33 citations · 124 across the 37 of their papers we have counts for
7 papers · 1 filter
Slow Movers in Panel Data
Yuya Sasaki, Takuya Ura
Panel data often contain stayers (units with no within-variations) and slow movers (units with little within-variations). In the presence of many slow movers, conventional economet…
Dyadic double/debiased machine learning for analyzing determinants of free trade agreements
Harold D Chiang, Yukun Ma, Joel Rodrigue +1
This paper presents novel methods and theories for estimation and inference about parameters in econometric models using machine learning for nuisance parameters estimation when da…
Inference in high-dimensional regression models without the exact or sparsity
Jooyoung Cha, Harold D. Chiang, Yuya Sasaki
This paper proposes a new method of inference in high-dimensional regression models and high-dimensional IV regression models. Estimation is based on a combined use of the orthogon…
Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400
Ji Hyung Lee, Yuya Sasaki, Alexis Akira Toda +1
We develop a novel fixed-k tail regression method that accommodates the unique feature in the Forbes 400 data that observations are truncated from below at the 400th largest order…
Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments
Xavier D'Haultfoeuille, Stefan Hoderlein, Yuya Sasaki
This paper studies the identification of causal effects of a continuous treatment using a new difference-in-difference strategy. Our approach allows for endogeneity of the treatmen…
Algorithmic subsampling under multiway clustering
Harold D. Chiang, Jiatong Li, Yuya Sasaki
This paper proposes a novel method of algorithmic subsampling (data sketching) for multiway cluster dependent data. We establish a new uniform weak law of large numbers and a new c…
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,…