Details about Yuya Sasaki

Access statistics for papers by Yuya Sasaki.

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

Short-id: psa1792

Working Papers

2020

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

2019

7. Inference based on Kotlarski's Identity
   Papers, arXiv.org View citations (3)
8. Lasso under Multi-way Clustering: Estimation and Post-selection Inference
   Papers, arXiv.org View citations (3)
9. Post-Selection Inference in Three-Dimensional Panel Data
   Papers, arXiv.org View citations (1)

2017

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

2013

11. Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (14)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (11)
12. Outcome Conditioned Treatment Effects
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (5)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (2)

2011

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

Journal Articles

2020

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

2019

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

2018

6. CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES
   Econometric Theory, 2018, 34, (1), 166-185 View citations (1)
7. Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics
   Journal of Econometrics, 2018, 203, (2), 283-296 View citations (10)
8. Uniform confidence bands in deconvolution with unknown error distribution
   Journal of Econometrics, 2018, 207, (1), 129-161 View citations (15)

2017

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

2015

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

2020

3. CDECOMPOSE: Stata module to estimate canonical permanent-transitory state space models
   Statistical Software Components, Boston College Department of Economics
4. DKDENSITY: Stata module for deconvolution kernel density estimation and construction of its uniform confidence band
   Statistical Software Components, Boston College Department of Economics
5. 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
6. NPSS: Stata module to estimate nonparametric heteroskedastic state space models
   Statistical Software Components, Boston College Department of Economics
7. 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
8. 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
9. REPORTERROR: Stata module to estimate true distribution from noisy measurements
   Statistical Software Components, Boston College Department of Economics
10. 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
11. ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables
    Statistical Software Components, Boston College Department of Economics
12. XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing
    Statistical Software Components, Boston College Department of Economics