Takashi Yamagata
Names
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Takashi |
| last: |
Yamagata |
Identifer
Contact
Affiliations
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University of York
/ Department of Economics and Related Studies (weight: 90%)
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Osaka University
/ Institute of Social and Economic Research (ISER) (weight: 10%)
Research profile
author of:
- IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects (RePEc:arx:papers:2501.18467)
by Jia Chen & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata - Testing Slope Homogeneity in Large Panels (RePEc:cam:camdae:0513)
by Pesaran, M.H. & Yamagata. T. - On Testing Sample Selection Bias under the Multicollinearity Problem (RePEc:cam:camdae:0522)
by Yamagata. T. - Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures (RePEc:cam:camdae:0634)
by Pesaran, M.H. & Smith, R.P & Yamagata. T. & Hvozdyk, L. - A Bias-Adjusted LM Test of Error Cross Section Independence (RePEc:cam:camdae:0641)
by Pesaran, M.H. & Ullah, A. & Yamagata. T. - Panels with Nonstationary Multifactor Error Structures (RePEc:cam:camdae:0651)
by Kapetanios, G. & Pesaran, M.H. & Yamagata, T. - A Spatio-Temporal Model of House Prices in the US (RePEc:cam:camdae:0654)
by Holly, S. & Pesaran, M.H. & Yamagata. T. - Panel Unit Root Tests in the Presence of a Multifactor Error Structure (RePEc:cam:camdae:0775)
by Pesaran, M.H. & Smit, L.V. & Yamagata, T. - Spatial and Temporal Diffusion of House Prices in the UK (RePEc:cam:camdae:0952)
by Holly, S. & Pesaran, M.H. & Yamagata, T. - Testing CAPM with a Large Number of Assets (Updated 28th March 2012) (RePEc:cam:camdae:1210)
by Pesaran, M. H. & Yamagata, T. - Testing Slope Homogeneity in Large Panels (RePEc:ces:ceswps:_1438)
by M. Hashem Pesaran & Takashi Yamagata - Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures (RePEc:ces:ceswps:_1704)
by M. Hashem Pesaran & Ron P. Smith & Takashi Yamagata & Liudmyla Hvozdyk - Panels with Nonstationary Multifactor Error Structures (RePEc:ces:ceswps:_1788)
by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata - A Spatio-Temporal Model of House Prices in the US (RePEc:ces:ceswps:_1826)
by Sean Holly & M. Hashem Pesaran & Takashi Yamagata - Panel Unit Root Tests in the Presence of a Multifactor Error Structure (RePEc:ces:ceswps:_2193)
by M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata - Spatial and Temporal Diffusion of House Prices in the UK (RePEc:ces:ceswps:_2913)
by Sean Holly & M. Hashem Pesaran & Takashi Yamagata - Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities (RePEc:ces:ceswps:_6432)
by M. Hashem Pesaran & Takashi Yamagata - Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure (RePEc:dpr:wpaper:1019r)
by Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui - A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects (RePEc:dpr:wpaper:1037r)
by Guowei Cui & Kazuhiko Hayakawa & Shuichi Nagata & Takashi Yamagata - Estimation of Weak Factor Models (RePEc:dpr:wpaper:1053r)
by Yoshimasa Uematsu & Takashi Yamagata - Inference in Weak Factor Models (RePEc:dpr:wpaper:1080)
by Yoshimasa Uematsu & Takashi Yamagata - Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions (RePEc:dpr:wpaper:1093)
by L. Vanessa Smith & Nori Tarui & Takashi Yamagata - Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects (RePEc:dpr:wpaper:1101)
by Guowei Cui & Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata - Linear Panel Regression Models with Non-Classical Measurement Errors: An Application to Investment Equations (RePEc:dpr:wpaper:1188)
by Kazuhiko Hayakawa & Takashi Yamagata - A bias-adjusted LM test of error cross-section independence (RePEc:ect:emjrnl:v:11:y:2008:i:1:p:105-127)
by M. Hashem Pesaran & Aman Ullah & Takashi Yamagata - The asymptotic distribution of the F-test statistic for individual effects (RePEc:ect:emjrnl:v:9:y:2006:i:3:p:404-422)
by Chris D. Orme & Takashi Yamagata - The small sample performance of the Wald test in the sample selection model under the multicollinearity problem (RePEc:eee:ecolet:v:93:y:2006:i:1:p:75-81)
by Yamagata, Takashi - Testing slope homogeneity in large panels (RePEc:eee:econom:v:142:y:2008:i:1:p:50-93)
by Hashem Pesaran, M. & Yamagata, Takashi - A joint serial correlation test for linear panel data models (RePEc:eee:econom:v:146:y:2008:i:1:p:135-145)
by Yamagata, Takashi - A test of cross section dependence for a linear dynamic panel model with regressors (RePEc:eee:econom:v:148:y:2009:i:2:p:149-161)
by Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald - A spatio-temporal model of house prices in the USA (RePEc:eee:econom:v:158:y:2010:i:1:p:160-173)
by Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi - Panels with non-stationary multifactor error structures (RePEc:eee:econom:v:160:y:2011:i:2:p:326-348)
by Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T. - Panel unit root tests in the presence of a multifactor error structure (RePEc:eee:econom:v:175:y:2013:i:2:p:94-115)
by Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi - A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models (RePEc:eee:econom:v:198:y:2017:i:2:p:209-230)
by Halunga, Andreea G. & Orme, Chris D. & Yamagata, Takashi - Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (RePEc:eee:econom:v:220:y:2021:i:2:p:416-446)
by Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei - Firm level return–volatility analysis using dynamic panels (RePEc:eee:empfin:v:18:y:2011:i:5:p:847-867)
by Smith, L. Vanessa & Yamagata, Takashi - Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions (RePEc:eee:eneeco:v:97:y:2021:i:c:s014098832100075x)
by Smith, L. Vanessa & Tarui, Nori & Yamagata, Takashi - The spatial and temporal diffusion of house prices in the UK (RePEc:eee:juecon:v:69:y:2011:i:1:p:2-23)
by Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi - Panels with nonstationary multifactor error structures (RePEc:hal:journl:hal-00768190)
by G. Kapetanios & M. Hashem Pesaran & T. Yamagata - Panels with Nonstationary Multifactor Error Structures (RePEc:iza:izadps:dp2243)
by Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi - A Spatio-Temporal Model of House Prices in the US (RePEc:iza:izadps:dp2338)
by Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi - Panel Unit Root Tests in the Presence of a Multifactor Error Structure (RePEc:iza:izadps:dp3254)
by Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi - Spatial and Temporal Diffusion of House Prices in the UK (RePEc:iza:izadps:dp4694)
by Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi - Testing CAPM with a Large Number of Assets (RePEc:iza:izadps:dp6469)
by Pesaran, M. Hashem & Yamagata, Takashi - Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects (RePEc:lie:wpaper:90)
by Milda Norkute & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata - A Nonnormality and Heteroskedasticity Robust Test for Skewness in Regression Models (RePEc:man:sespap:0328)
by T Yamagata - The Asymptotic Distribution of the F-Test Statistic for Individual Effects (RePEc:man:sespap:0610)
by C Orme & Y Yamagata - A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models (RePEc:man:sespap:1118)
by Andreea Halunga & Chris D. Orme & Takashi Yamagata - A Heteroskedasticity-Robust F-Test Statistic for Individual Effects (RePEc:man:sespap:1124)
by Chris D. Orme & Takashi Yamagata - Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure (RePEc:msh:ebswps:2019-32)
by Milda Norkute & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui - IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude (RePEc:msh:ebswps:2020-11)
by Guowei Cui & Vasilis Sarafidis & Takashi Yamagata - Unknown item RePEc:oup:copoec:v:27:y:2024:i:1:p:151-170. (article)
- Two-stage instrumental variable estimation of linear panel data models with interactive effects
[Eigenvalue ratio test for the number of factors] (RePEc:oup:emjrnl:v:25:y:2022:i:2:p:340-361.)
by Guowei Cui & Milda NorkutÄ— & Vasilis Sarafidis & Takashi Yamagata - IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk (RePEc:oup:emjrnl:v:26:y:2023:i:2:p:124-146.)
by Guowei Cui & Vasilis Sarafidis & Takashi Yamagata - Revealing priors from posteriors with an application to inflation forecasting in the UK (RePEc:oup:emjrnl:v:27:y:2024:i:1:p:151-170.)
by Masako Ikefuji & Jan R Magnus & Takashi Yamagata - Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities (RePEc:oup:jfinec:v:22:y:2024:i:2:p:407-460.)
by M Hashem Pesaran & Takashi Yamagata - IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk (RePEc:pra:mprapa:102488)
by Cui, Guowei & Sarafidis, Vasilis & Yamagata, Takashi - Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects (RePEc:pra:mprapa:102827)
by Cui, Guowei & Norkute, Milda & Sarafidis, Vasilis & Yamagata, Takashi - Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence (RePEc:pra:mprapa:25182)
by Sarafidis, Vasilis & Yamagata, Takashi - Panels with Nonstationary Multifactor Error Structures (RePEc:qmw:qmwecw:569)
by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata - Unknown item RePEc:qmw:qmwecw:wp569 (paper)
- Testing Slope Homogeneity in Large Panels (RePEc:scp:wpaper:05-14)
by M. Hashem Pesaran & Takashi Yamagata - On Testing Sample Selection Bias Under the Multicollinearity Problem (RePEc:taf:emetrv:v:24:y:2005:i:4:p:467-481)
by Takashi Yamagata & Chris Orme - Pairwise Tests of Purchasing Power Parity (RePEc:taf:emetrv:v:28:y:2009:i:6:p:495-521)
by M. Hashem Pesaran & Ron Smith & Takashi Yamagata & Lyudmyla Hvozdyk - A Heteroskedasticity-Robust F -Test Statistic for Individual Effects (RePEc:taf:emetrv:v:33:y:2014:i:5-6:p:431-471)
by Chris D. Orme & Takashi Yamagata - Inference in Sparsity-Induced Weak Factor Models (RePEc:taf:jnlbes:v:41:y:2022:i:1:p:126-139)
by Yoshimasa Uematsu & Takashi Yamagata - Estimation of Sparsity-Induced Weak Factor Models (RePEc:taf:jnlbes:v:41:y:2022:i:1:p:213-227)
by Yoshimasa Uematsu & Takashi Yamagata - A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data (RePEc:taf:jnlbes:v:41:y:2023:i:3:p:862-875)
by Guowei Cui & Kazuhiko Hayakawa & Shuichi Nagata & Takashi Yamagata - Global fossil fuel consumption and carbon pricing: Forecasting and counterfactual analysis under alternative GDP scenarios (RePEc:was:dpaper:2004)
by L. Vanessa Smith & Nori Tarui & Takashi Yamagata - Panel Unit Root Tests in the Presence of a Multifactor Error Structure (RePEc:yor:yorken:08/03)
by M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata - Firm Level Volatility-Return Analysis using Dynamic Panels (RePEc:yor:yorken:08/09)
by L. Vanessa Smith & Takashi Yamagata - Spatial and Temporal Diffusion of House Prices in the UK (RePEc:yor:yorken:09/32)
by S Holly & M Hashem Pesaran & T Yamagata - A robust test for error cross-section correlation in panel models (RePEc:yor:yorken:10/16)
by L Godfrey & T Yamagata - Testing CAPM with a Large Number of Assets (RePEc:yor:yorken:12/05)
by M Hashem Pesaran & Takashi Yamagata - Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities (RePEc:yor:yorken:17/04)
by M. Hashem Pesaran & Takashi Yamagata - Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions (RePEc:yor:yorken:20/07)
by L. Vanessa Smith & Nori Tarui & Takashi Yamagata