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Yuya Sasaki

Personal Details

First Name:Yuya
Middle Name:
Last Name:Sasaki
Suffix:
RePEc Short-ID:psa1792
[This author has chosen not to make the email address public]
https://sites.google.com/site/yuyasasaki/

Affiliation

Department of Economics
Vanderbilt University

Nashville, Tennessee (United States)
http://www.vanderbilt.edu/econ/
RePEc:edi:devanus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Software

Working papers

  1. Harold D Chiang & Yuya Sasaki, 2023. "On Using The Two-Way Cluster-Robust Standard Errors," Papers 2301.13775, arXiv.org.
  2. Harold D. Chiang & Yuya Sasaki & Yulong Wang, 2023. "On the Inconsistency of Cluster-Robust Inference and How Subsampling Can Fix It," Papers 2308.10138, arXiv.org, revised Dec 2023.
  3. Yukun Ma & Pedro H. C. Sant'Anna & Yuya Sasaki & Takuya Ura, 2023. "Doubly Robust Estimators with Weak Overlap," Papers 2304.08974, arXiv.org, revised Apr 2023.
  4. Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2022. "Capital and Labor Income Pareto Exponents in the United States, 1916-2019," Papers 2206.04257, arXiv.org.
  5. Hao Dong & Yuya Sasaki, 2022. "Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving," Papers 2209.05914, arXiv.org.
  6. Yuya Sasaki & Yulong Wang, 2022. "Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method," Papers 2210.16991, arXiv.org, revised Dec 2022.
  7. Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2022. "Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data," Papers 2204.05480, arXiv.org, revised May 2023.
  8. Yuya Sasaki & Yulong Wang, 2022. "Extreme Changes in Changes," Papers 2211.14870, arXiv.org, revised May 2023.
  9. Silvia Sarpietro & Yuya Sasaki & Yulong Wang, 2022. "Non-Existent Moments of Earnings Growth," Papers 2203.08014, arXiv.org, revised Nov 2022.
  10. Harold D Chiang & Bruce E Hansen & Yuya Sasaki, 2022. "Standard errors for two-way clustering with serially correlated time effects," Papers 2201.11304, arXiv.org, revised Dec 2023.
  11. Jooyoung Cha & Harold D. Chiang & Yuya Sasaki, 2021. "Inference in high-dimensional regression models without the exact or $L^p$ sparsity," Papers 2108.09520, arXiv.org, revised Dec 2022.
  12. Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2021. "Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments," Papers 2104.14458, arXiv.org, revised May 2022.
  13. Yuya Sasaki & Takuya Ura, 2021. "Slow Movers in Panel Data," Papers 2110.12041, arXiv.org.
  14. Harold D Chiang & Yukun Ma & Joel Rodrigue & Yuya Sasaki, 2021. "Dyadic double/debiased machine learning for analyzing determinants of free trade agreements," Papers 2110.04365, arXiv.org, revised Dec 2022.
  15. Ji Hyung Lee & Yuya Sasaki & Alexis Akira Toda & Yulong Wang, 2021. "Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400," Papers 2105.10007, arXiv.org, revised Sep 2022.
  16. Harold D. Chiang & Kengo Kato & Yuya Sasaki & Takuya Ura, 2021. "Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs," Papers 2102.06586, arXiv.org.
  17. Harold D. Chiang & Jiatong Li & Yuya Sasaki, 2021. "Algorithmic subsampling under multiway clustering," Papers 2103.00557, arXiv.org, revised Oct 2022.
  18. Yuya Sasaki & Takuya Ura, 2020. "Welfare Analysis via Marginal Treatment Effects," Papers 2012.07624, arXiv.org.
  19. Yuya Sasaki & Yulong Wang, 2020. "Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators," Papers 2006.02541, arXiv.org, revised Sep 2020.
  20. Harold D. Chiang & Kengo Kato & Yuya Sasaki, 2020. "Inference for high-dimensional exchangeable arrays," Papers 2009.05150, arXiv.org, revised Jul 2021.
  21. Yuya Sasaki & Takuya Ura & Yichong Zhang, 2020. "Unconditional Quantile Regression with High Dimensional Data," Papers 2007.13659, arXiv.org, revised Feb 2022.
  22. Taisuke Otsu & Martin Pesendorfer & Yuya Sasaki & Yuya Takahashi, 2020. "Estimation of (static or dynamic) games under equilibrium multiplicity," STICERD - Econometrics Paper Series 611, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  23. Yuya Sasaki & Yulong Wang, 2019. "Fixed-k Inference for Conditional Extremal Quantiles," Papers 1909.00294, arXiv.org, revised Jul 2020.
  24. Harold D. Chiang & Kengo Kato & Yukun Ma & Yuya Sasaki, 2019. "Multiway Cluster Robust Double/Debiased Machine Learning," Papers 1909.03489, arXiv.org, revised Mar 2020.
  25. Harold D. Chiang & Joel Rodrigue & Yuya Sasaki, 2019. "Post-Selection Inference in Three-Dimensional Panel Data," Papers 1904.00211, arXiv.org, revised Apr 2019.
  26. Harold D. Chiang & Yuya Sasaki, 2019. "Lasso under Multi-way Clustering: Estimation and Post-selection Inference," Papers 1905.02107, arXiv.org, revised Aug 2019.
  27. Kengo Kato & Yuya Sasaki & Takuya Ura, 2018. "Inference based on Kotlarski's Identity," Papers 1808.09375, arXiv.org, revised Sep 2019.
  28. Tong Li & Yuya Sasaki, 2017. "Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function," Papers 1711.10031, arXiv.org.
  29. Xavier d'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2013. "Nonlinear difference-in-differences in repeated cross sections with continuous treatments," CeMMAP working papers 40/13, Institute for Fiscal Studies.
  30. Stefan Hoderlein & Yuya Sasaki, 2013. "Outcome conditioned treatment effects," CeMMAP working papers 39/13, Institute for Fiscal Studies.
  31. Stefan Hoderlein & Yuya Sasaki, 2011. "On the role of time in nonseparable panel data models," CeMMAP working papers CWP15/11, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

Articles

  1. D’Haultfœuille, Xavier & Hoderlein, Stefan & Sasaki, Yuya, 2023. "Nonparametric difference-in-differences in repeated cross-sections with continuous treatments," Journal of Econometrics, Elsevier, vol. 234(2), pages 664-690.
  2. Harold D. Chiang & Kengo Kato & Yuya Sasaki, 2023. "Inference for High-Dimensional Exchangeable Arrays," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 118(543), pages 1595-1605, July.
  3. Sasaki, Yuya & Ura, Takuya, 2023. "Estimation and inference for policy relevant treatment effects," Journal of Econometrics, Elsevier, vol. 234(2), pages 394-450.
  4. Yingyao Hu & Guofang Huang & Yuya Sasaki, 2023. "robustpf: A command for robust estimation of production functions," Stata Journal, StataCorp LP, vol. 23(1), pages 86-96, March.
  5. Chiang, Harold D. & Rodrigue, Joel & Sasaki, Yuya, 2023. "Post-Selection Inference In Three-Dimensional Panel Data," Econometric Theory, Cambridge University Press, vol. 39(3), pages 623-658, June.
  6. Yuya Sasaki & Yulong Wang, 2023. "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, Taylor & Francis Journals, vol. 41(2), pages 339-348, April.
  7. Sasaki, Yuya & Takahashi, Yuya & Xin, Yi & Hu, Yingyao, 2023. "Dynamic discrete choice models with incomplete data: Sharp identification," Journal of Econometrics, Elsevier, vol. 236(1).
  8. Yuya Sasaki & Takuya Ura, 2022. "Average treatment effect estimates robust to the “limited overlap” problem: robustate," Stata Journal, StataCorp LP, vol. 22(2), pages 344-354, June.
  9. Harold D. Chiang & Kengo Kato & Yukun Ma & Yuya Sasaki, 2022. "Multiway Cluster Robust Double/Debiased Machine Learning," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1046-1056, June.
  10. Taisuke Otsu & Martin Pesendorfer & Yuya Sasaki & Yuya Takahashi, 2022. "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, vol. 63(3), pages 1165-1188, August.
  11. Yuya Sasaki & Yi Xin, 2022. "xtusreg: Software for dynamic panel regression under irregular time spacing," Stata Journal, StataCorp LP, vol. 22(3), pages 713-724, September.
  12. Sasaki, Yuya & Ura, Takuya, 2022. "Estimation And Inference For Moments Of Ratios With Robustness Against Large Trimming Bias," Econometric Theory, Cambridge University Press, vol. 38(1), pages 66-112, February.
  13. Yuya Sasaki & Yulong Wang, 2022. "Fixed-k Inference for Conditional Extremal Quantiles," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(2), pages 829-837, April.
  14. Yuya Sasaki & Takuya Ura & Yichong Zhang, 2022. "Unconditional quantile regression with high‐dimensional data," Quantitative Economics, Econometric Society, vol. 13(3), pages 955-978, July.
  15. Arie Beresteanu & Yuya Sasaki, 2021. "Quantile regression with interval data," Econometric Reviews, Taylor & Francis Journals, vol. 40(6), pages 562-583, July.
  16. Kengo Kato & Yuya Sasaki & Takuya Ura, 2021. "Robust inference in deconvolution," Quantitative Economics, Econometric Society, vol. 12(1), pages 109-142, January.
  17. Chen, Heng & Chiang, Harold D. & Sasaki, Yuya, 2020. "Quantile Treatment Effects In Regression Kink Designs," Econometric Theory, Cambridge University Press, vol. 36(6), pages 1167-1191, December.
  18. Hu, Yingyao & Huang, Guofang & Sasaki, Yuya, 2020. "Estimating production functions with robustness against errors in the proxy variables," Journal of Econometrics, Elsevier, vol. 215(2), pages 375-398.
  19. Yingyao Hu & Robert Moffitt & Yuya Sasaki, 2019. "Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics," Quantitative Economics, Econometric Society, vol. 10(4), pages 1495-1536, November.
  20. Chiang, Harold D. & Sasaki, Yuya, 2019. "Causal inference by quantile regression kink designs," Journal of Econometrics, Elsevier, vol. 210(2), pages 405-433.
  21. Kato, Kengo & Sasaki, Yuya, 2019. "Uniform confidence bands for nonparametric errors-in-variables regression," Journal of Econometrics, Elsevier, vol. 213(2), pages 516-555.
  22. Chiang, Harold D. & Hsu, Yu-Chin & Sasaki, Yuya, 2019. "Robust uniform inference for quantile treatment effects in regression discontinuity designs," Journal of Econometrics, Elsevier, vol. 211(2), pages 589-618.
  23. Kato, Kengo & Sasaki, Yuya, 2018. "Uniform confidence bands in deconvolution with unknown error distribution," Journal of Econometrics, Elsevier, vol. 207(1), pages 129-161.
  24. Botosaru, Irene & Sasaki, Yuya, 2018. "Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics," Journal of Econometrics, Elsevier, vol. 203(2), pages 283-296.
  25. Hu, Yingyao & Sasaki, Yuya, 2018. "Closed-Form Identification Of Dynamic Discrete Choice Models With Proxies For Unobserved State Variables," Econometric Theory, Cambridge University Press, vol. 34(1), pages 166-185, February.
  26. Kato, Ryutah & Sasaki, Yuya, 2017. "On Using Linear Quantile Regressions For Causal Inference," Econometric Theory, Cambridge University Press, vol. 33(3), pages 664-690, June.
  27. Sasaki, Yuya & Xin, Yi, 2017. "Unequal spacing in dynamic panel data: Identification and estimation," Journal of Econometrics, Elsevier, vol. 196(2), pages 320-330.
  28. Hu, Yingyao & Sasaki, Yuya, 2017. "Identification Of Paired Nonseparable Measurement Error Models," Econometric Theory, Cambridge University Press, vol. 33(4), pages 955-979, August.
  29. Mavroeidis, Sophocles & Sasaki, Yuya & Welch, Ivo, 2015. "Estimation of heterogeneous autoregressive parameters with short panel data," Journal of Econometrics, Elsevier, vol. 188(1), pages 219-235.
  30. Sasaki, Yuya, 2015. "What Do Quantile Regressions Identify For General Structural Functions?," Econometric Theory, Cambridge University Press, vol. 31(5), pages 1102-1116, October.
  31. Sasaki, Yuya, 2015. "Heterogeneity and selection in dynamic panel data," Journal of Econometrics, Elsevier, vol. 188(1), pages 236-249.
  32. Hu, Yingyao & Sasaki, Yuya, 2015. "Closed-form estimation of nonparametric models with non-classical measurement errors," Journal of Econometrics, Elsevier, vol. 185(2), pages 392-408.

Software components

  1. Yuya Sasaki & Yulong Wang, 2023. "ECIC: Stata module to perform estimation and inference for changes in changes at extreme quantiles," Statistical Software Components S459194, Boston College Department of Economics, revised 20 Aug 2023.
  2. Harold D. Chiang & Bruce E. Hansen & Yuya Sasaki, 2022. "XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects," Statistical Software Components S459110, Boston College Department of Economics.
  3. Harold D. Chiang & Kengo Kato & Yukun Ma & Yuya Sasaki, 2022. "CRHDREG: Stata module to estimate high-dimensional regressions based on cluster-robust double/debiased machine learning," Statistical Software Components S459091, Boston College Department of Economics.
  4. Yuya Sasaki & Yulong Wang, 2022. "EXQUANTILE: Stata module for estimation and inference for (conditional) extremal quantiles," Statistical Software Components S459081, Boston College Department of Economics.
  5. Yuya Sasaki & Yulong Wang, 2022. "TESTOUT: Stata module to execute diagnostic testing of outliers," Statistical Software Components S459036, Boston College Department of Economics, revised 10 Jun 2022.
  6. Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki, 2021. "TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV)," Statistical Software Components S459015, Boston College Department of Economics.
  7. Kengo Kato & Yuya Sasaki & Takuya Ura, 2021. "KOTLARSKI: Stata module to execute deconvolution kernel density estimation and produce a robust construction of its uniform confidence band," Statistical Software Components S458897, Boston College Department of Economics, revised 17 Nov 2021.
  8. Yuya Sasaki & Takuya Ura, 2021. "ROBUSTATE: Stata module for estimation and inference for the average treatment effect (ATE) robustly against the limited overlap," Statistical Software Components S458930, Boston College Department of Economics, revised 16 Apr 2022.
  9. Arie Beresteanu & Yuya Sasaki, 2021. "ITVALPCTILE: Stata module for estimation of interval-valued percentiles (quantiles) for interval-valued data," Statistical Software Components S458905, Boston College Department of Economics, revised 24 Nov 2021.
  10. Kengo Kato & Yuya Sasaki, 2020. "NPEIVREG: Stata module for estimation of nonparametric errors-in-variables (EIV) regression and construction of its uniform confidence band," Statistical Software Components S458791, Boston College Department of Economics, revised 23 Dec 2021.
  11. Yuya Sasaki & Yi Xin, 2020. "XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing," Statistical Software Components S458768, Boston College Department of Economics, revised 15 Dec 2021.
  12. Kengo Kato & Yuya Sasaki, 2020. "DKDENSITY: Stata module for deconvolution kernel density estimation and construction of its uniform confidence band," Statistical Software Components S458776, Boston College Department of Economics, revised 01 May 2022.
  13. Yingyao Hu & Yuya Sasaki, 2020. "REPORTERROR: Stata module to estimate true distribution from noisy measurements," Statistical Software Components S458766, Boston College Department of Economics, revised 15 May 2022.
  14. Heng Chen & Harold. D. Chiang & Yuya Sasaki, 2020. "RKQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression kink designs (RKD)," Statistical Software Components S458887, Boston College Department of Economics, revised 08 Dec 2021.
  15. Yingyao Hu & Guofang Huang & Yuya Sasaki, 2020. "ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables," Statistical Software Components S458792, Boston College Department of Economics, revised 23 Sep 2022.
  16. Irene Botosaru & Yuya Sasaki, 2020. "NPSS: Stata module to estimate nonparametric heteroskedastic state space models," Statistical Software Components S458772, Boston College Department of Economics, revised 18 Mar 2022.
  17. Harold D. Chiang & Yu-Chin Hsu & Yuya Sasaki, 2020. "RDQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression discontinuity designs (RDD)," Statistical Software Components S458789, Boston College Department of Economics, revised 18 Jan 2022.
  18. Harold D. Chiang & Yuya Sasaki, 2020. "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 S458783, Boston College Department of Economics, revised 28 Feb 2022.
  19. Yingyao Hu & Robert Moffitt & Yuya Sasaki, 2020. "CDECOMPOSE: Stata module to estimate canonical permanent-transitory state space models," Statistical Software Components S458788, Boston College Department of Economics, revised 04 Feb 2022.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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  4. Number of Abstract Views in RePEc Services over the past 12 months
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 30 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (25) 2011-05-24 2013-08-31 2013-11-14 2018-09-17 2019-04-08 2019-05-13 2019-09-09 2019-09-16 2020-06-29 2020-07-27 2020-08-31 2020-10-05 2021-02-22 2021-05-03 2021-08-30 2021-10-18 2021-11-01 2022-03-07 2022-05-16 2022-10-03 2022-12-05 2023-01-09 2023-02-27 2023-05-15 2023-10-02. Author is listed
  2. NEP-BIG: Big Data (3) 2019-09-16 2021-08-30 2021-10-18
  3. NEP-CMP: Computational Economics (2) 2019-09-16 2021-10-18
  4. NEP-GTH: Game Theory (2) 2020-07-27 2023-07-24
  5. NEP-ORE: Operations Research (2) 2021-08-30 2022-03-07
  6. NEP-PUB: Public Finance (2) 2021-05-31 2022-08-08
  7. NEP-RMG: Risk Management (2) 2019-09-09 2022-05-02
  8. NEP-DCM: Discrete Choice Models (1) 2021-11-01
  9. NEP-EFF: Efficiency & Productivity (1) 2018-01-22
  10. NEP-EXP: Experimental Economics (1) 2013-11-14
  11. NEP-FDG: Financial Development & Growth (1) 2022-08-08
  12. NEP-INT: International Trade (1) 2021-10-18
  13. NEP-ISF: Islamic Finance (1) 2021-08-30
  14. NEP-NET: Network Economics (1) 2021-10-18
  15. NEP-PBE: Public Economics (1) 2021-05-31

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