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Details about Yuya Sasaki

Homepage:https://sites.google.com/site/yuyasasaki/
Workplace:Department of Economics, Vanderbilt University, (more information at EDIRC)

Access statistics for papers by Yuya Sasaki.

Last updated 2024-05-06. Update your information in the RePEc Author Service.

Short-id: psa1792


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Working Papers

2024

  1. A Bracketing Relationship for Long-Term Policy Evaluation with Combined Experimental and Observational Data
    Papers, arXiv.org Downloads
  2. Extremal quantiles of intermediate orders under two-way clustering
    Papers, arXiv.org Downloads
  3. High-Dimensional Tail Index Regression: with An Application to Text Analyses of Viral Posts in Social Media
    Papers, arXiv.org Downloads
  4. Non-Existent Moments of Earnings Growth
    Papers, arXiv.org Downloads
  5. On the Inconsistency of Cluster-Robust Inference and How Subsampling Can Fix It
    Papers, arXiv.org Downloads
  6. Regulation, Emissions and Productivity: Evidence from China’s Eleventh Five-Year Plan
    Staff Working Papers, Bank of Canada Downloads
  7. The Informativeness of Combined Experimental and Observational Data under Dynamic Selection
    Papers, arXiv.org Downloads

2023

  1. Doubly Robust Estimators with Weak Overlap
    Papers, arXiv.org Downloads View citations (2)
  2. Extreme Changes in Changes
    Papers, arXiv.org Downloads
    See also Journal Article Extreme Changes in Changes, Journal of Business & Economic Statistics, Taylor & Francis Journals (2024) Downloads (2024)
  3. Nonrobustness of the conventional cluster–robust inference with three robust alternatives
    Economics Virtual Symposium 2023, Stata Users Group Downloads
  4. On Using The Two-Way Cluster-Robust Standard Errors
    Papers, arXiv.org Downloads
  5. Standard errors for two-way clustering with serially correlated time effects
    Papers, arXiv.org Downloads View citations (1)
  6. Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data
    Papers, arXiv.org Downloads
    See also Journal Article Tuning parameter-free nonparametric density estimation from tabulated summary data, Journal of Econometrics, Elsevier (2024) Downloads (2024)

2022

  1. Algorithmic subsampling under multiway clustering
    Papers, arXiv.org Downloads
  2. Capital and Labor Income Pareto Exponents in the United States, 1916-2019
    Papers, arXiv.org Downloads View citations (2)
  3. Dyadic double/debiased machine learning for analyzing determinants of free trade agreements
    Papers, arXiv.org Downloads
  4. Estimation of (static or dynamic) games under equilibrium multiplicity
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (1)
    STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2020) Downloads View citations (1)

    See also Journal Article ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2022) Downloads (2022)
  5. Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving
    Papers, arXiv.org Downloads
    Also in Departmental Working Papers, Southern Methodist University, Department of Economics (2022) Downloads
  6. Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400
    Papers, arXiv.org Downloads
  7. Inference in high-dimensional regression models without the exact or $L^p$ sparsity
    Papers, arXiv.org Downloads
  8. Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method
    Papers, arXiv.org Downloads View citations (1)
  9. Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments
    Papers, arXiv.org Downloads View citations (3)
    See also Journal Article Nonparametric difference-in-differences in repeated cross-sections with continuous treatments, Journal of Econometrics, Elsevier (2023) Downloads View citations (2) (2023)
  10. Unconditional Quantile Regression with High Dimensional Data
    Papers, arXiv.org Downloads View citations (2)
    See also Journal Article Unconditional quantile regression with high‐dimensional data, Quantitative Economics, Econometric Society (2022) Downloads (2022)

2021

  1. Inference for high-dimensional exchangeable arrays
    Papers, arXiv.org Downloads View citations (6)
    See also Journal Article Inference for High-Dimensional Exchangeable Arrays, Journal of the American Statistical Association, Taylor & Francis Journals (2023) Downloads (2023)
  2. Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs
    Papers, arXiv.org Downloads View citations (2)
  3. Slow Movers in Panel Data
    Papers, arXiv.org Downloads View citations (3)

2020

  1. Fixed-k Inference for Conditional Extremal Quantiles
    Papers, arXiv.org Downloads
    See also Journal Article Fixed-k Inference for Conditional Extremal Quantiles, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) Downloads View citations (2) (2022)
  2. Multiway Cluster Robust Double/Debiased Machine Learning
    Papers, arXiv.org Downloads View citations (5)
    See also Journal Article Multiway Cluster Robust Double/Debiased Machine Learning, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) Downloads View citations (4) (2022)
  3. Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators
    Papers, arXiv.org Downloads
  4. Welfare Analysis via Marginal Treatment Effects
    Papers, arXiv.org Downloads View citations (3)

2019

  1. Inference based on Kotlarski's Identity
    Papers, arXiv.org Downloads View citations (4)
  2. Lasso under Multi-way Clustering: Estimation and Post-selection Inference
    Papers, arXiv.org Downloads View citations (3)
  3. Post-Selection Inference in Three-Dimensional Panel Data
    Papers, arXiv.org Downloads View citations (2)
    See also Journal Article POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA, Econometric Theory, Cambridge University Press (2023) Downloads (2023)

2017

  1. Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function
    Papers, arXiv.org Downloads View citations (6)

2013

  1. Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (14)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2013) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (11)
  2. Outcome Conditioned Treatment Effects
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (6)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (3)
    CeMMAP working papers, Institute for Fiscal Studies (2013) Downloads

2011

  1. On the role of time in nonseparable panel data models
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads

Journal Articles

2024

  1. Extreme Changes in Changes
    Journal of Business & Economic Statistics, 2024, 42, (2), 812-824 Downloads
    See also Working Paper Extreme Changes in Changes, Papers (2023) Downloads (2023)
  2. Identification of heterogeneous elasticities in gross-output production functions
    Journal of Econometrics, 2024, 238, (2) Downloads
  3. Testing and relaxing the exclusion restriction in the control function approach
    Journal of Econometrics, 2024, 240, (2) Downloads View citations (1)
  4. Tuning parameter-free nonparametric density estimation from tabulated summary data
    Journal of Econometrics, 2024, 238, (1) Downloads
    See also Working Paper Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data, Papers (2023) Downloads (2023)

2023

  1. Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators
    Journal of Business & Economic Statistics, 2023, 41, (2), 339-348 Downloads View citations (1)
  2. Dynamic discrete choice models with incomplete data: Sharp identification
    Journal of Econometrics, 2023, 236, (1) Downloads
  3. Estimation and inference for policy relevant treatment effects
    Journal of Econometrics, 2023, 234, (2), 394-450 Downloads
  4. Inference for High-Dimensional Exchangeable Arrays
    Journal of the American Statistical Association, 2023, 118, (543), 1595-1605 Downloads
    See also Working Paper Inference for high-dimensional exchangeable arrays, Papers (2021) Downloads View citations (6) (2021)
  5. Nonparametric difference-in-differences in repeated cross-sections with continuous treatments
    Journal of Econometrics, 2023, 234, (2), 664-690 Downloads View citations (2)
    See also Working Paper Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments, Papers (2022) Downloads View citations (3) (2022)
  6. POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA
    Econometric Theory, 2023, 39, (3), 623-658 Downloads
    See also Working Paper Post-Selection Inference in Three-Dimensional Panel Data, Papers (2019) Downloads View citations (2) (2019)
  7. robustpf: A command for robust estimation of production functions
    Stata Journal, 2023, 23, (1), 86-96 Downloads

2022

  1. Average treatment effect estimates robust to the “limited overlap” problem: robustate
    Stata Journal, 2022, 22, (2), 344-354 Downloads
  2. ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS
    Econometric Theory, 2022, 38, (1), 66-112 Downloads View citations (2)
  3. ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY
    International Economic Review, 2022, 63, (3), 1165-1188 Downloads
    See also Working Paper Estimation of (static or dynamic) games under equilibrium multiplicity, LSE Research Online Documents on Economics (2022) Downloads (2022)
  4. Fixed-k Inference for Conditional Extremal Quantiles
    Journal of Business & Economic Statistics, 2022, 40, (2), 829-837 Downloads View citations (2)
    See also Working Paper Fixed-k Inference for Conditional Extremal Quantiles, Papers (2020) Downloads (2020)
  5. Multiway Cluster Robust Double/Debiased Machine Learning
    Journal of Business & Economic Statistics, 2022, 40, (3), 1046-1056 Downloads View citations (4)
    See also Working Paper Multiway Cluster Robust Double/Debiased Machine Learning, Papers (2020) Downloads View citations (5) (2020)
  6. Unconditional quantile regression with high‐dimensional data
    Quantitative Economics, 2022, 13, (3), 955-978 Downloads
    See also Working Paper Unconditional Quantile Regression with High Dimensional Data, Papers (2022) Downloads View citations (2) (2022)
  7. xtusreg: Software for dynamic panel regression under irregular time spacing
    Stata Journal, 2022, 22, (3), 713-724 Downloads

2021

  1. Quantile regression with interval data
    Econometric Reviews, 2021, 40, (6), 562-583 Downloads
  2. Robust inference in deconvolution
    Quantitative Economics, 2021, 12, (1), 109-142 Downloads View citations (7)

2020

  1. Estimating production functions with robustness against errors in the proxy variables
    Journal of Econometrics, 2020, 215, (2), 375-398 Downloads View citations (13)
  2. QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS
    Econometric Theory, 2020, 36, (6), 1167-1191 Downloads View citations (2)

2019

  1. Causal inference by quantile regression kink designs
    Journal of Econometrics, 2019, 210, (2), 405-433 Downloads View citations (7)
  2. Robust uniform inference for quantile treatment effects in regression discontinuity designs
    Journal of Econometrics, 2019, 211, (2), 589-618 Downloads View citations (10)
  3. Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics
    Quantitative Economics, 2019, 10, (4), 1495-1536 Downloads View citations (13)
  4. Uniform confidence bands for nonparametric errors-in-variables regression
    Journal of Econometrics, 2019, 213, (2), 516-555 Downloads View citations (16)

2018

  1. CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES
    Econometric Theory, 2018, 34, (1), 166-185 Downloads View citations (2)
  2. Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics
    Journal of Econometrics, 2018, 203, (2), 283-296 Downloads View citations (18)
  3. Uniform confidence bands in deconvolution with unknown error distribution
    Journal of Econometrics, 2018, 207, (1), 129-161 Downloads View citations (25)

2017

  1. IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS
    Econometric Theory, 2017, 33, (4), 955-979 Downloads View citations (10)
  2. ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE
    Econometric Theory, 2017, 33, (3), 664-690 Downloads View citations (6)
  3. Unequal spacing in dynamic panel data: Identification and estimation
    Journal of Econometrics, 2017, 196, (2), 320-330 Downloads View citations (8)

2015

  1. Closed-form estimation of nonparametric models with non-classical measurement errors
    Journal of Econometrics, 2015, 185, (2), 392-408 Downloads View citations (18)
  2. Estimation of heterogeneous autoregressive parameters with short panel data
    Journal of Econometrics, 2015, 188, (1), 219-235 Downloads View citations (9)
  3. Heterogeneity and selection in dynamic panel data
    Journal of Econometrics, 2015, 188, (1), 236-249 Downloads View citations (22)
  4. WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS?
    Econometric Theory, 2015, 31, (5), 1102-1116 Downloads View citations (17)

Software Items

2024

  1. TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV)
    Statistical Software Components, Boston College Department of Economics Downloads

2023

  1. ECIC: Stata module to perform estimation and inference for changes in changes at extreme quantiles
    Statistical Software Components, Boston College Department of Economics Downloads

2022

  1. CDECOMPOSE: Stata module to estimate canonical permanent-transitory state space models
    Statistical Software Components, Boston College Department of Economics Downloads
  2. CRHDREG: Stata module to estimate high-dimensional regressions based on cluster-robust double/debiased machine learning
    Statistical Software Components, Boston College Department of Economics Downloads
  3. DKDENSITY: Stata module for deconvolution kernel density estimation and construction of its uniform confidence band
    Statistical Software Components, Boston College Department of Economics Downloads
  4. EXQUANTILE: Stata module for estimation and inference for (conditional) extremal quantiles
    Statistical Software Components, Boston College Department of Economics Downloads
  5. NPSS: Stata module to estimate nonparametric heteroskedastic state space models
    Statistical Software Components, Boston College Department of Economics Downloads
  6. QRKD: Stata module to estimate and produce robust inference for heterogeneous causal effects of a continuous treatment in quantile regression kink designs
    Statistical Software Components, Boston College Department of Economics Downloads
  7. RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD)
    Statistical Software Components, Boston College Department of Economics Downloads
  8. REPORTERROR: Stata module to estimate true distribution from noisy measurements
    Statistical Software Components, Boston College Department of Economics Downloads
  9. ROBUSTATE: Stata module for estimation and inference for the average treatment effect (ATE) robustly against the limited overlap
    Statistical Software Components, Boston College Department of Economics Downloads
  10. ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables
    Statistical Software Components, Boston College Department of Economics Downloads
  11. TESTOUT: Stata module to execute diagnostic testing of outliers
    Statistical Software Components, Boston College Department of Economics Downloads
  12. XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects
    Statistical Software Components, Boston College Department of Economics Downloads

2021

  1. ITVALPCTILE: Stata module for estimation of interval-valued percentiles (quantiles) for interval-valued data
    Statistical Software Components, Boston College Department of Economics Downloads
  2. KOTLARSKI: Stata module to execute deconvolution kernel density estimation and produce a robust construction of its uniform confidence band
    Statistical Software Components, Boston College Department of Economics Downloads
  3. NPEIVREG: Stata module for estimation of nonparametric errors-in-variables (EIV) regression and construction of its uniform confidence band
    Statistical Software Components, Boston College Department of Economics Downloads
  4. RKQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression kink designs (RKD)
    Statistical Software Components, Boston College Department of Economics Downloads
  5. XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2024-06-25