9 citations · 41 across the 18 of their papers we have counts for
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stat.ME2017★ 9 cited
Estimation and Inference for Moments of Ratios with Robustness against Large Trimming Bias
Yuya Sasaki, Takuya Ura
Empirical researchers often trim observations with small denominator A when they estimate moments of the form E[B/A]. Large trimming is a common practice to mitigate variance, but…
stat.ME2017
Non-separable Models with High-dimensional Data
Liangjun Su, Takuya Ura, Yichong Zhang
This paper studies non-separable models with a continuous treatment when the dimension of the control variables is high and potentially larger than the effective sample size. We pr…