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 3 8 18
Algorithmic subsampling under multiway clustering 0 0 1 2 0 3 4 22
Capital and Labor Income Pareto Exponents in the United States, 1916-2019 0 0 0 10 1 13 15 29
Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function 0 0 2 29 0 5 9 53
Doubly Robust Estimators with Weak Overlap 0 0 3 30 2 6 14 37
Dyadic double/debiased machine learning for analyzing determinants of free trade agreements 0 1 2 73 1 11 18 45
Estimation and Inference for Causal Functions with Multiway Clustered Data 0 0 0 4 0 4 7 14
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 14 1 6 8 39
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 11 1 6 10 23
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 4 1 6 6 8
Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving 0 0 0 2 1 1 2 13
Estimation of average derivatives of latent regressors: with an application to inference on buffer-stock saving 0 0 0 27 0 8 9 22
Extremal Quantiles under Two-Way Clustering 0 0 0 2 2 6 12 16
Extreme Changes in Changes 0 0 0 14 0 3 6 23
Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals 0 0 1 7 1 5 9 17
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 20 1 3 8 31
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 0 2 19 1 5 11 47
GMM and M Estimation under Network Dependence 0 1 9 9 0 2 14 14
Genuinely Robust Inference for Clustered Data 0 0 0 14 2 12 18 31
Heterogeneous Effects of Endogenous Treatments with Interference and Spillovers in a Large Network 8 8 8 8 2 5 5 5
High-Dimensional Tail Index Regression 0 0 0 9 0 3 11 17
Inference based on Kotlarski's Identity 0 0 0 16 1 6 9 38
Inference for high-dimensional exchangeable arrays 0 0 0 16 0 2 4 18
Inference in high-dimensional regression models without the exact or $L^p$ sparsity 0 0 1 25 0 9 13 49
Lasso under Multi-way Clustering: Estimation and Post-selection Inference 0 0 0 18 2 4 7 52
Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs 0 0 0 18 0 8 10 27
Matching $\leq$ Hybrid $\leq$ Difference in Differences 0 0 0 16 3 8 10 17
Multiway Cluster Robust Double/Debiased Machine Learning 0 0 0 36 0 8 16 56
Non-Existent Moments of Earnings Growth 0 0 2 10 1 3 11 28
Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method 0 0 0 28 1 12 18 44
Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments 0 0 0 76 0 6 8 220
Nonlinear difference-in-differences in repeated cross sections with continuous treatments 0 0 0 73 2 10 12 311
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 0 3 41 2 19 27 94
Nonparametric Uniform Inference in Binary Classification and Policy Values 0 8 8 8 2 8 10 10
Nonparametric Uniform Inference in Binary Classification and Policy Values 0 0 0 0 1 1 1 1
Nonrobustness of the conventional cluster–robust inference with three robust alternatives 0 0 0 2 2 5 6 11
On Using The Two-Way Cluster-Robust Standard Errors 0 1 3 9 3 13 29 49
On the role of time in nonseparable panel data models 0 0 0 54 0 4 8 110
Outcome Conditioned Treatment Effects 0 0 0 26 0 7 10 109
Outcome conditioned treatment effects 0 0 0 40 3 10 14 94
Outcome conditioned treatment effects 0 0 0 1 2 6 9 14
Post-Selection Inference in Three-Dimensional Panel Data 0 0 0 17 2 13 19 59
Regulation, Emissions and Productivity: Evidence from China’s Eleventh Five-Year Plan 1 2 3 20 5 11 21 44
Robust Econometrics for Growth-at-Risk 0 1 22 22 1 9 26 26
Slow Movers in Panel Data 0 0 1 48 1 3 4 31
Standard errors for two-way clustering with serially correlated time effects 0 0 1 19 1 12 18 50
Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators 0 0 0 4 4 6 6 20
The Informativeness of Combined Experimental and Observational Data under Dynamic Selection 0 0 0 10 3 7 15 34
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 0 9 0 3 6 15
Unconditional Quantile Regression with High Dimensional Data 0 0 0 4 1 4 6 27
Using Discrepancies to Correct for False Matches in Historical Linked Data 0 0 8 8 0 6 26 26
Welfare Analysis via Marginal Treatment Effects 0 0 0 6 1 5 8 28
Total Working Papers 9 22 81 992 61 346 594 2,248

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 0 4 6 6
Average treatment effect estimates robust to the “limited overlap” problem: robustate 0 0 0 5 2 9 10 21
Best Paper Award 0 0 0 0 1 3 5 5
Best Paper Award: Econometric Reviews, 2024 0 0 0 1 0 6 10 12
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 1 5 6 40
Causal inference by quantile regression kink designs 0 0 2 10 1 7 14 69
Closed-form estimation of nonparametric models with non-classical measurement errors 0 0 1 12 0 4 8 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 0 1 2 7
Dynamic discrete choice models with incomplete data: Sharp identification 0 0 0 3 2 4 12 21
ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS 0 0 0 8 2 11 12 31
ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY 0 1 1 4 5 8 9 21
Editorial 0 0 0 0 0 2 4 5
Estimating production functions with robustness against errors in the proxy variables 0 1 3 17 0 6 18 64
Estimation and inference for causal functions with multi-way clustered data 0 0 0 0 1 1 1 1
Estimation and inference for policy relevant treatment effects 0 0 1 8 5 8 17 31
Estimation of heterogeneous autoregressive parameters with short panel data 0 0 0 17 0 2 6 81
Extreme Changes in Changes 0 1 2 3 2 12 18 21
Fellows and scholars of Econometric Reviews, 2024 0 0 1 1 1 7 8 9
Fellows and scholars of Econometric Reviews, 2025 0 0 0 0 0 1 1 1
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 1 2 8 10 17
Heterogeneity and selection in dynamic panel data 0 0 1 12 0 7 15 92
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS 0 0 0 10 3 5 10 41
Identification of heterogeneous elasticities in gross-output production functions 0 2 5 7 0 4 13 22
Inference for High-Dimensional Exchangeable Arrays 0 0 0 3 0 2 8 12
Inference in High-Dimensional Regression Models without the Exact or Lp sparsity 0 0 0 0 1 1 1 1
Multiway Cluster Robust Double/Debiased Machine Learning 1 3 6 20 6 27 41 83
Nonexistent Moments of Earnings Growth 0 0 0 0 1 1 1 1
Nonparametric difference-in-differences in repeated cross-sections with continuous treatments 1 2 14 29 3 10 49 93
Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics 0 0 1 14 0 7 13 61
ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE 0 0 0 7 1 4 6 40
On uniform confidence intervals for the tail index and the extreme quantile 0 0 0 0 1 7 12 15
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV 0 0 1 1 0 3 5 6
POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA 0 0 1 3 1 5 8 14
QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS 0 0 1 8 0 5 7 35
Quantile regression with interval data 0 0 0 2 1 14 15 28
Robust inference in deconvolution 0 0 0 2 5 10 15 42
Robust uniform inference for quantile treatment effects in regression discontinuity designs 0 0 1 9 3 11 17 72
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics 0 0 0 3 0 4 9 31
Testing and relaxing the exclusion restriction in the control function approach 0 0 3 12 5 9 25 59
Tuning parameter-free nonparametric density estimation from tabulated summary data 0 0 0 2 1 5 9 16
Unconditional quantile regression with high‐dimensional data 0 0 1 2 2 6 15 20
Unequal spacing in dynamic panel data: Identification and estimation 0 0 1 37 2 6 12 168
Uniform confidence bands for nonparametric errors-in-variables regression 0 0 1 8 3 15 21 52
Uniform confidence bands in deconvolution with unknown error distribution 0 0 0 10 0 4 10 60
WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? 0 0 1 24 3 9 12 88
robustpf: A command for robust estimation of production functions 0 0 0 1 0 3 9 18
xtusreg: Software for dynamic panel regression under irregular time spacing 0 0 1 6 0 3 6 18
Total Journal Articles 2 10 50 334 67 296 541 1,731

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 3 17 23 196
CRHDREG: Stata module to estimate high-dimensional regressions based on cluster-robust double/debiased machine learning 0 0 0 17 0 3 10 131
DKDENSITY: Stata module for deconvolution kernel density estimation and construction of its uniform confidence band 0 0 2 25 2 6 10 166
ECIC: Stata module to perform estimation and inference for changes in changes at extreme quantiles 0 0 2 7 2 3 11 82
EXQUANTILE: Stata module for estimation and inference for (conditional) extremal quantiles 0 0 1 16 3 10 15 113
ITVALPCTILE: Stata module for estimation of interval-valued percentiles (quantiles) for interval-valued data 0 0 0 5 1 6 14 71
KOTLARSKI: Stata module to execute deconvolution kernel density estimation and produce a robust construction of its uniform confidence band 1 2 4 21 2 8 16 118
NPEIVREG: Stata module for estimation of nonparametric errors-in-variables (EIV) regression and construction of its uniform confidence band 0 0 1 8 1 4 8 106
NPSS: Stata module to estimate nonparametric heteroskedastic state space models 0 0 2 11 0 5 11 125
OGA: Stata module to perform estimation and inference for high-dimensional regressions without imposing the sparsity restriction 0 0 3 3 2 15 67 67
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 2 5 22 231
RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD) 2 2 10 104 8 14 44 517
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 2 6 9 102
RKQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression kink designs (RKD) 0 0 1 34 2 5 20 224
ROBUSTATE: Stata module for estimation and inference for the average treatment effect (ATE) robustly against the limited overlap 0 0 2 30 0 3 18 273
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 0 0 0 32 0 1 8 207
TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV) 0 2 20 112 7 23 107 566
TESTOUT: Stata module to execute diagnostic testing of outliers 0 0 3 29 0 5 26 257
XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects 0 0 9 39 5 10 42 236
XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing 0 0 4 43 0 3 22 278
Total Software Items 3 7 67 589 42 152 503 4,066

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Statistics updated 2026-03-04