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 2 9 20
Algorithmic subsampling under multiway clustering 0 0 0 2 1 1 4 23
Capital and Labor Income Pareto Exponents in the United States, 1916-2019 1 1 1 11 1 3 16 31
Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function 0 1 3 30 3 4 13 57
Doubly Robust Estimators with Weak Overlap 0 0 2 30 4 7 16 42
Dyadic double/debiased machine learning for analyzing determinants of free trade agreements 0 0 2 73 2 7 23 51
Estimation and Inference for Causal Functions with Multiway Clustered Data 0 0 0 4 5 7 13 21
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 4 3 4 9 11
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 14 1 3 10 41
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 11 0 1 10 23
Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving 0 0 0 2 2 3 4 15
Estimation of average derivatives of latent regressors: with an application to inference on buffer-stock saving 0 0 0 27 2 2 11 24
Extremal Quantiles under Two-Way Clustering 0 0 0 2 0 2 10 16
Extreme Changes in Changes 0 0 0 14 3 5 11 28
Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals 0 0 1 7 1 4 12 20
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 20 1 4 11 34
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 0 2 19 5 6 16 52
GMM and M Estimation under Network Dependence 0 0 1 9 2 2 9 16
Genuinely Robust Inference for Clustered Data 0 0 0 14 3 7 21 36
Heterogeneous Effects of Endogenous Treatments with Interference and Spillovers in a Large Network 0 8 8 8 1 3 6 6
High-Dimensional Tail Index Regression 0 0 0 9 3 4 13 21
Inference based on Kotlarski's Identity 0 0 0 16 1 3 11 40
Inference for high-dimensional exchangeable arrays 0 0 0 16 2 2 6 20
Inference in high-dimensional regression models without the exact or $L^p$ sparsity 0 0 1 25 1 1 14 50
Lasso under Multi-way Clustering: Estimation and Post-selection Inference 0 0 0 18 3 12 17 62
Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs 0 0 0 18 3 3 13 30
Matching $\leq$ Hybrid $\leq$ Difference in Differences 0 0 0 16 0 5 12 19
Multiway Cluster Robust Double/Debiased Machine Learning 0 0 0 36 0 3 19 59
Non-Existent Moments of Earnings Growth 0 0 1 10 1 4 12 31
Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method 0 0 0 28 1 3 19 46
Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments 0 0 0 76 4 5 13 225
Nonlinear difference-in-differences in repeated cross sections with continuous treatments 0 0 0 73 2 6 16 315
Nonlinear difference-in-differences in repeated cross sections with continuous treatments 0 0 1 1 4 6 9 18
Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments 0 0 3 41 4 9 34 101
Nonparametric Uniform Inference in Binary Classification and Policy Values 0 0 0 0 1 2 2 2
Nonparametric Uniform Inference in Binary Classification and Policy Values 0 0 8 8 2 6 14 14
Nonrobustness of the conventional cluster–robust inference with three robust alternatives 0 0 0 2 0 2 6 11
On Using The Two-Way Cluster-Robust Standard Errors 0 0 3 9 5 11 37 57
On the role of time in nonseparable panel data models 0 0 0 54 2 2 10 112
Outcome Conditioned Treatment Effects 0 0 0 26 3 3 13 112
Outcome conditioned treatment effects 0 0 0 1 1 4 11 16
Outcome conditioned treatment effects 0 0 0 40 1 4 13 95
Post-Selection Inference in Three-Dimensional Panel Data 0 0 0 17 0 4 21 61
Regulation, Emissions and Productivity: Evidence from China’s Eleventh Five-Year Plan 0 1 3 20 4 9 24 48
Robust Econometrics for Growth-at-Risk 0 0 22 22 2 4 29 29
Slow Movers in Panel Data 0 0 1 48 2 3 6 33
Standard errors for two-way clustering with serially correlated time effects 0 0 0 19 2 6 21 55
Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators 0 0 0 4 3 8 10 24
The Informativeness of Combined Experimental and Observational Data under Dynamic Selection 0 0 0 10 2 6 17 37
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 0 9 5 5 11 20
Unconditional Quantile Regression with High Dimensional Data 0 0 0 4 2 3 8 29
Using Discrepancies to Correct for False Matches in Historical Linked Data 0 0 8 8 1 1 27 27
Welfare Analysis via Marginal Treatment Effects 0 0 0 6 3 6 13 33
Total Working Papers 1 11 71 994 110 232 735 2,419

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 2 8 8
Average treatment effect estimates robust to the “limited overlap” problem: robustate 0 0 0 5 2 5 13 24
Best Paper Award 0 0 0 0 1 3 7 7
Best Paper Award: Econometric Reviews, 2024 0 0 0 1 1 2 12 14
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 1 3 8 42
Causal inference by quantile regression kink designs 0 0 2 10 4 7 20 75
Closed-form estimation of nonparametric models with non-classical measurement errors 0 0 1 12 0 1 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 1 3 5 10
Dynamic discrete choice models with incomplete data: Sharp identification 0 0 0 3 3 7 13 26
ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS 0 0 0 8 1 4 14 33
ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY 0 0 1 4 2 9 12 25
Editorial 0 0 0 0 0 1 5 6
Estimating production functions with robustness against errors in the proxy variables 0 0 3 17 2 8 26 72
Estimation and inference for causal functions with multi-way clustered data 0 0 0 0 2 5 5 5
Estimation and inference for policy relevant treatment effects 0 0 1 8 3 12 24 38
Estimation of heterogeneous autoregressive parameters with short panel data 0 0 0 17 4 5 11 86
Extreme Changes in Changes 0 0 2 3 3 6 22 25
Fellows and scholars of Econometric Reviews, 2024 0 0 1 1 0 3 10 11
Fellows and scholars of Econometric Reviews, 2025 0 1 1 1 1 3 4 4
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 1 3 7 15 22
Heterogeneity and selection in dynamic panel data 0 0 1 12 1 4 19 96
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS 0 0 0 10 0 6 13 44
Identification of heterogeneous elasticities in gross-output production functions 0 0 5 7 1 2 14 24
Inference for High-Dimensional Exchangeable Arrays 0 0 0 3 5 7 15 19
Inference in High-Dimensional Regression Models without the Exact or Lp sparsity 0 0 0 0 1 5 5 5
Multiway Cluster Robust Double/Debiased Machine Learning 0 1 6 20 4 17 50 94
Nonexistent Moments of Earnings Growth 0 0 0 0 2 6 6 6
Nonparametric difference-in-differences in repeated cross-sections with continuous treatments 0 1 10 29 2 9 48 99
Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics 0 0 1 14 1 2 15 63
ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE 0 0 0 7 0 3 8 42
On uniform confidence intervals for the tail index and the extreme quantile 0 0 0 0 7 9 19 23
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV 0 0 1 1 2 3 8 9
POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA 0 0 1 3 4 8 15 21
QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS 0 0 1 8 2 3 10 38
Quantile regression with interval data 0 0 0 2 3 5 19 32
Robust inference in deconvolution 0 0 0 2 3 11 21 48
Robust uniform inference for quantile treatment effects in regression discontinuity designs 0 0 1 9 6 11 25 80
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics 0 0 0 3 1 2 11 33
Testing and relaxing the exclusion restriction in the control function approach 0 0 2 12 1 9 28 63
Tuning parameter-free nonparametric density estimation from tabulated summary data 0 0 0 2 2 5 13 20
Unconditional quantile regression with high‐dimensional data 1 1 1 3 4 7 18 25
Unequal spacing in dynamic panel data: Identification and estimation 0 0 1 37 2 5 15 171
Uniform confidence bands for nonparametric errors-in-variables regression 1 1 2 9 4 11 29 60
Uniform confidence bands in deconvolution with unknown error distribution 0 0 0 10 3 5 15 65
WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? 0 0 0 24 1 6 14 91
robustpf: A command for robust estimation of production functions 0 0 0 1 2 5 13 23
xtusreg: Software for dynamic panel regression under irregular time spacing 0 0 1 6 0 1 7 19
Total Journal Articles 2 5 46 337 99 263 716 1,927

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 5 23 198
CRHDREG: Stata module to estimate high-dimensional regressions based on cluster-robust double/debiased machine learning 0 0 0 17 1 3 13 134
DKDENSITY: Stata module for deconvolution kernel density estimation and construction of its uniform confidence band 0 1 3 26 2 6 14 170
ECIC: Stata module to perform estimation and inference for changes in changes at extreme quantiles 0 0 2 7 2 5 13 85
EXQUANTILE: Stata module for estimation and inference for (conditional) extremal quantiles 0 0 1 16 4 8 19 118
ITVALPCTILE: Stata module for estimation of interval-valued percentiles (quantiles) for interval-valued data 0 0 0 5 1 2 15 72
KOTLARSKI: Stata module to execute deconvolution kernel density estimation and produce a robust construction of its uniform confidence band 0 1 4 21 2 5 15 121
NPEIVREG: Stata module for estimation of nonparametric errors-in-variables (EIV) regression and construction of its uniform confidence band 1 1 2 9 4 5 11 110
NPSS: Stata module to estimate nonparametric heteroskedastic state space models 0 0 2 11 5 5 15 130
OGA: Stata module to perform estimation and inference for high-dimensional regressions without imposing the sparsity restriction 0 0 3 3 0 6 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 3 5 25 234
RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD) 0 4 12 106 8 21 53 530
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 0 2 9 102
RKQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression kink designs (RKD) 0 0 1 34 3 6 22 228
ROBUSTATE: Stata module for estimation and inference for the average treatment effect (ATE) robustly against the limited overlap 0 0 2 30 3 3 18 276
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 0 0 0 32 2 2 7 209
TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV) 1 3 19 115 8 30 111 589
TESTOUT: Stata module to execute diagnostic testing of outliers 0 0 3 29 1 3 23 260
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 4 11 46 242
XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing 0 0 3 43 2 3 19 281
Total Software Items 2 10 68 596 56 136 542 4,160

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Statistics updated 2026-05-06