Yuya Sasaki : Citation Profile


Are you Yuya Sasaki?

Vanderbilt University

8

H index

6

i10 index

155

Citations

RESEARCH PRODUCTION:

18

Articles

24

Papers

RESEARCH ACTIVITY:

   11 years (2011 - 2022). See details.
   Cites by year: 14
   Journals where Yuya Sasaki has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 13 (7.74 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psa1792
   Updated: 2022-05-21    RAS profile: 2021-11-02    
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Relations with other researchers


Works with:

Hu, Yingyao (4)

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:

Arellano, Manuel (10)

Chernozhukov, Victor (7)

Hu, Yingyao (6)

Fernandez-Val, Ivan (6)

Yanagi, Takahide (6)

Millimet, Daniel (6)

Blundell, Richard (5)

Bonhomme, Stéphane (5)

Taylor, Luke (5)

D'Haultfoeuille, Xavier (5)

Whang, Yoon-Jae (4)

Cites to:

Schennach, Susanne (32)

Heckman, James (24)

Chernozhukov, Victor (18)

Imbens, Guido (15)

Hu, Yingyao (13)

Wooldridge, Jeffrey (12)

Vytlacil, Edward (11)

Li, Tong (10)

Hahn, Jinyong (10)

Newey, Whitney (10)

Cattaneo, Matias (9)

Main data


Where Yuya Sasaki has published?


Journals with more than one article published# docs
Journal of Econometrics10
Econometric Theory5
Quantitative Economics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org17
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 (2022 and 2021)


YearTitle of citing document
2021The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715.

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2021Identification and Estimation of Group-Level Partial Effects. (2018). Nagasawa, Kenichi. In: Papers. RePEc:arx:papers:1811.00667.

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2022Nonparametric Identification of First-Price Auction with Unobserved Competition: A Density Discontinuity Framework. (2019). Luo, Yao ; Guerre, Emmanuel. In: Papers. RePEc:arx:papers:1908.05476.

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2021Estimation 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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2021Panel Data Quantile Regression for Treatment Effect Models. (2020). Ishihara, Takuya. In: Papers. RePEc:arx:papers:2001.04324.

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2021Fair Policy Targeting. (2020). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2005.12395.

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2021Machine 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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2022Empirical 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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2021Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression. (2020). Niu, Fengshi ; Graham, Bryan S ; Powell, James L. In: Papers. RePEc:arx:papers:2012.08444.

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2021Non-Manipulable Machine Learning: The Incentive Compatibility of Lasso. (2021). Eliaz, Kfir ; Caner, Mehmet. In: Papers. RePEc:arx:papers:2101.01144.

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2021DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python. (2021). Spindler, Martin ; Kurz, Malte S ; Chernozhukov, Victor ; Bach, Philipp. In: Papers. RePEc:arx:papers:2104.03220.

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2021Generalized Linear Models with Structured Sparsity Estimators. (2021). Caner, Mehmet. In: Papers. RePEc:arx:papers:2104.14371.

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2021Inference on Individual Treatment Effects in Nonseparable Triangular Models. (2021). Yu, Zhengfei ; Marmer, Vadim. In: Papers. RePEc:arx:papers:2107.05559.

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2022Regression Discontinuity Designs. (2021). Titiunik, Rocio ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2108.09400.

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2022Difference-in-Differences Estimators for Treatments Continuously Distributed at Every Period. (2022). Pasquier, F'Elix ; D'Haultfoeuille, Xavier ; de Chaisemartin, Cl'Ement ; Vazquez-Bare, Gonzalo. In: Papers. RePEc:arx:papers:2201.06898.

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2022Standard errors for two-way clustering with serially correlated time effects. (2022). Sasaki, Yuya ; Hansen, Bruce E ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2201.11304.

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2022Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes. (2022). Vella, Francis ; Fernandez-Val, Ivan ; Liao, Yuan ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2202.04154.

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2022Personalized Subsidy Rules. (2022). Chen, Yu-Chang ; Xie, Haitian. In: Papers. RePEc:arx:papers:2202.13545.

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2022How Unequally Heavy Are the Tails of the Distributions of Income Growth?. (2022). Sarpietro, Silvia ; Wang, Yulong ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:2203.08014.

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2022Nonlinear and Nonseparable Structural Functions in Fuzzy Regression Discontinuity Designs. (2022). Xie, Haitian. In: Papers. RePEc:arx:papers:2204.08168.

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2021Random effects dynamic panel models for unequally spaced multivariate categorical repeated measures: an application to child–parent exchanges of support. (2021). Grundy, Emily ; Steele, Fiona. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:1:p:3-23.

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2022Bandwidth selection for nonparametric regression with errors-in-variables. (2022). Taylor, Luke ; Otsu, Taisuke ; Dong, Hao. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:620.

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2022Heterogeneity in speed of adjustment using finite mixture models. (2022). Harris, Mark ; Khoo, Joye ; Greene, William H ; Durand, Robert B. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003023.

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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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2021Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit. (2021). Voia, Marcel ; Saunders, Charles J ; Kichian, Maral ; Khalaf, Lynda. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:2:p:589-605.

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2021Identification in nonparametric models for dynamic treatment effects. (2021). Han, Sukjin. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:2:p:132-147.

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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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2021Global Environmental Value Chain Embeddedness and Enterprise Production Efficiency Improvement. (2021). Song, Malin ; Wang, Shuhong ; Chen, Hanxue. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:58:y:2021:i:c:p:278-290.

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2020Inference on distribution functions under measurement error. (2020). Whang, Yoon-Jae ; Otsu, Taisuke ; Kurisu, Daisies ; Adusumilli, Karun. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102692.

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2021Random 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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2021Powerful t-tests in the presence of nonclassical measurement error. (2021). Wilhelm, Daniel ; Kim, Dongwoo. In: CeMMAP working papers. RePEc:ifs:cemmap:18/21.

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2021Bandwidth Selection for Nonparametric Regression with Errors-in-Variables. (2021). Taylor, Luke ; Otsu, Taisuke ; Dong, Hao. In: Departmental Working Papers. RePEc:smu:ecowpa:2104.

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2022Monopsony in the U.S. Labor Market. (2022). Hershbein, Brah J ; Macaluso, Claudia ; Yeh, Chen. In: Upjohn Working Papers. RePEc:upj:weupjo:22-364.

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2020Prices, Profits, Proxies, and Production. (2020). Kashaev, Nail ; Allen, Roy ; Aguiar, Victor H. In: University of Western Ontario, Centre for Human Capital and Productivity (CHCP) Working Papers. RePEc:uwo:hcuwoc:20202.

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2021What time use surveys can (and cannot) tell us about labor supply. (2021). Shi, Ruoyao ; Chou, Cheng. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:7:p:917-937.

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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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paper1
2019Inference based on Kotlarskis Identity In: Papers.
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paper4
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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paper3
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
2022Unconditional Quantile Regression with High Dimensional Data In: Papers.
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paper0
2021Inference for high-dimensional exchangeable arrays In: Papers.
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paper2
2020Welfare Analysis via Marginal Treatment Effects In: Papers.
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paper1
2021Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs In: Papers.
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paper0
2021Algorithmic subsampling under multiway clustering In: Papers.
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paper0
2021Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments In: Papers.
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paper1
2022Censored Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400 In: Papers.
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paper0
2021Inference in high-dimensional regression models without the exact or $L^p$ sparsity In: Papers.
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paper0
2022Dyadic double/debiased machine learning for analyzing determinants of free trade agreements In: Papers.
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paper0
2021Slow Movers in Panel Data In: Papers.
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paper0
2013Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments In: Boston College Working Papers in Economics.
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paper16
2013Nonlinear difference-in-differences in repeated cross sections with continuous treatments.(2013) In: CeMMAP working papers.
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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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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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2015WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? In: Econometric Theory.
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article12
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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article8
2018CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES In: Econometric Theory.
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article1
2020QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS 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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article12
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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article13
2017Unequal spacing in dynamic panel data: Identification and estimation In: Journal of Econometrics.
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article5
2018Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics In: Journal of Econometrics.
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article13
2018Uniform confidence bands in deconvolution with unknown error distribution In: Journal of Econometrics.
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article17
2019Causal inference by quantile regression kink designs In: Journal of Econometrics.
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article4
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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article8
2020Estimating production functions with robustness against errors in the proxy variables In: Journal of Econometrics.
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article6
2011On the role of time in nonseparable panel data models In: CeMMAP working papers.
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2021Quantile regression with interval data In: Econometric Reviews.
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2019Semiparametric estimation of the canonical permanent?transitory model of earnings dynamics In: Quantitative Economics.
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article4
2021Robust inference in deconvolution In: Quantitative Economics.
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