Details about Yuya Sasaki

Access statistics for papers by Yuya Sasaki.

Last updated 2025-03-14. Update your information in the RePEc Author Service.

Short-id: psa1792

Working Papers

2025

1. Genuinely Robust Inference for Clustered Data
   Papers, arXiv.org
2. Matching $\leq$ Hybrid $\leq$ Difference in Differences
   Papers, arXiv.org
3. Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method
   Papers, arXiv.org View citations (3)
4. Uniform Limit Theory for Network Data
   Papers, arXiv.org

2024

5. A Bracketing Relationship for Long-Term Policy Evaluation with Combined Experimental and Observational Data
   Papers, arXiv.org
6. Estimation and Inference for Causal Functions with Multiway Clustered Data
   Papers, arXiv.org View citations (1)
7. Extremal quantiles of intermediate orders under two-way clustering
   Papers, arXiv.org
8. Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals
   Papers, arXiv.org
9. High-Dimensional Tail Index Regression: with An Application to Text Analyses of Viral Posts in Social Media
   Papers, arXiv.org
10. Non-Existent Moments of Earnings Growth
    Papers, arXiv.org
11. Regulation, Emissions and Productivity: Evidence from China’s Eleventh Five-Year Plan
    Staff Working Papers, Bank of Canada
12. The Informativeness of Combined Experimental and Observational Data under Dynamic Selection
    Papers, arXiv.org

2023

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

2022

19. Algorithmic subsampling under multiway clustering
    Papers, arXiv.org
20. Capital and Labor Income Pareto Exponents in the United States, 1916-2019
    Papers, arXiv.org View citations (2)
21. Dyadic double/debiased machine learning for analyzing determinants of free trade agreements
    Papers, arXiv.org
22. Estimation of (static or dynamic) games under equilibrium multiplicity
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library
    Also in STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2020) View citations (1)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) 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) (2022)
23. Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving
    Papers, arXiv.org
    Also in Departmental Working Papers, Southern Methodist University, Department of Economics (2022)
24. Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400
    Papers, arXiv.org
25. Inference in high-dimensional regression models without the exact or $L^p$ sparsity
    Papers, arXiv.org
26. Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments
    Papers, arXiv.org View citations (3)
    See also Journal Article Nonparametric difference-in-differences in repeated cross-sections with continuous treatments, Journal of Econometrics, Elsevier (2023) View citations (7) (2023)
27. Unconditional Quantile Regression with High Dimensional Data
    Papers, arXiv.org View citations (4)
    See also Journal Article Unconditional quantile regression with high‐dimensional data, Quantitative Economics, Econometric Society (2022) (2022)

2021

28. Inference for high-dimensional exchangeable arrays
    Papers, arXiv.org View citations (7)
    See also Journal Article Inference for High-Dimensional Exchangeable Arrays, Journal of the American Statistical Association, Taylor & Francis Journals (2023) View citations (2) (2023)
29. Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs
    Papers, arXiv.org View citations (2)
30. Slow Movers in Panel Data
    Papers, arXiv.org View citations (4)

2020

31. Fixed-k Inference for Conditional Extremal Quantiles
    Papers, arXiv.org
    See also Journal Article Fixed-k Inference for Conditional Extremal Quantiles, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) View citations (3) (2022)
32. Multiway Cluster Robust Double/Debiased Machine Learning
    Papers, arXiv.org View citations (5)
    See also Journal Article Multiway Cluster Robust Double/Debiased Machine Learning, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) View citations (9) (2022)
33. Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators
    Papers, arXiv.org
34. Welfare Analysis via Marginal Treatment Effects
    Papers, arXiv.org View citations (3)

2019

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

2017

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

2013

39. Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (11)
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (11)
    CeMMAP working papers, Institute for Fiscal Studies (2013)
40. Outcome Conditioned Treatment Effects
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (7)
    Also in CeMMAP working papers, Institute for Fiscal Studies (2013) View citations (1)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013) View citations (4)

2011

41. 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

2025

1. Best Paper Award: Econometric Reviews, 2024
   Econometric Reviews, 2025, 44, (1), 1-1
2. Fellows and scholars of Econometric Reviews, 2024
   Econometric Reviews, 2025, 44, (2), 245-245

2024

3. Best Paper Award
   Econometric Reviews, 2024, 43, (10), 850-850
4. Editorial
   Econometric Reviews, 2024, 43, (10), 848-849
5. Extreme Changes in Changes
   Journal of Business & Economic Statistics, 2024, 42, (2), 812-824
   See also Working Paper Extreme Changes in Changes, Papers (2023) View citations (1) (2023)
6. Identification of heterogeneous elasticities in gross-output production functions
   Journal of Econometrics, 2024, 238, (2) View citations (1)
7. On uniform confidence intervals for the tail index and the extreme quantile
   Journal of Econometrics, 2024, 244, (1)
8. On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV
   Journal of Business & Economic Statistics, 2024, 42, (4), 1133-1136
9. Testing and relaxing the exclusion restriction in the control function approach
   Journal of Econometrics, 2024, 240, (2) View citations (2)
10. Tuning parameter-free nonparametric density estimation from tabulated summary data
    Journal of Econometrics, 2024, 238, (1)
    See also Working Paper Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data, Papers (2023) (2023)

2023

11. 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 View citations (3)
12. Dynamic discrete choice models with incomplete data: Sharp identification
    Journal of Econometrics, 2023, 236, (1) View citations (1)
13. Estimation and inference for policy relevant treatment effects
    Journal of Econometrics, 2023, 234, (2), 394-450 View citations (2)
14. Inference for High-Dimensional Exchangeable Arrays
    Journal of the American Statistical Association, 2023, 118, (543), 1595-1605 View citations (2)
    See also Working Paper Inference for high-dimensional exchangeable arrays, Papers (2021) View citations (7) (2021)
15. Nonparametric difference-in-differences in repeated cross-sections with continuous treatments
    Journal of Econometrics, 2023, 234, (2), 664-690 View citations (7)
    See also Working Paper Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments, Papers (2022) View citations (3) (2022)
16. POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA
    Econometric Theory, 2023, 39, (3), 623-658
    See also Working Paper Post-Selection Inference in Three-Dimensional Panel Data, Papers (2019) View citations (2) (2019)
17. robustpf: A command for robust estimation of production functions
    Stata Journal, 2023, 23, (1), 86-96

2022

18. Average treatment effect estimates robust to the “limited overlap” problem: robustate
    Stata Journal, 2022, 22, (2), 344-354
19. ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS
    Econometric Theory, 2022, 38, (1), 66-112 View citations (3)
20. ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY
    International Economic Review, 2022, 63, (3), 1165-1188
    See also Working Paper Estimation of (static or dynamic) games under equilibrium multiplicity, LSE Research Online Documents on Economics (2022) (2022)
21. Fixed-k Inference for Conditional Extremal Quantiles
    Journal of Business & Economic Statistics, 2022, 40, (2), 829-837 View citations (3)
    See also Working Paper Fixed-k Inference for Conditional Extremal Quantiles, Papers (2020) (2020)
22. Multiway Cluster Robust Double/Debiased Machine Learning
    Journal of Business & Economic Statistics, 2022, 40, (3), 1046-1056 View citations (9)
    See also Working Paper Multiway Cluster Robust Double/Debiased Machine Learning, Papers (2020) View citations (5) (2020)
23. Unconditional quantile regression with high‐dimensional data
    Quantitative Economics, 2022, 13, (3), 955-978
    See also Working Paper Unconditional Quantile Regression with High Dimensional Data, Papers (2022) View citations (4) (2022)
24. xtusreg: Software for dynamic panel regression under irregular time spacing
    Stata Journal, 2022, 22, (3), 713-724

2021

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

2020

27. Estimating production functions with robustness against errors in the proxy variables
    Journal of Econometrics, 2020, 215, (2), 375-398 View citations (18)
28. QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS
    Econometric Theory, 2020, 36, (6), 1167-1191 View citations (2)

2019

29. Causal inference by quantile regression kink designs
    Journal of Econometrics, 2019, 210, (2), 405-433 View citations (8)
30. Robust uniform inference for quantile treatment effects in regression discontinuity designs
    Journal of Econometrics, 2019, 211, (2), 589-618 View citations (14)
31. Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics
    Quantitative Economics, 2019, 10, (4), 1495-1536 View citations (13)
32. Uniform confidence bands for nonparametric errors-in-variables regression
    Journal of Econometrics, 2019, 213, (2), 516-555 View citations (16)

2018

33. CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES
    Econometric Theory, 2018, 34, (1), 166-185 View citations (3)
34. Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics
    Journal of Econometrics, 2018, 203, (2), 283-296 View citations (19)
35. Uniform confidence bands in deconvolution with unknown error distribution
    Journal of Econometrics, 2018, 207, (1), 129-161 View citations (26)

2017

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

2015

39. Closed-form estimation of nonparametric models with non-classical measurement errors
    Journal of Econometrics, 2015, 185, (2), 392-408 View citations (18)
40. Estimation of heterogeneous autoregressive parameters with short panel data
    Journal of Econometrics, 2015, 188, (1), 219-235 View citations (11)
41. Heterogeneity and selection in dynamic panel data
    Journal of Econometrics, 2015, 188, (1), 236-249 View citations (23)
42. WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS?
    Econometric Theory, 2015, 31, (5), 1102-1116 View citations (18)

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
2. 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

2023

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

2022

4. CDECOMPOSE: Stata module to estimate canonical permanent-transitory state space models
   Statistical Software Components, Boston College Department of Economics
5. CRHDREG: Stata module to estimate high-dimensional regressions based on cluster-robust double/debiased machine learning
   Statistical Software Components, Boston College Department of Economics
6. DKDENSITY: Stata module for deconvolution kernel density estimation and construction of its uniform confidence band
   Statistical Software Components, Boston College Department of Economics
7. EXQUANTILE: Stata module for estimation and inference for (conditional) extremal quantiles
   Statistical Software Components, Boston College Department of Economics
8. NPSS: Stata module to estimate nonparametric heteroskedastic state space models
   Statistical Software Components, Boston College Department of Economics
9. 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
10. 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
11. REPORTERROR: Stata module to estimate true distribution from noisy measurements
    Statistical Software Components, Boston College Department of Economics
12. 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
13. ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables
    Statistical Software Components, Boston College Department of Economics
14. TESTOUT: Stata module to execute diagnostic testing of outliers
    Statistical Software Components, Boston College Department of Economics

2021

15. ITVALPCTILE: Stata module for estimation of interval-valued percentiles (quantiles) for interval-valued data
    Statistical Software Components, Boston College Department of Economics
16. 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
17. 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
18. 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
19. XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing
    Statistical Software Components, Boston College Department of Economics