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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 2020-10-21. Update your information in the RePEc Author Service.

Short-id: psa1792


Jump to Journal Articles Software Items

Working Papers

2020

  1. Estimation of (static or dynamic) games under equilibrium multiplicity
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2020) Downloads
  2. Fixed-k Inference for Conditional Extremal Quantiles
    Papers, arXiv.org Downloads
  3. Inference for high-dimensional exchangeable arrays
    Papers, arXiv.org Downloads
  4. Multiway Cluster Robust Double/Debiased Machine Learning
    Papers, arXiv.org Downloads View citations (2)
  5. Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators
    Papers, arXiv.org Downloads
  6. Unconditional Quantile Regression with High Dimensional Data
    Papers, arXiv.org Downloads

2019

  1. Inference based on Kotlarski's Identity
    Papers, arXiv.org Downloads View citations (3)
  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 (1)

2017

  1. Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function
    Papers, arXiv.org Downloads

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, 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 (5)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) Downloads View citations (2)

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

2020

  1. Estimating production functions with robustness against errors in the proxy variables
    Journal of Econometrics, 2020, 215, (2), 375-398 Downloads View citations (3)

2019

  1. Causal inference by quantile regression kink designs
    Journal of Econometrics, 2019, 210, (2), 405-433 Downloads View citations (3)
  2. Robust uniform inference for quantile treatment effects in regression discontinuity designs
    Journal of Econometrics, 2019, 211, (2), 589-618 Downloads View citations (7)
  3. Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics
    Quantitative Economics, 2019, 10, (4), 1495-1536 Downloads View citations (1)
  4. Uniform confidence bands for nonparametric errors-in-variables regression
    Journal of Econometrics, 2019, 213, (2), 516-555 Downloads View citations (5)

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 (1)
  2. Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics
    Journal of Econometrics, 2018, 203, (2), 283-296 Downloads View citations (10)
  3. Uniform confidence bands in deconvolution with unknown error distribution
    Journal of Econometrics, 2018, 207, (1), 129-161 Downloads View citations (15)

2017

  1. IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS
    Econometric Theory, 2017, 33, (4), 955-979 Downloads View citations (6)
  2. ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE
    Econometric Theory, 2017, 33, (3), 664-690 Downloads View citations (5)
  3. Unequal spacing in dynamic panel data: Identification and estimation
    Journal of Econometrics, 2017, 196, (2), 320-330 Downloads View citations (2)

2015

  1. Closed-form estimation of nonparametric models with non-classical measurement errors
    Journal of Econometrics, 2015, 185, (2), 392-408 Downloads View citations (12)
  2. Estimation of heterogeneous autoregressive parameters with short panel data
    Journal of Econometrics, 2015, 188, (1), 219-235 Downloads View citations (5)
  3. Heterogeneity and selection in dynamic panel data
    Journal of Econometrics, 2015, 188, (1), 236-249 Downloads View citations (13)
  4. WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS?
    Econometric Theory, 2015, 31, (5), 1102-1116 Downloads View citations (12)

Software Items

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

2020

  1. CDECOMPOSE: Stata module to estimate canonical permanent-transitory state space models
    Statistical Software Components, Boston College Department of Economics Downloads
  2. DKDENSITY: Stata module for deconvolution kernel density estimation and 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. NPSS: Stata module to estimate nonparametric heteroskedastic state space models
    Statistical Software Components, Boston College Department of Economics Downloads
  5. 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
  6. 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
  7. REPORTERROR: Stata module to estimate true distribution from noisy measurements
    Statistical Software Components, Boston College Department of Economics Downloads
  8. 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
  9. ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables
    Statistical Software Components, Boston College Department of Economics Downloads
  10. XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing
    Statistical Software Components, Boston College Department of Economics Downloads
 
Page updated 2021-02-27