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 0 8 11
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 1 8 16
Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function 0 1 1 28 1 3 5 47
Doubly Robust Estimators with Weak Overlap 0 1 3 29 0 1 5 27
Dyadic double/debiased machine learning for analyzing determinants of free trade agreements 1 1 1 72 1 2 6 30
Estimation and Inference for Causal Functions with Multiway Clustered Data 0 0 4 4 0 0 8 8
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 14 0 0 1 31
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 4 0 0 0 2
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 11 0 0 0 13
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 0 0 2 13
Extremal quantiles of intermediate orders under two-way clustering 0 0 0 2 0 0 4 6
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 0 6 6 0 0 8 8
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 20 1 2 2 25
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 0 1 17 1 2 4 38
Genuinely Robust Inference for Clustered Data 0 0 0 14 0 1 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 4 9
Inference based on Kotlarski's Identity 0 0 0 16 0 0 1 29
Inference for high-dimensional exchangeable arrays 0 0 0 16 0 1 1 15
Inference in high-dimensional regression models without the exact or $L^p$ sparsity 0 0 1 24 0 0 5 36
Lasso under Multi-way Clustering: Estimation and Post-selection Inference 0 0 1 18 0 0 3 45
Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs 0 0 0 18 1 2 3 19
Matching $\leq$ Hybrid $\leq$ Difference in Differences 0 0 16 16 0 1 8 8
Multiway Cluster Robust Double/Debiased Machine Learning 0 0 0 36 0 0 2 40
Non-Existent Moments of Earnings Growth 0 0 1 9 0 3 7 22
Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method 0 0 1 28 0 2 5 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 1 1 1 0 1 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 1 1 1 39 2 3 5 70
Nonrobustness of the conventional cluster–robust inference with three robust alternatives 0 0 0 2 0 0 1 5
On Using The Two-Way Cluster-Robust Standard Errors 0 0 1 6 0 1 7 21
On the role of time in nonseparable panel data models 0 0 0 54 0 1 2 103
Outcome Conditioned Treatment Effects 0 0 1 26 0 0 3 99
Outcome conditioned treatment effects 0 0 0 40 0 0 3 82
Outcome conditioned treatment effects 0 0 0 1 1 1 2 6
Post-Selection Inference in Three-Dimensional Panel Data 0 0 0 17 0 0 1 40
Regulation, Emissions and Productivity: Evidence from China’s Eleventh Five-Year Plan 1 1 6 18 2 4 17 28
Slow Movers in Panel Data 0 1 2 48 0 1 3 28
Standard errors for two-way clustering with serially correlated time effects 0 0 3 19 0 1 11 35
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 1 2 15 22
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 0 9 1 2 2 11
Unconditional Quantile Regression with High Dimensional Data 0 0 0 4 0 0 0 21
Uniform Limit Theory for Network Data 0 0 8 8 0 0 7 7
Welfare Analysis via Marginal Treatment Effects 0 0 1 6 0 2 5 22
Total Working Papers 3 7 65 930 12 41 201 1,725

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 1 1 3 12
Best Paper Award 0 0 0 0 0 2 2 2
Best Paper Award: Econometric Reviews, 2024 0 0 1 1 0 1 3 3
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 0 1 1 35
Causal inference by quantile regression kink designs 0 1 1 9 2 4 7 59
Closed-form estimation of nonparametric models with non-classical measurement errors 0 0 0 11 1 1 3 73
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 0 2 5
Dynamic discrete choice models with incomplete data: Sharp identification 0 0 2 3 0 0 9 13
ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS 0 0 2 8 0 0 4 19
ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY 0 0 0 3 0 0 2 13
Editorial 0 0 0 0 0 0 1 1
Estimating production functions with robustness against errors in the proxy variables 0 2 3 16 2 4 8 50
Estimation and inference for policy relevant treatment effects 0 1 2 8 1 2 6 16
Estimation of heterogeneous autoregressive parameters with short panel data 0 0 0 17 2 2 4 77
Extreme Changes in Changes 0 0 1 1 1 1 4 4
Fellows and scholars of Econometric Reviews, 2024 0 1 1 1 0 1 2 2
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 1 1 1 1 8
Heterogeneity and selection in dynamic panel data 0 1 1 12 3 5 8 82
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS 0 0 0 10 0 0 1 31
Identification of heterogeneous elasticities in gross-output production functions 1 2 2 4 1 4 10 14
Inference for High-Dimensional Exchangeable Arrays 0 0 0 3 0 0 1 4
Multiway Cluster Robust Double/Debiased Machine Learning 0 0 5 14 0 1 19 45
Nonparametric difference-in-differences in repeated cross-sections with continuous treatments 0 3 12 22 1 12 37 63
Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics 0 0 1 13 0 0 4 48
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 1 5 5
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV 0 0 0 0 0 0 1 1
POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA 0 0 0 2 0 2 4 8
QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS 0 1 2 8 1 2 6 30
Quantile regression with interval data 0 0 0 2 0 1 1 14
Robust inference in deconvolution 0 0 1 2 0 0 8 27
Robust uniform inference for quantile treatment effects in regression discontinuity designs 0 1 1 9 0 2 5 57
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics 0 0 0 3 0 1 3 23
Testing and relaxing the exclusion restriction in the control function approach 0 1 4 11 1 6 23 41
Tuning parameter-free nonparametric density estimation from tabulated summary data 0 0 1 2 1 1 4 8
Unconditional quantile regression with high‐dimensional data 0 0 1 2 3 3 7 10
Unequal spacing in dynamic panel data: Identification and estimation 0 0 0 36 2 3 8 159
Uniform confidence bands for nonparametric errors-in-variables regression 0 0 0 7 0 2 3 33
Uniform confidence bands in deconvolution with unknown error distribution 0 0 0 10 0 4 10 54
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 2 8 12
xtusreg: Software for dynamic panel regression under irregular time spacing 1 1 1 6 1 2 6 14
Total Journal Articles 2 15 51 306 25 75 250 1,286

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 2 21 1 2 8 177
CRHDREG: Stata module to estimate high-dimensional regressions based on cluster-robust double/debiased machine learning 0 0 0 17 2 4 10 125
DKDENSITY: Stata module for deconvolution kernel density estimation and construction of its uniform confidence band 0 1 2 24 0 3 5 159
ECIC: Stata module to perform estimation and inference for changes in changes at extreme quantiles 0 0 0 5 0 1 9 73
EXQUANTILE: Stata module for estimation and inference for (conditional) extremal quantiles 0 1 4 16 0 2 15 101
ITVALPCTILE: Stata module for estimation of interval-valued percentiles (quantiles) for interval-valued data 0 0 0 5 1 5 8 62
KOTLARSKI: Stata module to execute deconvolution kernel density estimation and produce a robust construction of its uniform confidence band 0 2 2 19 0 4 12 110
NPEIVREG: Stata module for estimation of nonparametric errors-in-variables (EIV) regression and construction of its uniform confidence band 0 0 0 7 0 0 4 99
NPSS: Stata module to estimate nonparametric heteroskedastic state space models 0 1 1 10 1 3 6 118
OGA: Stata module to perform estimation and inference for high-dimensional regressions without imposing the sparsity restriction 0 3 3 3 2 44 44 44
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 1 8 24 217
RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD) 0 3 8 97 3 9 30 486
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 1 2 4 95
RKQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression kink designs (RKD) 0 0 4 33 1 2 18 208
ROBUSTATE: Stata module for estimation and inference for the average treatment effect (ATE) robustly against the limited overlap 0 2 4 30 0 7 19 265
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 0 0 2 32 1 2 17 204
TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV) 2 6 33 102 19 37 134 515
TESTOUT: Stata module to execute diagnostic testing of outliers 0 2 5 28 4 12 40 249
XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects 2 6 11 37 3 12 39 208
XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing 0 2 5 42 2 10 43 272
Total Software Items 4 29 87 557 42 169 489 3,787

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Statistics updated 2025-08-05