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Yuya Sasaki

Global rank #1331 98%

Institution: Vanderbilt University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/site/yuyasasaki/

First Publication: 2015

Most Recent: 2025

RePEc ID: psa1792 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 10.89 4.86 0.00 26.64
Last 10 Years 0.00 17.26 9.22 0.00 43.74
All Time 0.00 20.95 11.23 0.00 53.12

Publication Statistics

Raw Publications 35
Coauthorship-Adjusted Count 32.31

Publications (35)

Year Article Journal Tier Authors
2025 ALGORITHMIC SUBSAMPLING UNDER MULTIWAY CLUSTERING Econometric Theory B 3
2024 Tuning parameter-free nonparametric density estimation from tabulated summary data Journal of Econometrics A 4
2024 Identification of heterogeneous elasticities in gross-output production functions Journal of Econometrics A 2
2024 Testing and relaxing the exclusion restriction in the control function approach Journal of Econometrics A 3
2024 On uniform confidence intervals for the tail index and the extreme quantile Journal of Econometrics A 2
2024 Extreme Changes in Changes Journal of Business & Economic Statistics A 2
2024 On “Imputation of Counterfactual Outcomes When the Errors Are Predictable”: Viewing the PUP as the DID and the LDV Journal of Business & Economic Statistics A 1
2023 POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA Econometric Theory B 3
2023 Estimation and inference for policy relevant treatment effects Journal of Econometrics A 2
2023 Nonparametric difference-in-differences in repeated cross-sections with continuous treatments Journal of Econometrics A 3
2023 Dynamic discrete choice models with incomplete data: Sharp identification Journal of Econometrics A 4
2023 Inference for High-Dimensional Exchangeable Arrays Journal of the American Statistical Association B 3
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 A 2
2022 ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY International Economic Review B 4
2022 ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS Econometric Theory B 2
2022 Fixed-k Inference for Conditional Extremal Quantiles Journal of Business & Economic Statistics A 2
2022 Multiway Cluster Robust Double/Debiased Machine Learning Journal of Business & Economic Statistics A 4
2022 Unconditional quantile regression with high‐dimensional data Quantitative Economics B 3
2021 Robust inference in deconvolution Quantitative Economics B 3
2020 QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS Econometric Theory B 3
2020 Estimating production functions with robustness against errors in the proxy variables Journal of Econometrics A 3
2019 Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics Quantitative Economics B 3
2019 Causal inference by quantile regression kink designs Journal of Econometrics A 2
2019 Robust uniform inference for quantile treatment effects in regression discontinuity designs Journal of Econometrics A 3
2019 Uniform confidence bands for nonparametric errors-in-variables regression Journal of Econometrics A 2
2018 Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics Journal of Econometrics A 2
2018 CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES Econometric Theory B 2
2018 Uniform confidence bands in deconvolution with unknown error distribution Journal of Econometrics A 2
2017 ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE Econometric Theory B 2
2017 IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS Econometric Theory B 2
2017 Unequal spacing in dynamic panel data: Identification and estimation Journal of Econometrics A 2
2015 Estimation of heterogeneous autoregressive parameters with short panel data Journal of Econometrics A 3
2015 WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? Econometric Theory B 1
2015 Closed-form estimation of nonparametric models with non-classical measurement errors Journal of Econometrics A 2
2015 Heterogeneity and selection in dynamic panel data Journal of Econometrics A 1