Search Results

The Equivalence of Evolutionary Games and Distributed Monte Carlo Learning,
Yuya Sasaki, from Utah State University, Department of Economics (2004)
Keywords: evolutionary game, replicator dynamics, agent based models, Monte Carlo learning, recency-weighted learning

Estimation and Inference for Policy Relevant Treatment Effects,
Yuya Sasaki and Takuya Ura, from arXiv.org (2020)

Agent-Based Verification of Von Thünen's Location Theory,
Yuya Sasaki and Paul Box, in Journal of Artificial Societies and Social Simulation (2003)
Keywords: Emergent Optimization; Lock-In; Positive Feedbacks; Spatial Constraints; Swarm; von Thünen's Isolated State

Agent-Based Emergency Evacuation Simulation with Individuals with Disabilities in the Population,
Keith Christensen and Yuya Sasaki, in Journal of Artificial Societies and Social Simulation (2008)
Keywords: Agent-Based Simulation, Individual-Based Simulation, Disability, Emergency Egress, Evacuation, Reinforcement Learning

Numerical investigation on bottom-up fluctuation of investment,
Yuya Sasaki and Makoto Nirei, from Society for Computational Economics (2005)
Keywords: lumpy investment, (S,s) policy, strategic complementarity, business cycles

Benchmarking an optimal pattern of pollution trading: The case of Cub River, Utah,
Arthur Caplan and Yuya Sasaki, in Economic Modelling (2014)
Keywords: Advancement algorithm; Retreat algorithm; Water quality trading;

Interactive Geometry for Surplus Sharing in Cooperative Games,
Arthur Caplan and Yuya Sasaki, in The Journal of Economic Education (2006)

Matching Heterogeneous Traders in Quantity-Regulated Markets,
Yuya Sasaki and Arthur Caplan, in Computational Economics (2008)
Keywords: Advancement algorithm, Heterogeneous trading ratio, Least cost, Retreat algorithm,

Fixed-k Inference for Conditional Extremal Quantiles,
Yuya Sasaki and Yulong Wang, in Journal of Business & Economic Statistics (2022)

Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators,
Yuya Sasaki and Yulong Wang, in Journal of Business & Economic Statistics (2023)

Extreme Changes in Changes,
Yuya Sasaki and Yulong Wang, in Journal of Business & Economic Statistics (2024)

Average treatment effect estimates robust to the “limited overlap” problem: robustate,
Yuya Sasaki and Takuya Ura, in Stata Journal (2022)
Keywords: robustate, average treatment effect, bias correction, common support, inverse-probability weighting, limited overlap, robustness, trimming

xtusreg: Software for dynamic panel regression under irregular time spacing,
Yuya Sasaki and Yi Xin, in Stata Journal (2022)
Keywords: xtusreg, dynamic panel regression, fixed effect, unequal time spacing

Constructive Identification of Heterogeneous Elasticities in the Cobb-Douglas Production Function,
Tong Li and Yuya Sasaki, from arXiv.org (2017)

Lasso under Multi-way Clustering: Estimation and Post-selection Inference,
Harold Chiang and Yuya Sasaki, from arXiv.org (2019)

Fixed-k Inference for Conditional Extremal Quantiles,
Yuya Sasaki and Yulong Wang, from arXiv.org (2020)

Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators,
Yuya Sasaki and Yulong Wang, from arXiv.org (2020)

Welfare Analysis via Marginal Treatment Effects,
Yuya Sasaki and Takuya Ura, from arXiv.org (2020)

Slow Movers in Panel Data,
Yuya Sasaki and Takuya Ura, from arXiv.org (2021)

Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving,
Hao Dong and Yuya Sasaki, from arXiv.org (2022)

Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method,
Yuya Sasaki and Yulong Wang, from arXiv.org (2022)

Extreme Changes in Changes,
Yuya Sasaki and Yulong Wang, from arXiv.org (2023)

A Bracketing Relationship for Long-Term Policy Evaluation with Combined Experimental and Observational Data,
Yechan Park and Yuya Sasaki, from arXiv.org (2024)

The Informativeness of Combined Experimental and Observational Data under Dynamic Selection,
Yechan Park and Yuya Sasaki, from arXiv.org (2024)

Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals,
Yuya Sasaki and Yulong Wang, from arXiv.org (2024)

Matching $\leq$ Hybrid $\leq$ Difference in Differences,
Yechan Park and Yuya Sasaki, from arXiv.org (2024)

Outcome conditioned treatment effects,
Stefan Hoderlein and Yuya Sasaki, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
Keywords: Continuous treatment, average treatment effect on the treated, marginal treatment effect, average partial effect, local instrumental variables, nonseparable model, endogeneity, quantiles

On the role of time in nonseparable panel data models,
Stefan Hoderlein and Yuya Sasaki, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2011)

Quantile regression with interval data,
Arie Beresteanu and Yuya Sasaki, in Econometric Reviews (2021)

Outcome conditioned treatment effects,
Stefan Hoderlein and Yuya Sasaki, from Institute for Fiscal Studies (2013)

ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE,
Ryutah Kato and Yuya Sasaki, in Econometric Theory (2017)

IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS,
Yingyao Hu and Yuya Sasaki, in Econometric Theory (2017)

CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES,
Yingyao Hu and Yuya Sasaki, in Econometric Theory (2018)

ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS,
Yuya Sasaki and Takuya Ura, in Econometric Theory (2022)

Closed-form estimation of nonparametric models with non-classical measurement errors,
Yingyao Hu and Yuya Sasaki, in Journal of Econometrics (2015)
Keywords: Closed form; Non-classical measurement errors; Nonparametric regressions;

Unequal spacing in dynamic panel data: Identification and estimation,
Yuya Sasaki and Yi Xin, in Journal of Econometrics (2017)
Keywords: Dynamic panel data; Earnings dynamics; Unequal spacing;

Nonparametric heteroskedasticity in persistent panel processes: An application to earnings dynamics,
Irene Botosaru and Yuya Sasaki, in Journal of Econometrics (2018)
Keywords: Conditional heteroskedasticity; Nonparametric identification; Earnings risk;

Uniform confidence bands in deconvolution with unknown error distribution,
Kengo Kato and Yuya Sasaki, in Journal of Econometrics (2018)
Keywords: Deconvolution; Measurement error; Multiplier bootstrap; Uniform confidence bands;

Uniform confidence bands for nonparametric errors-in-variables regression,
Kengo Kato and Yuya Sasaki, in Journal of Econometrics (2019)
Keywords: Confidence band; Deconvolution; Errors-in-variables regression; Multiplier bootstrap;

Estimation and inference for policy relevant treatment effects,
Yuya Sasaki and Takuya Ura, in Journal of Econometrics (2023)
Keywords: Double debiased estimation; Orthogonal score; Policy relevant treatment effects;

Identification of heterogeneous elasticities in gross-output production functions,
Tong Li and Yuya Sasaki, in Journal of Econometrics (2024)
Keywords: Gross-output production function; Heterogeneous elasticity; Identification;

On uniform confidence intervals for the tail index and the extreme quantile,
Yuya Sasaki and Yulong Wang, in Journal of Econometrics (2024)
Keywords: Honest confidence interval; Extreme quantile; Impossibility; Tail index; Uniform inference;

Matching Traders in a Pollution Market: The Case of Cub River, Utah,
Arthur Caplan and Yuya Sasaki, from Utah State University, Department of Economics (2009)
Keywords: advancement algorithm, retreat algorithm, water quality trading

Sharing the Surplus Generated from Noncooperative Cost Sharing: The Case of Nonpoint Associations and Water Quality Trading,
Arthur Caplan and Yuya Sasaki, from Utah State University, Department of Economics (2009)
Keywords: water quality trading

Estimation of average derivatives of latent regressors: with an application to inference on buffer-stock saving,
Hao Dong and Yuya Sasaki, from Southern Methodist University, Department of Economics (2022)
Keywords: Average derivative, latent variables, income dynamics, consumption.

ECIC: Stata module to perform estimation and inference for changes in changes at extreme quantiles,
Yuya Sasaki and Yulong Wang, from Boston College Department of Economics (2023)
Keywords: quantile estimation, extreme quantiles, quantile treatment effects

EXQUANTILE: Stata module for estimation and inference for (conditional) extremal quantiles,
Yuya Sasaki and Yulong Wang, from Boston College Department of Economics (2022)
Keywords: quantiles, conditional quantiles, estimation, inference

TESTOUT: Stata module to execute diagnostic testing of outliers,
Yuya Sasaki and Yulong Wang, from Boston College Department of Economics (2022)
Keywords: outliers, moment conditions, asymptotic normality

ROBUSTATE: Stata module for estimation and inference for the average treatment effect (ATE) robustly against the limited overlap,
Yuya Sasaki and Takuya Ura, from Boston College Department of Economics (2022)
Keywords: ATE, estimation, overlap, propensity score

ITVALPCTILE: Stata module for estimation of interval-valued percentiles (quantiles) for interval-valued data,
Arie Beresteanu and Yuya Sasaki, from Boston College Department of Economics (2021)
Keywords: interval data, percentiles, quantiles

NPEIVREG: Stata module for estimation of nonparametric errors-in-variables (EIV) regression and construction of its uniform confidence band,
Kengo Kato and Yuya Sasaki, from Boston College Department of Economics (2021)
Keywords: errors-in-variables, nonparametric estimation, measurement error

QRKD: Stata module to estimate and produce robust inference for heterogeneous causal effects of a continuous treatment in quantile regression kink designs,
Harold Chiang and Yuya Sasaki, from Boston College Department of Economics (2022)
Keywords: causal effects, quantile regression, kink design

DKDENSITY: Stata module for deconvolution kernel density estimation and construction of its uniform confidence band,
Kengo Kato and Yuya Sasaki, from Boston College Department of Economics (2022)
Keywords: kernel density, deconvolution, confidence band

NPSS: Stata module to estimate nonparametric heteroskedastic state space models,
Irene Botosaru and Yuya Sasaki, from Boston College Department of Economics (2022)
Keywords: state space, nonparametric, heteroskedasticity

XTUSREG: Stata module to estimate dynamic panel models under irregular time spacing,
Yuya Sasaki and Yi Xin, from Boston College Department of Economics (2021)
Keywords: dynamic panel data, panel models, fixed effects

REPORTERROR: Stata module to estimate true distribution from noisy measurements,
Yingyao Hu and Yuya Sasaki, from Boston College Department of Economics (2022)
Keywords: probability distribution, measurement error, noisy measurements

Outcome Conditioned Treatment Effects,
Stefan Hoderlein and Yuya Sasaki, from Boston College Department of Economics (2013)
Keywords: Continuous Treatment, Average Treatment Effect on the Treated, Marginal Treatment Effect, Average Partial Effect, Local Instrumental Variables, Nonseparable Model, Endogeneity, Quantiles

ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY,
Taisuke Otsu, Martin Pesendorfer, Yuya Sasaki and Yuya Takahashi, in International Economic Review (2022)

Estimation of (static or dynamic) games under equilibrium multiplicity,
Martin Pesendorfer, Taisuke Otsu, Yuya Sasaki and Yuya Takahashi, from C.E.P.R. Discussion Papers (2020)

Dynamic discrete choice models with incomplete data: Sharp identification,
Yuya Sasaki, Yuya Takahashi, Yi Xin and Yingyao Hu, in Journal of Econometrics (2023)
Keywords: Dynamic discrete choice; Incomplete data; Industry dynamics; Partial identification; Sharp identification;

Estimation of (static or dynamic) games under equilibrium multiplicity,
Taisuke Otsu, Martin Pesendorfer, Yuya Sasaki and Yuya Takahashi, from London School of Economics and Political Science, LSE Library (2022)

Estimation of (static or dynamic) games under equilibrium multiplicity,
Taisuke Otsu, Martin Pesendorfer, Yuya Sasaki and Yuya Takahashi, from Suntory and Toyota International Centres for Economics and Related Disciplines, LSE (2020)

Information technology in the property market,
Yong Suk Lee and Yuya Sasaki, in Information Economics and Policy (2018)
Keywords: Information technology; Online price estimates; House price;

robustpf: A command for robust estimation of production functions,
Yingyao Hu, Guofang Huang and Yuya Sasaki, in Stata Journal (2023)
Keywords: robustpf, measurement error, robust estimation, Cobb–Douglas, production function

Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics,
Yingyao Hu, Robert Moffitt and Yuya Sasaki, in Quantitative Economics (2019)

Robust inference in deconvolution,
Kengo Kato, Yuya Sasaki and Takuya Ura, in Quantitative Economics (2021)

Unconditional quantile regression with high‐dimensional data,
Yuya Sasaki, Takuya Ura and Yichong Zhang, in Quantitative Economics (2022)

Inference based on Kotlarski's Identity,
Kengo Kato, Yuya Sasaki and Takuya Ura, from arXiv.org (2019)

Post-Selection Inference in Three-Dimensional Panel Data,
Harold Chiang, Joel Rodrigue and Yuya Sasaki, from arXiv.org (2019)

Unconditional Quantile Regression with High Dimensional Data,
Yuya Sasaki, Takuya Ura and Yichong Zhang, from arXiv.org (2022)

Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments,
Xavier D'Haultfoeuille, Stefan Hoderlein and Yuya Sasaki, from arXiv.org (2022)

Non-Existent Moments of Earnings Growth,
Silvia Sarpietro, Yuya Sasaki and Yulong Wang, from arXiv.org (2024)

On Using The Two-Way Cluster-Robust Standard Errors,
Harold D Chiang and Yuya Sasaki, from arXiv.org (2023)

High-Dimensional Tail Index Regression: with An Application to Text Analyses of Viral Posts in Social Media,
Yuya Sasaki, Jing Tao and Yulong Wang, from arXiv.org (2024)

Estimation and Inference for Causal Functions with Multiway Clustered Data,
Nan Liu, Yanbo Liu and Yuya Sasaki, from arXiv.org (2024)

Nonlinear difference-in-differences in repeated cross sections with continuous treatments,
Xavier D'Haultfoeuille, Stefan Hoderlein and Yuya Sasaki, from Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2013)
Keywords: Identification, repeated cross sections, nonlinear models, continuous treatment, random coefficients, endogeneity, difference-in-differences

Nonlinear difference-in-differences in repeated cross sections with continuous treatments,
Xavier D'Haultfoeuille, Stefan Hoderlein and Yuya Sasaki, from Institute for Fiscal Studies (2013)

Estimation of heterogeneous autoregressive parameters with short panel data,
Sophocles Mavroeidis, Yuya Sasaki and Ivo Welch, in Journal of Econometrics (2015)
Keywords: Panel data; Employment dynamics; Heterogeneous autoregressive parameters; Initial conditions; Maximum likelihood;

Causal inference by quantile regression kink designs,
Harold D. Chiang and Yuya Sasaki, in Journal of Econometrics (2019)
Keywords: Causal inference; Heterogeneous treatment effects; Identification; Regression kink design; Quantile regression; Unemployment duration;

Estimating production functions with robustness against errors in the proxy variables,
Yingyao Hu, Guofang Huang and Yuya Sasaki, in Journal of Econometrics (2020)
Keywords: Production functions; Proxy variables; Instrumental variables; Optimization errors; Measurement errors;

Nonparametric difference-in-differences in repeated cross-sections with continuous treatments,
D’Haultfœuille, Xavier, Stefan Hoderlein and Yuya Sasaki, in Journal of Econometrics (2023)
Keywords: Identification; Repeated cross-sections; Continuous treatment; Endogeneity; Difference-in-differences;

Testing and relaxing the exclusion restriction in the control function approach,
D’Haultfœuille, Xavier, Stefan Hoderlein and Yuya Sasaki, in Journal of Econometrics (2024)
Keywords: Identification; Control function; Endogenous regressors; Exclusion restriction; Nonseparable models;

XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects,
Harold Chiang, Bruce Hansen and Yuya Sasaki, from Boston College Department of Economics (2024)
Keywords: regression, fixed effects, clustering, time effects

TESTEX: Stata module for a statistical test of the exclusion restriction of an instrumental variable (IV),
Xavier D'Haultfoeuille, Stefan Hoderlein and Yuya Sasaki, from Boston College Department of Economics (2024)
Keywords: instrumental variables, exclusion restriction, control function

KOTLARSKI: Stata module to execute deconvolution kernel density estimation and produce a robust construction of its uniform confidence band,
Kengo Kato, Yuya Sasaki and Takuya Ura, from Boston College Department of Economics (2021)
Keywords: deconvolution, kernel density, confidence band, measurement error

RKQTE: Stata module for estimation and robust inference for quantile treatment effects (QTE) in regression kink designs (RKD),
Heng Chen, Harold Chiang and Yuya Sasaki, from Boston College Department of Economics (2021)
Keywords: quantile regression, treatment effects, regression kink designs

ROBUSTPF: Stata module for robust estimation of production functions with errors in proxy variables,
Yingyao Hu, Guofang Huang and Yuya Sasaki, from Boston College Department of Economics (2022)
Keywords: production functions, robust estimation, proxy variables

CDECOMPOSE: Stata module to estimate canonical permanent-transitory state space models,
Yingyao Hu, Robert Moffitt and Yuya Sasaki, from Boston College Department of Economics (2022)
Keywords: state space models, permanent, transitory

Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments,
Xavier D'Haultfoeuille, Stefan Hoderlein and Yuya Sasaki, from Boston College Department of Economics (2013)
Keywords: identification, repeated cross sections, nonlinear models, continuous treatment, random coefficients, endogeneity, difference-in-differences.

Inference for High-Dimensional Exchangeable Arrays,
Harold D. Chiang, Kengo Kato and Yuya Sasaki, in Journal of the American Statistical Association (2023)