7
H index
6
i10 index
122
Citations
Vanderbilt University | 7 H index 6 i10 index 122 Citations RESEARCH PRODUCTION: 15 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yuya Sasaki. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 10 |
Econometric Theory | 4 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 9 |
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies | 3 |
Boston College Working Papers in Economics / Boston College Department of Economics | 2 |
Year | Title of citing document |
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2020 | Honest confidence sets in nonparametric IV regression and other ill-posed models. (2019). Babii, Andrii. In: Papers. RePEc:arx:papers:1611.03015. Full description at Econpapers || Download paper |
2020 | A General Weighted Average Representation of the Ordinary and Two-Stage Least Squares Estimands. (2018). Sloczy, Tymon. In: Papers. RePEc:arx:papers:1810.01576. Full description at Econpapers || Download paper |
2020 | Identification and Estimation of Group-Level Partial Effects. (2018). Nagasawa, Kenichi. In: Papers. RePEc:arx:papers:1811.00667. Full description at Econpapers || Download paper |
2020 | Estimation and HAC-based Inference for Machine Learning Time Series Regressions. (2019). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:1912.06307. Full description at Econpapers || Download paper |
2020 | Panel Data Quantile Regression for Treatment Effect Models. (2020). Ishihara, Takuya. In: Papers. RePEc:arx:papers:2001.04324. Full description at Econpapers || Download paper |
2020 | Fair Policy Targeting. (2020). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2005.12395. Full description at Econpapers || Download paper |
2020 | Machine Learning Panel Data Regressions with an Application to Nowcasting Price Earnings Ratios. (2020). Striaukas, Jonas ; Ghysels, Eric ; Ball, Ryan T ; Babii, Andrii. In: Papers. RePEc:arx:papers:2008.03600. Full description at Econpapers || Download paper |
2020 | Coverage Optimal Empirical Likelihood Inference for Regression Discontinuity Design. (2020). Yu, Zhengfei ; Ma, Jun. In: Papers. RePEc:arx:papers:2008.09263. Full description at Econpapers || Download paper |
2020 | Empirical likelihood and uniform convergence rates for dyadic kernel density estimation. (2020). Tan, Bing Yang ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2010.08838. Full description at Econpapers || Download paper |
2020 | Endogeneity Corrected Stochastic Frontier with Market Imperfections. (2020). Neogi, Chiranjib ; Maiti, Dibyendu. In: Working papers. RePEc:cde:cdewps:313. Full description at Econpapers || Download paper |
2020 | Estimating dynamic binary choice models using irregularly spaced panel data. (2020). Hu, Chaoran ; Myers, Robert J ; Chen, Maolong. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301567. Full description at Econpapers || Download paper |
2020 | On the identification of joint distributions using marginals and aggregates. (2020). Felt, Marie-Helene. In: Economics Letters. RePEc:eee:ecolet:v:194:y:2020:i:c:s016517652030269x. Full description at Econpapers || Download paper |
2020 | Inference on distribution functions under measurement error. (2020). Whang, Yoon-Jae ; Otsu, Taisuke ; Kurisu, Daisuke ; Adusumilli, Karun. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:131-164. Full description at Econpapers || Download paper |
2020 | Identification and estimation of time-varying nonseparable panel data models without stayers. (2020). Ishihara, Takuya. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:184-208. Full description at Econpapers || Download paper |
2020 | Nonparametric identification of discrete choice models with lagged dependent variables. (2020). Williams, Benjamin. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:1:p:286-304. Full description at Econpapers || Download paper |
2020 | A generalization of Lemma 1 in Kotlarski (1967). (2020). Zheng, Xunjie ; Li, Siran. In: Statistics & Probability Letters. RePEc:eee:stapro:v:165:y:2020:i:c:s0167715220301176. Full description at Econpapers || Download paper |
2020 | Random effects dynamic panel models for unequally-spaced multivariate categorical repeated measures: an application to child-parent exchanges of support. (2020). Grundy, Emily ; Steele, Fiona. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106255. Full description at Econpapers || Download paper |
2020 | Average derivative estimation under measurement error. (2020). Taylor, Luke ; Dong, Hao ; Otsu, Taisuke. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106489. Full description at Econpapers || Download paper |
2020 | Consistent estimation of panel data sample selection models. (2020). Labeaga, Jose ; Jimenez-Martin, Sergi ; al Sadoon, Majid. In: Working Papers. RePEc:fda:fdaddt:2020-06. Full description at Econpapers || Download paper |
2020 | Propensity Score Weighting with Mismeasured Covariates: An Application to Two Financial Literacy Interventions. (2020). Millimet, Daniel ; Dong, Hao. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:290-:d:448984. Full description at Econpapers || Download paper |
2020 | Propensity Score Weighting with Mismeasured Covariates: An Application to Two Financial Literacy Interventions. (2020). Millimet, Daniel L ; Dong, Hao. In: IZA Discussion Papers. RePEc:iza:izadps:dp13893. Full description at Econpapers || Download paper |
2020 | Quantile Regression with Interval Data. (2020). Beresteanu, Arie. In: Working Paper. RePEc:pit:wpaper:6899. Full description at Econpapers || Download paper |
2020 | Identification of Time Preferences in Dynamic Discrete Choice Models: Exploiting Choice Restrictions. (2020). Schneider, Ulrich. In: MPRA Paper. RePEc:pra:mprapa:102137. Full description at Econpapers || Download paper |
2020 | Nonparametric Significance Testing in Measurement Error Models. (2020). Taylor, Luke ; Dong, Hao. In: Departmental Working Papers. RePEc:smu:ecowpa:2003. Full description at Econpapers || Download paper |
2020 | Propensity Score Weighting with Mismeasured Covariates: An Application to Two Financial Literacy Interventions. (2020). Millimet, Daniel ; Dong, Hao. In: Departmental Working Papers. RePEc:smu:ecowpa:2013. Full description at Econpapers || Download paper |
2020 | Estimation, Inference, and Interpretation in the Regression Discontinuity Design. (2020). Lalive, Rafael ; Melly, Blaise. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2016. Full description at Econpapers || Download paper |
2020 | Identification and Estimation of Group-Level Partial Effects. (2020). Nagasawa, Kenichi . In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1243. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function In: Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Inference based on Kotlarskis Identity In: Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Post-Selection Inference in Three-Dimensional Panel Data In: Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Lasso under Multi-way Clustering: Estimation and Post-selection Inference In: Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Fixed-k Inference for Conditional Extremal Quantiles In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Multiway Cluster Robust Double/Debiased Machine Learning In: Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Unconditional Quantile Regression with High Dimensional Data In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Inference for high-dimensional exchangeable arrays In: Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 18 |
2013 | Nonlinear difference-in-differences in repeated cross sections with continuous treatments.(2013) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2013 | Outcome Conditioned Treatment Effects In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
2013 | Outcome conditioned treatment effects.(2013) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2020 | Estimation of (static or dynamic) games under equilibrium multiplicity In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Estimation of (static or dynamic) games under equilibrium multiplicity.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2015 | WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? In: Econometric Theory. [Full Text][Citation analysis] | article | 11 |
2017 | ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE In: Econometric Theory. [Full Text][Citation analysis] | article | 5 |
2017 | IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
2018 | CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
2015 | Closed-form estimation of nonparametric models with non-classical measurement errors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
2015 | Estimation of heterogeneous autoregressive parameters with short panel data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
2015 | Heterogeneity and selection in dynamic panel data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
2017 | Unequal spacing in dynamic panel data: Identification and estimation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 3 |
2018 | Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
2018 | Uniform confidence bands in deconvolution with unknown error distribution In: Journal of Econometrics. [Full Text][Citation analysis] | article | 14 |
2019 | Causal inference by quantile regression kink designs In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
2019 | Robust uniform inference for quantile treatment effects in regression discontinuity designs In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
2019 | Uniform confidence bands for nonparametric errors-in-variables regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
2020 | Estimating production functions with robustness against errors in the proxy variables In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
2011 | On the role of time in nonseparable panel data models In: CeMMAP working papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Semiparametric estimation of the canonical permanentâ€transitory model of earnings dynamics In: Quantitative Economics. [Full Text][Citation analysis] | article | 1 |
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