3 citations · 6 across the 6 of their papers we have counts for
12 papers
On Uniform Confidence Intervals for the Tail Index and the Extreme Quantile
Yuya Sasaki, Yulong Wang
This paper presents two results concerning uniform confidence intervals for the tail index and the extreme quantile. First, we show that it is impossible to construct a length-opti…
Estimation of Average Derivatives of Latent Regressors: With an Application to Inference on Buffer-Stock Saving
Hao Dong, Yuya Sasaki
This paper proposes a density-weighted average derivative estimator based on two noisy measures of a latent regressor. Both measures have classical errors with possibly asymmetric…
Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs
Harold D. Chiang, Kengo Kato, Yuya Sasaki +1
We develop a novel method of constructing confidence bands for nonparametric regression functions under shape constraints. This method can be implemented via a linear programming,…
Welfare Analysis via Marginal Treatment Effects
Yuya Sasaki, Takuya Ura
Consider a causal structure with endogeneity (i.e., unobserved confoundedness) in empirical data, where an instrumental variable is available. In this setting, we show that the mea…
Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators
Yuya Sasaki, Yulong Wang
Common approaches to inference for structural and reduced-form parameters in empirical economic analysis are based on the consistency and the root-n asymptotic normality of the GMM…
Multiway Cluster Robust Double/Debiased Machine Learning
Harold D. Chiang, Kengo Kato, Yukun Ma +1
This paper investigates double/debiased machine learning (DML) under multiway clustered sampling environments. We propose a novel multiway cross fitting algorithm and a multiway DM…