The following pages link to Yuya Sasaki (Q503570):
Displayed 35 items.
- Unequal spacing in dynamic panel data: identification and estimation (Q503572) (← links)
- Matching heterogeneous traders in quantity-regulated markets (Q928160) (← links)
- Nonparametric heteroskedasticity in persistent panel processes: an application to earnings dynamics (Q1706490) (← links)
- Uniform confidence bands in deconvolution with unknown error distribution (Q1792484) (← links)
- Causal inference by quantile regression kink designs (Q2000835) (← links)
- Robust uniform inference for quantile treatment effects in regression discontinuity designs (Q2000878) (← links)
- Estimating production functions with robustness against errors in the proxy variables (Q2182133) (← links)
- Uniform confidence bands for nonparametric errors-in-variables regression (Q2280584) (← links)
- Closed-form estimation of nonparametric models with non-classical measurement errors (Q2343817) (← links)
- Estimation of heterogeneous autoregressive parameters with short panel data (Q2354865) (← links)
- Heterogeneity and selection in dynamic panel data (Q2354866) (← links)
- (Q3429484) (← links)
- WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS? (Q3453251) (← links)
- CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES (Q4599621) (← links)
- (Q5012307) (← links)
- ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS (Q5065459) (← links)
- Semiparametric estimation of the canonical permanent‐transitory model of earnings dynamics (Q5132954) (← links)
- Robust inference in deconvolution (Q5164475) (← links)
- ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE (Q5349011) (← links)
- IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS (Q5357393) (← links)
- QUANTILE TREATMENT EFFECTS IN REGRESSION KINK DESIGNS (Q5859566) (← links)
- Quantile regression with interval data (Q5862426) (← links)
- Unconditional quantile regression with high‐dimensional data (Q6067187) (← links)
- Inference for High-Dimensional Exchangeable Arrays (Q6077550) (← links)
- ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY (Q6088608) (← links)
- POST-SELECTION INFERENCE IN THREE-DIMENSIONAL PANEL DATA (Q6098442) (← links)
- Dynamic discrete choice models with incomplete data: sharp identification (Q6133351) (← links)
- Estimation and inference for policy relevant treatment effects (Q6163243) (← links)
- Nonparametric difference-in-differences in repeated cross-sections with continuous treatments (Q6163255) (← links)
- Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators (Q6190331) (← links)
- Tuning parameter-free nonparametric density estimation from tabulated summary data (Q6193022) (← links)
- Testing and relaxing the exclusion restriction in the control function approach (Q6199644) (← links)
- On Uniform Confidence Intervals for the Tail Index and the Extreme Quantile (Q6413506) (← links)
- Nonnatural automorphisms of the Hilbert scheme of two points of some simple abelian variety (Q6461258) (← links)
- On real forms of Fermat hypersurfaces (Q6463933) (← links)