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 2 5 24
Capital and Labor Income Pareto Exponents in the United States, 1916-2019 0 1 1 11 2 4 18 33
Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function 0 1 3 30 0 4 13 57
Doubly Robust Estimators with Weak Overlap 0 0 1 30 3 8 18 45
Dyadic double/debiased machine learning for analyzing determinants of free trade agreements 0 0 2 73 2 8 25 53
Estimation and Inference for Causal Functions with Multiway Clustered Data 0 0 0 4 1 8 14 22
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 4 0 3 9 11
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 11 1 1 11 24
Estimation of (static or dynamic) games under equilibrium multiplicity 0 0 0 14 0 2 10 41
Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving 0 0 0 2 0 2 4 15
Estimation of average derivatives of latent regressors: with an application to inference on buffer-stock saving 0 0 0 27 1 3 12 25
Extremal Quantiles under Two-Way Clustering 0 0 0 2 0 0 10 16
Extreme Changes in Changes 0 0 0 14 0 5 11 28
Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals 0 0 1 7 0 3 12 20
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 20 0 3 10 34
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 0 0 2 19 0 5 15 52
GMM and M Estimation under Network Dependence 0 0 1 9 1 3 10 17
Genuinely Robust Inference for Clustered Data 0 0 0 14 3 8 24 39
Heterogeneous Effects of Endogenous Treatments with Interference and Spillovers in a Large Network 0 0 8 8 1 2 7 7
High-Dimensional Tail Index Regression 0 0 0 9 2 6 15 23
Inference based on Kotlarski's Identity 0 0 0 16 0 2 11 40
Inference for high-dimensional exchangeable arrays 0 0 0 16 1 3 7 21
Inference in high-dimensional regression models without the exact or $L^p$ sparsity 0 0 1 25 0 1 14 50
Lasso under Multi-way Clustering: Estimation and Post-selection Inference 0 0 0 18 1 11 18 63
Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs 0 0 0 18 1 4 14 31
Matching $\leq$ Hybrid $\leq$ Difference in Differences 0 0 0 16 0 2 12 19
Multiway Cluster Robust Double/Debiased Machine Learning 0 0 0 36 1 4 20 60
Non-Existent Moments of Earnings Growth 0 0 1 10 1 4 10 32
Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method 0 0 0 28 1 3 19 47
Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments 0 0 0 76 0 5 13 225
Nonlinear difference-in-differences in repeated cross sections with continuous treatments 1 1 1 2 1 7 9 19
Nonlinear difference-in-differences in repeated cross sections with continuous treatments 0 0 0 73 0 4 16 315
Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments 0 0 3 41 0 7 33 101
Nonparametric Uniform Inference in Binary Classification and Policy Values 0 0 0 0 1 2 3 3
Nonparametric Uniform Inference in Binary Classification and Policy Values 0 0 8 8 0 4 14 14
Nonrobustness of the conventional cluster–robust inference with three robust alternatives 0 0 0 2 1 1 7 12
On Using The Two-Way Cluster-Robust Standard Errors 0 0 3 9 3 11 40 60
On the role of time in nonseparable panel data models 0 0 0 54 0 2 10 112
Outcome Conditioned Treatment Effects 0 0 0 26 0 3 13 112
Outcome conditioned treatment effects 0 0 0 40 0 1 13 95
Outcome conditioned treatment effects 0 0 0 1 0 2 11 16
Post-Selection Inference in Three-Dimensional Panel Data 0 0 0 17 0 2 21 61
Regulation, Emissions and Productivity: Evidence from China’s Eleventh Five-Year Plan 0 0 3 20 1 5 23 49
Robust Econometrics for Growth-at-Risk 0 0 22 22 1 4 30 30
Root-$n$ Asymptotically Normal Maximum Score Estimation 0 9 9 9 0 5 5 5
Slow Movers in Panel Data 0 0 0 48 0 2 5 33
Standard errors for two-way clustering with serially correlated time effects 0 0 0 19 7 12 28 62
Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators 0 0 0 4 0 4 10 24
The Informativeness of Combined Experimental and Observational Data under Dynamic Selection 0 0 0 10 1 4 17 38
Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data 0 0 0 9 0 5 10 20
Unconditional Quantile Regression with High Dimensional Data 0 0 0 4 0 2 8 29
Using Discrepancies to Correct for False Matches in Historical Linked Data 1 1 9 9 1 2 28 28
Welfare Analysis via Marginal Treatment Effects 0 0 0 6 0 5 12 33
Total Working Papers 2 13 79 1,005 41 217 766 2,465

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 2 8 8
Average treatment effect estimates robust to the “limited overlap” problem: robustate 0 0 0 5 0 3 13 24
Best Paper Award 0 0 0 0 0 2 7 7
Best Paper Award: Econometric Reviews, 2024 0 0 0 1 0 2 12 14
CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES 0 0 0 11 0 2 7 42
Causal inference by quantile regression kink designs 0 0 1 10 0 6 19 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 4 6 11
Dynamic discrete choice models with incomplete data: Sharp identification 0 0 0 3 0 5 13 26
ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS 0 0 0 8 1 3 15 34
ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY 0 0 1 4 1 5 13 26
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 10 28 74
Estimation and inference for causal functions with multi-way clustered data 1 1 1 1 1 5 6 6
Estimation and inference for policy relevant treatment effects 0 0 0 8 0 7 23 38
Estimation of heterogeneous autoregressive parameters with short panel data 0 0 0 17 1 6 12 87
Extreme Changes in Changes 0 0 2 3 0 4 22 25
Extreme Quantile Treatment Effects under Endogeneity 0 0 0 0 0 0 0 0
Fellows and scholars of Econometric Reviews, 2024 0 0 1 1 1 3 11 12
Fellows and scholars of Econometric Reviews, 2025 0 1 1 1 0 3 4 4
Fixed-k Inference for Conditional Extremal Quantiles 0 0 0 1 1 6 16 23
Heterogeneity and selection in dynamic panel data 0 0 1 12 0 4 19 96
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS 0 0 0 10 0 3 13 44
Identification of heterogeneous elasticities in gross-output production functions 0 0 5 7 3 5 17 27
Inference for High-Dimensional Exchangeable Arrays 0 0 0 3 0 7 15 19
Inference in High-Dimensional Regression Models without the Exact or Lp sparsity 1 1 1 1 3 7 8 8
Multiway Cluster Robust Double/Debiased Machine Learning 1 1 7 21 4 15 54 98
Nonexistent Moments of Earnings Growth 2 2 2 2 2 7 8 8
Nonparametric difference-in-differences in repeated cross-sections with continuous treatments 0 0 9 29 1 7 42 100
Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics 0 0 1 14 0 2 15 63
ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE 0 0 0 7 1 3 9 43
On uniform confidence intervals for the tail index and the extreme quantile 0 0 0 0 0 8 18 23
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 8 9
POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA 0 0 1 3 0 7 13 21
QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS 0 0 1 8 0 3 10 38
Quantile regression with interval data 0 0 0 2 0 4 19 32
Robust inference in deconvolution 0 0 0 2 1 7 22 49
Robust uniform inference for quantile treatment effects in regression discontinuity designs 0 0 0 9 1 9 24 81
Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics 0 0 0 3 1 3 12 34
Testing and relaxing the exclusion restriction in the control function approach 0 0 1 12 2 6 26 65
The informativeness of combined experimental and observational data under dynamic selection 0 0 0 0 0 0 0 0
Tuning parameter-free nonparametric density estimation from tabulated summary data 0 0 0 2 1 5 14 21
Unconditional quantile regression with high‐dimensional data 0 1 1 3 0 5 18 25
Unequal spacing in dynamic panel data: Identification and estimation 0 0 1 37 0 3 15 171
Uniform confidence bands for nonparametric errors-in-variables regression 0 1 2 9 3 11 32 63
Uniform confidence bands in deconvolution with unknown error distribution 0 0 0 10 0 5 15 65
WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? 0 0 0 24 0 3 14 91
robustpf: A command for robust estimation of production functions 0 0 0 1 2 7 14 25
xtusreg: Software for dynamic panel regression under irregular time spacing 0 0 1 6 0 1 7 19
Total Journal Articles 5 8 46 342 34 230 730 1,961

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 3 24 199
CRHDREG: Stata module to estimate high-dimensional regressions based on cluster-robust double/debiased machine learning 0 0 0 17 1 4 14 135
DKDENSITY: Stata module for deconvolution kernel density estimation and construction of its uniform confidence band 0 1 3 26 0 4 13 170
ECIC: Stata module to perform estimation and inference for changes in changes at extreme quantiles 0 0 2 7 1 4 14 86
EXQUANTILE: Stata module for estimation and inference for (conditional) extremal quantiles 0 0 1 16 0 5 19 118
ITVALPCTILE: Stata module for estimation of interval-valued percentiles (quantiles) for interval-valued data 0 0 0 5 1 2 16 73
KOTLARSKI: Stata module to execute deconvolution kernel density estimation and produce a robust construction of its uniform confidence band 0 0 4 21 0 3 13 121
NPEIVREG: Stata module for estimation of nonparametric errors-in-variables (EIV) regression and construction of its uniform confidence band 0 1 2 9 0 4 11 110
NPSS: Stata module to estimate nonparametric heteroskedastic state space models 0 0 2 11 0 5 14 130
OGA: Stata module to perform estimation and inference for high-dimensional regressions without imposing the sparsity restriction 0 0 0 3 0 4 39 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 0 3 20 234
RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD) 0 2 10 106 3 16 53 533
REPORTERROR: Stata module to estimate true distribution from noisy measurements 0 0 0 6 0 0 9 102
RKQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression kink designs (RKD) 0 0 1 34 1 5 23 229
ROBUSTATE: Stata module for estimation and inference for the average treatment effect (ATE) robustly against the limited overlap 0 0 1 30 1 4 13 277
ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables 0 0 0 32 3 5 9 212
TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV) 0 3 18 115 1 24 104 590
TESTOUT: Stata module to execute diagnostic testing of outliers 0 0 3 29 0 3 19 260
XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects 1 1 9 40 3 9 49 245
XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing 0 0 2 43 1 4 16 282
Total Software Items 1 8 61 597 17 111 492 4,177

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Statistics updated 2026-06-04