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Takashi Yamagata
Takashi Yamagata
Verified email at york.ac.uk
Title
Cited by
Cited by
Year
Testing slope homogeneity in large panels
MH Pesaran, T Yamagata
Journal of econometrics 142 (1), 50-93, 2008
42932008
A bias‐adjusted LM test of error cross‐section independence
MH Pesaran, A Ullah, T Yamagata
The econometrics journal 11 (1), 105-127, 2008
26502008
Panels with non-stationary multifactor error structures
G Kapetanios, MH Pesaran, T Yamagata
Journal of econometrics 160 (2), 326-348, 2011
10432011
A spatio-temporal model of house prices in the USA
S Holly, MH Pesaran, T Yamagata
Journal of Econometrics 158 (1), 160-173, 2010
6292010
The spatial and temporal diffusion of house prices in the UK
S Holly, MH Pesaran, T Yamagata
Journal of urban economics 69 (1), 2-23, 2011
4042011
Panel unit root tests in the presence of a multifactor error structure
MH Pesaran, LV Smith, T Yamagata
Journal of Econometrics 175 (2), 94-115, 2013
3432013
A test of cross section dependence for a linear dynamic panel model with regressors
V Sarafidis, T Yamagata, D Robertson
Journal of econometrics 148 (2), 149-161, 2009
3132009
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions
LV Smith, N Tarui, T Yamagata
Energy economics 97, 105170, 2021
1472021
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models
AG Halunga, CD Orme, T Yamagata
Journal of econometrics 198 (2), 209-230, 2017
1272017
Pairwise tests of purchasing power parity
MH Pesaran, RP Smith, T Yamagata, L Hvozdyk
Econometric Reviews 28 (6), 495-521, 2009
862009
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
M Norkutė, V Sarafidis, T Yamagata, G Cui
Journal of Econometrics 220 (2), 416-446, 2021
612021
Testing CAPM with a large number of assets
MH Pesaran, T Yamagata
AFA 2013 San Diego Meetings Paper, 2012
562012
Estimation of sparsity-induced weak factor models
Y Uematsu, T Yamagata
Journal of Business & Economic Statistics 41 (1), 213-227, 2022
452022
Testing for alpha in linear factor pricing models with a large number of securities
MH Pesaran, T Yamagata
CESifo Working Paper Series, 2017
342017
Firm level return–volatility analysis using dynamic panels
LV Smith, T Yamagata
Journal of Empirical Finance 18 (5), 847-867, 2011
332011
The asymptotic distribution of the F‐test statistic for individual effects
CD Orme, T Yamagata
The Econometrics Journal 9 (3), 404-422, 2006
312006
Two-stage instrumental variable estimation of linear panel data models with interactive effects
G Cui, M Norkutė, V Sarafidis, T Yamagata
The Econometrics Journal 25 (2), 340-361, 2022
302022
A joint serial correlation test for linear panel data models
T Yamagata
Journal of Econometrics 146 (1), 135-145, 2008
302008
Inference in sparsity-induced weak factor models
Y Uematsu, T Yamagata
Journal of Business & Economic Statistics 41 (1), 126-139, 2022
262022
On testing sample selection bias under the multicollinearity problem
T Yamagata, CD Orme
Econometric Reviews 24 (4), 467-481, 2005
232005
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