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 4 10 15
Algorithmic subsampling under multiway clustering 0 0 1 2 0 0 2 19
Capital and Labor Income Pareto Exponents in the United States, 1916-2019 0 0 2 10 0 0 7 16
Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function 1 1 2 29 1 2 6 48
Doubly Robust Estimators with Weak Overlap 0 0 3 29 0 1 6 28
Dyadic double/debiased machine learning for analyzing determinants of free trade agreements 0 1 1 72 0 3 8 32
Estimation and Inference for Causal Functions with Multiway Clustered Data 0 0 4 4 0 1 9 9
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 11 0 0 0 13
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 14 0 0 0 31
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 0 0 11
Estimation of average derivatives of latent regressors: with an application to inference on buffer-stock saving 0 0 0 27 1 1 1 14
Extremal quantiles of intermediate orders under two-way clustering 0 0 0 2 2 2 5 8
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 1 7 7 0 3 11 11
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 20 0 1 2 25
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 0 0 17 0 1 3 38
GMM and M Estimation under Network Dependence 0 0 8 8 1 3 10 10
Genuinely Robust Inference for Clustered Data 0 0 0 14 0 0 5 16
High-Dimensional Tail Index Regression: with An Application to Text Analyses of Viral Posts in Social Media 0 0 0 9 0 1 5 10
Inference based on Kotlarski's Identity 0 0 0 16 1 1 2 30
Inference for high-dimensional exchangeable arrays 0 0 0 16 0 0 1 15
Inference in high-dimensional regression models without the exact or $L^p$ sparsity 0 0 0 24 0 0 2 36
Lasso under Multi-way Clustering: Estimation and Post-selection Inference 0 0 0 18 0 0 2 45
Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs 0 0 0 18 0 1 3 19
Matching $\leq$ Hybrid $\leq$ Difference in Differences 0 0 16 16 0 0 8 8
Multiway Cluster Robust Double/Debiased Machine Learning 0 0 0 36 0 1 3 41
Non-Existent Moments of Earnings Growth 0 0 1 9 0 1 8 23
Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method 0 0 0 28 0 0 4 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 1 1 0 0 6 10
Nonlinear difference-in-differences in repeated cross sections with continuous treatments 0 0 0 73 0 0 0 299
Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments 0 1 1 39 0 3 6 71
Nonrobustness of the conventional cluster–robust inference with three robust alternatives 0 0 0 2 0 1 2 6
On Using The Two-Way Cluster-Robust Standard Errors 0 0 1 6 0 0 7 21
On the role of time in nonseparable panel data models 0 0 0 54 0 0 2 103
Outcome Conditioned Treatment Effects 0 0 1 26 2 2 5 101
Outcome conditioned treatment effects 0 0 0 40 0 0 3 82
Outcome conditioned treatment effects 0 0 0 1 0 1 2 6
Post-Selection Inference in Three-Dimensional Panel Data 0 0 0 17 0 2 3 42
Regulation, Emissions and Productivity: Evidence from China’s Eleventh Five-Year Plan 0 1 3 18 0 2 13 28
Robust Econometrics for Growth-at-Risk 8 20 20 20 4 15 15 15
Slow Movers in Panel Data 0 0 2 48 0 0 3 28
Standard errors for two-way clustering with serially correlated time effects 0 0 3 19 0 1 10 36
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 2 10 0 3 14 24
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 0 9 0 1 2 11
Unconditional Quantile Regression with High Dimensional Data 0 0 0 4 0 1 1 22
Using Discrepancies to Correct for False Matches in Historical Linked Data 0 2 8 8 1 3 16 16
Welfare Analysis via Marginal Treatment Effects 0 0 0 6 0 0 3 22
Total Working Papers 9 27 87 960 14 62 240 1,788

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 1 3 12
Best Paper Award 0 0 0 0 0 0 2 2
Best Paper Award: Econometric Reviews, 2024 0 0 1 1 0 1 4 4
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 0 0 1 9 0 2 6 59
Closed-form estimation of nonparametric models with non-classical measurement errors 0 1 1 12 0 2 4 74
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 1 3 6
Dynamic discrete choice models with incomplete data: Sharp identification 0 0 2 3 0 3 12 16
ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS 0 0 1 8 1 1 3 20
ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY 0 0 0 3 0 0 2 13
Editorial 0 0 0 0 1 1 2 2
Estimating production functions with robustness against errors in the proxy variables 0 0 2 16 0 2 6 50
Estimation and inference for policy relevant treatment effects 0 0 1 8 1 5 9 20
Estimation of heterogeneous autoregressive parameters with short panel data 0 0 0 17 0 2 4 77
Extreme Changes in Changes 1 1 2 2 1 4 7 7
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 0 1 1 8
Heterogeneity and selection in dynamic panel data 0 0 1 12 0 4 9 83
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS 0 0 0 10 0 1 2 32
Identification of heterogeneous elasticities in gross-output production functions 0 1 2 4 1 2 11 15
Inference for High-Dimensional Exchangeable Arrays 0 0 0 3 0 0 1 4
Multiway Cluster Robust Double/Debiased Machine Learning 0 0 4 14 2 3 21 48
Nonparametric difference-in-differences in repeated cross-sections with continuous treatments 0 3 14 25 9 15 44 77
Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics 1 1 2 14 2 2 6 50
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 0 5 5
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV 0 1 1 1 0 1 2 2
POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA 0 1 1 3 0 1 5 9
QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS 0 0 2 8 0 1 5 30
Quantile regression with interval data 0 0 0 2 0 0 1 14
Robust inference in deconvolution 0 0 1 2 1 2 7 29
Robust uniform inference for quantile treatment effects in regression discontinuity designs 0 0 1 9 0 0 5 57
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics 0 0 0 3 0 0 3 23
Testing and relaxing the exclusion restriction in the control function approach 1 1 5 12 3 5 23 45
Tuning parameter-free nonparametric density estimation from tabulated summary data 0 0 1 2 0 1 4 8
Unconditional quantile regression with high‐dimensional data 0 0 1 2 0 3 6 10
Unequal spacing in dynamic panel data: Identification and estimation 0 0 0 36 0 3 9 160
Uniform confidence bands for nonparametric errors-in-variables regression 0 0 0 7 0 1 4 34
Uniform confidence bands in deconvolution with unknown error distribution 0 0 0 10 0 1 7 55
WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? 0 0 3 24 0 0 5 77
robustpf: A command for robust estimation of production functions 0 0 1 1 0 0 7 12
xtusreg: Software for dynamic panel regression under irregular time spacing 0 1 1 6 0 1 5 14
Total Journal Articles 3 11 55 315 22 73 269 1,334

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 2 4 23 1 3 10 179
CRHDREG: Stata module to estimate high-dimensional regressions based on cluster-robust double/debiased machine learning 0 0 0 17 1 4 10 127
DKDENSITY: Stata module for deconvolution kernel density estimation and construction of its uniform confidence band 0 0 1 24 0 0 3 159
ECIC: Stata module to perform estimation and inference for changes in changes at extreme quantiles 0 1 1 6 0 2 11 75
EXQUANTILE: Stata module for estimation and inference for (conditional) extremal quantiles 0 0 4 16 0 0 12 101
ITVALPCTILE: Stata module for estimation of interval-valued percentiles (quantiles) for interval-valued data 0 0 0 5 1 2 8 63
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 11 110
NPEIVREG: Stata module for estimation of nonparametric errors-in-variables (EIV) regression and construction of its uniform confidence band 0 0 0 7 0 1 5 100
NPSS: Stata module to estimate nonparametric heteroskedastic state space models 0 0 1 10 0 1 6 118
OGA: Stata module to perform estimation and inference for high-dimensional regressions without imposing the sparsity restriction 0 0 3 3 0 4 46 46
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 4 26 220
RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD) 0 0 7 97 0 5 30 488
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 1 2 4 96
RKQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression kink designs (RKD) 0 1 3 34 2 8 20 215
ROBUSTATE: Stata module for estimation and inference for the average treatment effect (ATE) robustly against the limited overlap 0 0 3 30 0 1 18 266
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 0 0 2 32 2 3 17 206
TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV) 1 5 33 105 5 31 129 527
TESTOUT: Stata module to execute diagnostic testing of outliers 1 1 4 29 2 6 35 251
XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects 1 3 11 38 6 9 41 214
XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing 0 1 6 43 0 4 42 274
Total Software Items 4 14 86 567 23 90 484 3,835

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Statistics updated 2025-10-06