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 2 3 2 5 9 10
Algorithmic subsampling under multiway clustering 0 0 0 1 0 0 1 18
Capital and Labor Income Pareto Exponents in the United States, 1916-2019 1 2 3 10 2 3 9 14
Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function 0 0 1 27 1 2 3 44
Doubly Robust Estimators with Weak Overlap 0 0 3 27 0 0 4 23
Dyadic double/debiased machine learning for analyzing determinants of free trade agreements 0 0 0 71 0 2 4 27
Estimation and Inference for Causal Functions with Multiway Clustered Data 1 1 4 4 1 1 7 7
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 (static or dynamic) games under equilibrium multiplicity 0 0 0 14 0 0 1 31
Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving 0 0 0 2 0 0 2 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 2 2 0 0 4 4
Extreme Changes in Changes 0 0 1 14 0 0 2 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 0 0 0 23
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 0 1 17 0 1 4 36
Genuinely Robust Inference for Clustered Data 0 0 1 14 1 1 5 13
High-Dimensional Tail Index Regression: with An Application to Text Analyses of Viral Posts in Social Media 0 0 9 9 0 0 6 6
Inference based on Kotlarski's Identity 0 0 1 16 0 0 2 29
Inference for high-dimensional exchangeable arrays 0 0 0 16 0 0 0 14
Inference in high-dimensional regression models without the exact or $L^p$ sparsity 0 0 1 24 0 1 9 36
Lasso under Multi-way Clustering: Estimation and Post-selection Inference 0 0 1 18 0 1 3 45
Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs 0 0 0 18 0 0 2 17
Matching $\leq$ Hybrid $\leq$ Difference in Differences 0 16 16 16 0 5 7 7
Multiway Cluster Robust Double/Debiased Machine Learning 0 0 2 36 2 2 4 40
Non-Existent Moments of Earnings Growth 0 0 2 8 1 2 8 17
Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method 0 0 2 28 0 1 11 26
Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments 0 0 0 76 0 2 8 212
Nonlinear difference-in-differences in repeated cross sections with continuous treatments 0 0 0 73 0 0 1 299
Nonlinear difference-in-differences in repeated cross sections with continuous treatments 0 0 0 0 0 2 6 9
Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments 0 0 0 38 0 2 3 67
Nonrobustness of the conventional cluster–robust inference with three robust alternatives 0 0 2 2 0 1 5 5
On Using The Two-Way Cluster-Robust Standard Errors 0 0 4 6 2 4 9 20
On the role of time in nonseparable panel data models 0 0 0 54 0 0 1 102
Outcome Conditioned Treatment Effects 0 1 1 26 0 3 3 99
Outcome conditioned treatment effects 0 0 0 40 0 1 1 80
Outcome conditioned treatment effects 0 0 1 1 0 1 2 5
Post-Selection Inference in Three-Dimensional Panel Data 0 0 0 17 1 1 1 40
Regulation, Emissions and Productivity: Evidence from China’s Eleventh Five-Year Plan 0 1 17 17 1 5 23 23
Slow Movers in Panel Data 0 0 1 47 1 1 3 27
Standard errors for two-way clustering with serially correlated time effects 0 1 4 18 1 3 14 32
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 1 10 10 2 8 19 19
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 0 9 0 0 0 9
Unconditional Quantile Regression with High Dimensional Data 0 0 0 4 0 0 0 21
Welfare Analysis via Marginal Treatment Effects 0 0 2 6 0 1 4 20
Total Working Papers 2 23 100 911 18 62 220 1,654

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 0 3 11
Best Paper Award 0 0 0 0 0 0 0 0
Best Paper Award: Econometric Reviews, 2024 0 1 1 1 1 2 2 2
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 0 0 0 34
Causal inference by quantile regression kink designs 0 0 1 8 0 0 5 55
Closed-form estimation of nonparametric models with non-classical measurement errors 0 0 0 11 1 1 3 72
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 2 5
Dynamic discrete choice models with incomplete data: Sharp identification 0 1 2 3 1 3 7 9
ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS 0 0 2 8 0 0 7 19
ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY 0 0 2 3 0 1 4 12
Editorial 0 0 0 0 1 1 1 1
Estimating production functions with robustness against errors in the proxy variables 0 0 1 14 1 1 5 46
Estimation and inference for policy relevant treatment effects 0 0 3 7 0 0 8 14
Estimation of heterogeneous autoregressive parameters with short panel data 0 0 0 17 0 2 3 75
Extreme Changes in Changes 1 1 1 1 3 3 3 3
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 1 0 0 1 7
Heterogeneity and selection in dynamic panel data 0 0 0 11 0 1 3 77
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS 0 0 2 10 1 1 3 31
Identification of heterogeneous elasticities in gross-output production functions 0 0 2 2 0 0 9 9
Inference for High-Dimensional Exchangeable Arrays 0 0 2 3 1 1 3 4
Multiway Cluster Robust Double/Debiased Machine Learning 2 3 8 14 4 8 24 42
Nonparametric difference-in-differences in repeated cross-sections with continuous treatments 1 2 11 15 4 6 32 44
Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics 1 1 2 13 2 3 5 48
ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE 0 0 1 7 0 1 2 34
On uniform confidence intervals for the tail index and the extreme quantile 0 0 0 0 1 3 3 3
On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV 0 0 0 0 1 1 1 1
POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA 0 0 1 2 1 2 4 6
QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS 0 0 1 7 1 2 4 28
Quantile regression with interval data 0 0 0 2 0 0 1 13
Robust inference in deconvolution 0 0 1 2 0 3 9 27
Robust uniform inference for quantile treatment effects in regression discontinuity designs 0 0 0 8 0 1 3 55
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics 0 0 0 3 0 0 4 22
Testing and relaxing the exclusion restriction in the control function approach 0 0 9 9 4 7 34 34
Tuning parameter-free nonparametric density estimation from tabulated summary data 1 1 2 2 2 2 6 7
Unconditional quantile regression with high‐dimensional data 0 0 0 1 1 1 3 5
Unequal spacing in dynamic panel data: Identification and estimation 0 0 0 36 0 1 7 156
Uniform confidence bands for nonparametric errors-in-variables regression 0 0 1 7 0 0 3 31
Uniform confidence bands in deconvolution with unknown error distribution 0 0 1 10 1 1 11 50
WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? 0 2 2 23 1 4 4 76
robustpf: A command for robust estimation of production functions 0 1 1 1 2 3 6 9
xtusreg: Software for dynamic panel regression under irregular time spacing 0 0 0 5 1 1 5 12
Total Journal Articles 6 13 62 284 36 68 243 1,189

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 21 1 2 9 173
CRHDREG: Stata module to estimate high-dimensional regressions based on cluster-robust double/debiased machine learning 0 0 1 17 1 4 11 121
DKDENSITY: Stata module for deconvolution kernel density estimation and construction of its uniform confidence band 0 0 2 23 0 0 13 156
ECIC: Stata module to perform estimation and inference for changes in changes at extreme quantiles 0 0 0 5 2 4 10 71
EXQUANTILE: Stata module for estimation and inference for (conditional) extremal quantiles 3 3 5 15 5 7 23 98
ITVALPCTILE: Stata module for estimation of interval-valued percentiles (quantiles) for interval-valued data 0 0 0 5 2 2 4 57
KOTLARSKI: Stata module to execute deconvolution kernel density estimation and produce a robust construction of its uniform confidence band 0 0 1 17 1 2 12 102
NPEIVREG: Stata module for estimation of nonparametric errors-in-variables (EIV) regression and construction of its uniform confidence band 0 0 0 7 1 1 4 98
NPSS: Stata module to estimate nonparametric heteroskedastic state space models 0 0 1 9 0 1 4 114
QRKD: Stata module to estimate and produce robust inference for heterogeneous causal effects of a continuous treatment in quantile regression kink designs 0 0 2 23 2 8 22 209
RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD) 2 3 11 94 4 8 45 473
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 0 0 3 93
RKQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression kink designs (RKD) 0 0 5 33 2 4 23 204
ROBUSTATE: Stata module for estimation and inference for the average treatment effect (ATE) robustly against the limited overlap 0 0 2 28 3 6 16 255
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 1 1 5 32 2 5 27 199
TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV) 6 12 35 92 10 36 141 459
TESTOUT: Stata module to execute diagnostic testing of outliers 0 0 10 26 1 6 58 231
XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects 1 1 9 30 3 11 52 194
XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing 1 1 2 39 8 14 31 256
Total Software Items 14 22 94 522 48 121 508 3,563

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03