Takashi Yamagata

Names

Contact

Affiliations

• University of York → Department of Economics and Related Studies (weight: 90%)
  • website
  • location: York, United Kingdom
• Osaka University → Institute of Social and Economic Research (ISER) (weight: 10%)
  • website
  • location: Osaka, Japan

Research profile

author of:

• Panel Unit Root Tests in the Presence of a Multifactor Error Structure
  by Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi
• On Testing Sample Selection Bias under the Multicollinearity Problem
  by Yamagata. T.
• A Nonnormality and Heteroskedasticity Robust Test for Skewness in Regression Models
  by T. Yamagata
• Panel Unit Root Tests in the Presence of a Multifactor Error Structure.
  by Pesaran, M. H. & Smit, L. V. & Yamagata, T.
• Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures
  by M. Hashem Pesaran & Ron P. Smith & Takashi Yamagata & Liudmyla Hvozdyk
• Testing Slope Homogeneity in Large Panels
  by M. Hashem Pesaran & Takashi Yamagata
• Panels with Nonstationary Multifactor Error Structures
  by Kapetanios, G. & Pesaran, M. H. & Yamagata, T.
• Panels with Nonstationary Multifactor Error Structures
  by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata
• Testing slope homogeneity in large panels
  by Hashem Pesaran, M. & Yamagata, Takashi
• Panels with Nonstationary Multifactor Error Structures
  by Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi
• Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures
  by Pesaran, M. H. & Smith, R. P. & Yamagata. T. & Hvozdyk, L.
• A Spatio-Temporal Model of House Prices in the US
  by Holly, S. & Pesaran, M. H. & Yamagata. T.
• Testing Slope Homogeneity in Large Panels
  by Pesaran, M. H. & Yamagata. T.
• A joint serial correlation test for linear panel data models
  by Yamagata, Takashi
• The asymptotic distribution of the F-test statistic for individual effects
  by Chris D. Orme & Takashi Yamagata
• Firm Level Volatility-Return Analysis using Dynamic Panels
  by L. Vanessa Smith & Takashi Yamagata
• A Bias-Adjusted LM Test of Error Cross Section Independence
  by Pesaran, M. H. & Ullah, A. & Yamagata. T.
• A Spatio-Temporal Model of House Prices in the US
  by Sean Holly & M. Hashem Pesaran & Takashi Yamagata
• The small sample performance of the Wald test in the sample selection model under the multicollinearity problem
  by Yamagata, Takashi
• A Spatio-Temporal Model of House Prices in the US
  by Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi
• A test of cross section dependence for a linear dynamic panel model with regressors
  by Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald
• A bias-adjusted LM test of error cross-section independence
  by M. Hashem Pesaran & Aman Ullah & Takashi Yamagata
• The Asymptotic Distribution of the F-Test Statistic for Individual Effects
  by C. Orme & Y. Yamagata
• Panel Unit Root Tests in the Presence of a Multifactor Error Structure
  by M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata
• Pairwise Tests of Purchasing Power Parity
  by M. Hashem Pesaran & Ron Smith & Takashi Yamagata & Lyudmyla Hvozdyk
• Spatial and Temporal Diffusion of House Prices in the UK
  by S. Holly & M. Hashem Pesaran & T. Yamagata
• Spatial and Temporal Diffusion of House Prices in the UK
  by Sean Holly & M. Hashem Pesaran & Takashi Yamagata
• Spatial and Temporal Diffusion of House Prices in the UK
  by Holly, S. & Pesaran, M. H. & Yamagata, T.
• Spatial and Temporal Diffusion of House Prices in the UK
  by Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi
• Testing Slope Homogeneity in Large Panels
  by M. Hashem Pesaran & Takashi Yamagata
• A robust test for error cross-section correlation in panel models
  by L. Godfrey & T. Yamagata
• Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence
  by Sarafidis, Vasilis & Yamagata, Takashi
• A spatio-temporal model of house prices in the USA
  by Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi
• Panels with non-stationary multifactor error structures
  by Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T.
• The spatial and temporal diffusion of house prices in the UK
  by Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi
• On Testing Sample Selection Bias Under the Multicollinearity Problem
  by Takashi Yamagata & Chris Orme
• A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models
  by Andreea Halunga & Chris D. Orme & Takashi Yamagata
• A Heteroskedasticity-Robust F-Test Statistic for Individual Effects
  by Chris D. Orme & Takashi Yamagata
• Testing CAPM with a Large Number of Assets (Updated 28th March 2012)
  by Pesaran, M. H. & Yamagata, T.
• Testing CAPM with a Large Number of Assets
  by M. Hashem Pesaran & Takashi Yamagata
• Panel Unit Root Tests in the Presence of a Multifactor Error Structure
  by M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata
• Testing CAPM with a Large Number of Assets
  by Pesaran, M. Hashem & Yamagata, Takashi
• Firm level return–volatility analysis using dynamic panels
  by Smith, L. Vanessa & Yamagata, Takashi
• Panel unit root tests in the presence of a multifactor error structure
  by Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi
• Panels with Nonstationary Multifactor Error Structures
  by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata
• A Heteroskedasticity-Robust F -Test Statistic for Individual Effects
  by Chris D. Orme & Takashi Yamagata
• Panels with nonstationary multifactor error structures
  by G. Kapetanios & M. Hashem Pesaran & T. Yamagata
• Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities
  by M. Hashem Pesaran & Takashi Yamagata
• A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models
  by Halunga, Andreea G. & Orme, Chris D. & Yamagata, Takashi
• Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities
  by M. Hashem Pesaran & Takashi Yamagata
• Panels with Nonstationary Multifactor Error Structures
  by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata
• Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure
  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
  by Guowei Cui & Kazuhiko Hayakawa & Shuichi Nagata & Takashi Yamagata
• IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude
  by Guowei Cui & Vasilis Sarafidis & Takashi Yamagata
• Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure
  by Milda Norkute & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui
• Estimation of Weak Factor Models
  by Yoshimasa Uematsu & Takashi Yamagata
• Inference in Weak Factor Models
  by Yoshimasa Uematsu & Takashi Yamagata
• Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions
  by L. Vanessa Smith & Nori Tarui & Takashi Yamagata
• Global fossil fuel consumption and carbon pricing: Forecasting and counterfactual analysis under alternative GDP scenarios
  by L. Vanessa Smith & Nori Tarui & Takashi Yamagata
• Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions
  by L. Vanessa Smith & Nori Tarui & Takashi Yamagata
• IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk
  by Cui, Guowei & Sarafidis, Vasilis & Yamagata, Takashi
• Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects
  by Cui, Guowei & Norkute, Milda & Sarafidis, Vasilis & Yamagata, Takashi
• Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects
  by Guowei Cui & Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata