QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS 0 0 1 8 0 0 4 30
Quantile regression with interval data 0 0 0 2 0 0 1 14
Robust inference in deconvolution 0 0 0 2 1 4 8 32
Robust uniform inference for quantile treatment effects in regression discontinuity designs 0 0 1 9 2 4 7 61
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 1 3 12 2 8 23 50
Tuning parameter-free nonparametric density estimation from tabulated summary data 0 0 1 2 3 3 6 11
Unconditional quantile regression with high‐dimensional data 0 0 1 2 3 4 10 14
Unequal spacing in dynamic panel data: Identification and estimation 1 1 1 37 2 2 7 162
Uniform confidence bands for nonparametric errors-in-variables regression 0 1 1 8 0 3 6 37
Uniform confidence bands in deconvolution with unknown error distribution 0 0 0 10 1 1 7 56
WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? 0 0 3 24 1 2 7 79
robustpf: A command for robust estimation of production functions 0 0 1 1 2 3 9 15
xtusreg: Software for dynamic panel regression under irregular time spacing 0 0 1 6 0 1 4 15
Total Journal Articles 5 12 53 324 53 121 312 1,433

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 23 0 1 8 179
CRHDREG: Stata module to estimate high-dimensional regressions based on cluster-robust double/debiased machine learning 0 0 0 17 1 2 11 128
DKDENSITY: Stata module for deconvolution kernel density estimation and construction of its uniform confidence band 1 1 2 25 1 1 4 160
ECIC: Stata module to perform estimation and inference for changes in changes at extreme quantiles 1 1 2 7 3 4 12 79
EXQUANTILE: Stata module for estimation and inference for (conditional) extremal quantiles 0 0 4 16 1 2 12 103
ITVALPCTILE: Stata module for estimation of interval-valued percentiles (quantiles) for interval-valued data 0 0 0 5 1 3 10 65
KOTLARSKI: Stata module to execute deconvolution kernel density estimation and produce a robust construction of its uniform confidence band 0 0 2 19 0 0 10 110
NPEIVREG: Stata module for estimation of nonparametric errors-in-variables (EIV) regression and construction of its uniform confidence band 1 1 1 8 1 2 5 102
NPSS: Stata module to estimate nonparametric heteroskedastic state space models 0 1 2 11 0 2 7 120
OGA: Stata module to perform estimation and inference for high-dimensional regressions without imposing the sparsity restriction 0 0 3 3 4 6 52 52
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 8 25 226
RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD) 5 5 11 102 10 15 38 503
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 0 1 3 96
RKQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression kink designs (RKD) 0 0 1 34 3 6 19 219
ROBUSTATE: Stata module for estimation and inference for the average treatment effect (ATE) robustly against the limited overlap 0 0 2 30 2 4 21 270
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 0 0 1 32 0 2 12 206
TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV) 4 6 30 110 9 21 120 543
TESTOUT: Stata module to execute diagnostic testing of outliers 0 1 3 29 1 3 27 252
XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects 0 2 10 39 5 18 43 226
XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing 0 0 5 43 1 1 33 275
Total Software Items 12 19 82 582 46 102 472 3,914

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Statistics updated 2025-12-06