Yuya Sasaki : Citation Profile


Are you Yuya Sasaki?

Vanderbilt University

7

H index

6

i10 index

122

Citations

RESEARCH PRODUCTION:

15

Articles

16

Papers

RESEARCH ACTIVITY:

   9 years (2011 - 2020). See details.
   Cites by year: 13
   Journals where Yuya Sasaki has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 9 (6.87 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psa1792
   Updated: 2021-01-16    RAS profile: 2020-10-21    
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Relations with other researchers


Works with:

CHIANG, HAROLD (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yuya Sasaki.

Is cited by:

Yanagi, Takahide (7)

Millimet, Daniel (5)

Okui, Ryo (5)

Taylor, Luke (5)

Bonhomme, Stéphane (5)

Chernozhukov, Victor (5)

Blundell, Richard (5)

Arellano, Manuel (5)

Labeaga, Jose (4)

Whang, Yoon-Jae (4)

Fernandez-Val, Ivan (4)

Cites to:

Schennach, Susanne (20)

Imbens, Guido (15)

Wooldridge, Jeffrey (12)

Chernozhukov, Victor (12)

Hu, Yingyao (10)

Cattaneo, Matias (9)

Heckman, James (9)

Cawley, John (9)

Calonico, Sebastian (9)

Hoderlein, Stefan (8)

hoderlein, stefan (8)

Main data


Where Yuya Sasaki has published?


Journals with more than one article published# docs
Journal of Econometrics10
Econometric Theory4

Working Papers Series with more than one paper published# docs
Papers / arXiv.org9
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies3
Boston College Working Papers in Economics / Boston College Department of Economics2

Recent works citing Yuya Sasaki (2021 and 2020)


YearTitle of citing document
2020Honest confidence sets in nonparametric IV regression and other ill-posed models. (2019). Babii, Andrii. In: Papers. RePEc:arx:papers:1611.03015.

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2020A General Weighted Average Representation of the Ordinary and Two-Stage Least Squares Estimands. (2018). Sloczy, Tymon. In: Papers. RePEc:arx:papers:1810.01576.

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2020Identification and Estimation of Group-Level Partial Effects. (2018). Nagasawa, Kenichi. In: Papers. RePEc:arx:papers:1811.00667.

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2020Estimation and HAC-based Inference for Machine Learning Time Series Regressions. (2019). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:1912.06307.

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2020Panel Data Quantile Regression for Treatment Effect Models. (2020). Ishihara, Takuya. In: Papers. RePEc:arx:papers:2001.04324.

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2020Fair Policy Targeting. (2020). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2005.12395.

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2020Machine 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.

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2020Coverage Optimal Empirical Likelihood Inference for Regression Discontinuity Design. (2020). Yu, Zhengfei ; Ma, Jun. In: Papers. RePEc:arx:papers:2008.09263.

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2020Empirical likelihood and uniform convergence rates for dyadic kernel density estimation. (2020). Tan, Bing Yang ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2010.08838.

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2020Endogeneity Corrected Stochastic Frontier with Market Imperfections. (2020). Neogi, Chiranjib ; Maiti, Dibyendu. In: Working papers. RePEc:cde:cdewps:313.

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2020Estimating 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.

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2020On 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.

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2020Inference 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.

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2020Identification 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.

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2020Nonparametric 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.

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2020A 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.

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2020Random 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.

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2020Average derivative estimation under measurement error. (2020). Taylor, Luke ; Dong, Hao ; Otsu, Taisuke. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106489.

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2020Consistent estimation of panel data sample selection models. (2020). Labeaga, Jose ; Jimenez-Martin, Sergi ; al Sadoon, Majid. In: Working Papers. RePEc:fda:fdaddt:2020-06.

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2020Propensity 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.

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2020Propensity 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.

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2020Quantile Regression with Interval Data. (2020). Beresteanu, Arie. In: Working Paper. RePEc:pit:wpaper:6899.

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2020Identification of Time Preferences in Dynamic Discrete Choice Models: Exploiting Choice Restrictions. (2020). Schneider, Ulrich. In: MPRA Paper. RePEc:pra:mprapa:102137.

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2020Nonparametric Significance Testing in Measurement Error Models. (2020). Taylor, Luke ; Dong, Hao. In: Departmental Working Papers. RePEc:smu:ecowpa:2003.

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2020Propensity 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.

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2020Estimation, Inference, and Interpretation in the Regression Discontinuity Design. (2020). Lalive, Rafael ; Melly, Blaise. In: Diskussionsschriften. RePEc:ube:dpvwib:dp2016.

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2020Identification and Estimation of Group-Level Partial Effects. (2020). Nagasawa, Kenichi . In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1243.

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Works by Yuya Sasaki:


YearTitleTypeCited
2017Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function In: Papers.
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2019Inference based on Kotlarskis Identity In: Papers.
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paper3
2019Post-Selection Inference in Three-Dimensional Panel Data In: Papers.
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paper1
2019Lasso under Multi-way Clustering: Estimation and Post-selection Inference In: Papers.
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paper1
2020Fixed-k Inference for Conditional Extremal Quantiles In: Papers.
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paper0
2020Multiway Cluster Robust Double/Debiased Machine Learning In: Papers.
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paper1
2020Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators In: Papers.
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paper0
2020Unconditional Quantile Regression with High Dimensional Data In: Papers.
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paper0
2020Inference for high-dimensional exchangeable arrays In: Papers.
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paper1
2013Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments In: Boston College Working Papers in Economics.
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paper18
2013Nonlinear difference-in-differences in repeated cross sections with continuous treatments.(2013) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 18
paper
2013Outcome Conditioned Treatment Effects In: Boston College Working Papers in Economics.
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paper3
2013Outcome conditioned treatment effects.(2013) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 3
paper
2020Estimation of (static or dynamic) games under equilibrium multiplicity In: STICERD - Econometrics Paper Series.
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paper0
2020Estimation of (static or dynamic) games under equilibrium multiplicity.(2020) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2015WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? In: Econometric Theory.
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article11
2017ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE In: Econometric Theory.
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article5
2017IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS In: Econometric Theory.
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article6
2018CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES In: Econometric Theory.
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article1
2015Closed-form estimation of nonparametric models with non-classical measurement errors In: Journal of Econometrics.
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article11
2015Estimation of heterogeneous autoregressive parameters with short panel data In: Journal of Econometrics.
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article6
2015Heterogeneity and selection in dynamic panel data In: Journal of Econometrics.
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article11
2017Unequal spacing in dynamic panel data: Identification and estimation In: Journal of Econometrics.
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article3
2018Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics In: Journal of Econometrics.
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article10
2018Uniform confidence bands in deconvolution with unknown error distribution In: Journal of Econometrics.
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article14
2019Causal inference by quantile regression kink designs In: Journal of Econometrics.
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article1
2019Robust uniform inference for quantile treatment effects in regression discontinuity designs In: Journal of Econometrics.
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article7
2019Uniform confidence bands for nonparametric errors-in-variables regression In: Journal of Econometrics.
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article5
2020Estimating production functions with robustness against errors in the proxy variables In: Journal of Econometrics.
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article2
2011On the role of time in nonseparable panel data models In: CeMMAP working papers.
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paper0
2019Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics In: Quantitative Economics.
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article1

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