Takashi Yamagata
Names
first: |
Takashi |
last: |
Yamagata |
Contact
Affiliations
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University of York
→ Department of Economics and Related Studies (weight: 90%)
- website
- location: York, United Kingdom
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Osaka University
→ Institute of Social and Economic Research (ISER) (weight: 10%)
Research profile
author of:
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Panel Unit Root Tests in the Presence of a Multifactor Error Structure
by Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi
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On Testing Sample Selection Bias under the Multicollinearity Problem
by Yamagata. T.
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A Nonnormality and Heteroskedasticity Robust Test for Skewness in Regression Models
by T. Yamagata
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Panel Unit Root Tests in the Presence of a Multifactor Error Structure.
by Pesaran, M. H. & Smit, L. V. & Yamagata, T.
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Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures
by M. Hashem Pesaran & Ron P. Smith & Takashi Yamagata & Liudmyla Hvozdyk
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Testing Slope Homogeneity in Large Panels
by M. Hashem Pesaran & Takashi Yamagata
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Panels with Nonstationary Multifactor Error Structures
by Kapetanios, G. & Pesaran, M. H. & Yamagata, T.
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Panels with Nonstationary Multifactor Error Structures
by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata
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Testing slope homogeneity in large panels
by Hashem Pesaran, M. & Yamagata, Takashi
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Panels with Nonstationary Multifactor Error Structures
by Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi
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Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures
by Pesaran, M. H. & Smith, R. P. & Yamagata. T. & Hvozdyk, L.
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A Spatio-Temporal Model of House Prices in the US
by Holly, S. & Pesaran, M. H. & Yamagata. T.
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Testing Slope Homogeneity in Large Panels
by Pesaran, M. H. & Yamagata. T.
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A joint serial correlation test for linear panel data models
by Yamagata, Takashi
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The asymptotic distribution of the F-test statistic for individual effects
by Chris D. Orme & Takashi Yamagata
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Firm Level Volatility-Return Analysis using Dynamic Panels
by L. Vanessa Smith & Takashi Yamagata
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A Bias-Adjusted LM Test of Error Cross Section Independence
by Pesaran, M. H. & Ullah, A. & Yamagata. T.
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A Spatio-Temporal Model of House Prices in the US
by Sean Holly & M. Hashem Pesaran & Takashi Yamagata
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The small sample performance of the Wald test in the sample selection model under the multicollinearity problem
by Yamagata, Takashi
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A Spatio-Temporal Model of House Prices in the US
by Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi
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A test of cross section dependence for a linear dynamic panel model with regressors
by Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald
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A bias-adjusted LM test of error cross-section independence
by M. Hashem Pesaran & Aman Ullah & Takashi Yamagata
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The Asymptotic Distribution of the F-Test Statistic for Individual Effects
by C. Orme & Y. Yamagata
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Panel Unit Root Tests in the Presence of a Multifactor Error Structure
by M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata
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Pairwise Tests of Purchasing Power Parity
by M. Hashem Pesaran & Ron Smith & Takashi Yamagata & Lyudmyla Hvozdyk
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Spatial and Temporal Diffusion of House Prices in the UK
by S. Holly & M. Hashem Pesaran & T. Yamagata
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Spatial and Temporal Diffusion of House Prices in the UK
by Sean Holly & M. Hashem Pesaran & Takashi Yamagata
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Spatial and Temporal Diffusion of House Prices in the UK
by Holly, S. & Pesaran, M. H. & Yamagata, T.
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Spatial and Temporal Diffusion of House Prices in the UK
by Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi
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Testing Slope Homogeneity in Large Panels
by M. Hashem Pesaran & Takashi Yamagata
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A robust test for error cross-section correlation in panel models
by L. Godfrey & T. Yamagata
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Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence
by Sarafidis, Vasilis & Yamagata, Takashi
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A spatio-temporal model of house prices in the USA
by Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi
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Panels with non-stationary multifactor error structures
by Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T.
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The spatial and temporal diffusion of house prices in the UK
by Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi
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On Testing Sample Selection Bias Under the Multicollinearity Problem
by Takashi Yamagata & Chris Orme
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A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models
by Andreea Halunga & Chris D. Orme & Takashi Yamagata
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A Heteroskedasticity-Robust F-Test Statistic for Individual Effects
by Chris D. Orme & Takashi Yamagata
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Testing CAPM with a Large Number of Assets (Updated 28th March 2012)
by Pesaran, M. H. & Yamagata, T.
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Testing CAPM with a Large Number of Assets
by M. Hashem Pesaran & Takashi Yamagata
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Panel Unit Root Tests in the Presence of a Multifactor Error Structure
by M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata
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Testing CAPM with a Large Number of Assets
by Pesaran, M. Hashem & Yamagata, Takashi
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Firm level return–volatility analysis using dynamic panels
by Smith, L. Vanessa & Yamagata, Takashi
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Panel unit root tests in the presence of a multifactor error structure
by Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi
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Panels with Nonstationary Multifactor Error Structures
by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata
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A Heteroskedasticity-Robust F -Test Statistic for Individual Effects
by Chris D. Orme & Takashi Yamagata
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Panels with nonstationary multifactor error structures
by G. Kapetanios & M. Hashem Pesaran & T. Yamagata
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Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities
by M. Hashem Pesaran & Takashi Yamagata
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A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models
by Halunga, Andreea G. & Orme, Chris D. & Yamagata, Takashi
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Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities
by M. Hashem Pesaran & Takashi Yamagata
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Panels with Nonstationary Multifactor Error Structures
by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata
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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
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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
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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
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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
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Estimation of Weak Factor Models
by Yoshimasa Uematsu & Takashi Yamagata
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Inference in Weak Factor Models
by Yoshimasa Uematsu & Takashi Yamagata
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Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions
by L. Vanessa Smith & Nori Tarui & Takashi Yamagata
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Global fossil fuel consumption and carbon pricing: Forecasting and counterfactual analysis under alternative GDP scenarios
by L. Vanessa Smith & Nori Tarui & Takashi Yamagata
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Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions
by L. Vanessa Smith & Nori Tarui & Takashi Yamagata
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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
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Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects
by Cui, Guowei & Norkute, Milda & Sarafidis, Vasilis & Yamagata, Takashi
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Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects
by Guowei Cui & Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata