Access Statistics for Takashi Yamagata

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bias-Adjusted LM Test of Error Cross Section Independence 0 0 7 276 0 1 21 953
A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models 0 0 0 217 0 1 3 850
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 0 0 76 0 0 1 415
A Nonnormality and Heteroskedasticity Robust Test for Skewness in Regression Models 0 0 0 199 0 0 2 642
A Spatio-Temporal Model of House Prices in the US 0 0 0 777 0 1 3 2,176
A Spatio-Temporal Model of House Prices in the US 0 0 0 188 0 0 3 619
A Spatio-Temporal Model of House Prices in the US 0 0 0 162 1 1 7 634
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 1 2 61 0 1 5 116
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 1 1 51 0 2 2 63
A robust test for error cross-section correlation in panel models 0 0 1 129 0 0 1 290
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 47 0 1 4 161
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 29 0 0 2 91
Estimation of Weak Factor Models 1 1 1 23 1 1 5 50
Estimation of Weak Factor Models 0 0 0 88 1 3 3 128
Firm Level Volatility-Return Analysis using Dynamic Panels 1 1 1 147 1 1 1 430
Global fossil fuel consumption and carbon pricing: Forecasting and counterfactual analysis under alternative GDP scenarios 0 0 1 20 1 1 3 41
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 1 21 21 0 2 11 11
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 5 5 0 0 2 2
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 0 1 2 33 0 1 3 67
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk 0 0 0 43 0 0 1 43
Inference in Weak Factor Models 0 1 1 41 0 2 3 239
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 70 0 0 0 27
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 47 0 0 1 71
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 25 0 0 0 51
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence 0 0 0 205 1 1 2 423
Linear Panel Regression Models with Non-Classical Measurement Errors: An Application to Investment Equations 0 0 1 18 0 0 2 20
On Testing Sample Selection Bias under the Multicollinearity Problem 0 0 0 542 0 0 0 2,450
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 90 0 1 2 417
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 166 0 0 2 666
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 131 0 0 1 370
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 85 0 0 6 277
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 80 0 0 3 321
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 76 0 0 2 306
Panels with Nonstationary Multifactor Error Structures 0 0 0 233 1 1 2 642
Panels with Nonstationary Multifactor Error Structures 0 0 0 0 0 0 0 27
Panels with Nonstationary Multifactor Error Structures 0 0 0 78 0 0 2 310
Panels with Nonstationary Multifactor Error Structures 0 0 0 52 1 1 3 223
Panels with nonstationary multifactor error structures 0 0 1 17 0 0 3 98
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 51 0 0 3 258
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 62 0 0 1 188
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 154 0 0 2 402
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 404 0 0 3 960
Testing CAPM with a Large Number of Assets 0 0 1 152 1 1 7 443
Testing CAPM with a Large Number of Assets 0 0 3 125 0 2 11 324
Testing CAPM with a Large Number of Assets (Updated 28th March 2012) 0 0 0 275 1 2 4 704
Testing Slope Homogeneity in Large Panels 0 0 1 288 0 1 7 1,014
Testing Slope Homogeneity in Large Panels 0 0 0 158 0 0 6 848
Testing Slope Homogeneity in Large Panels 1 2 5 314 2 3 14 1,119
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 0 0 0 0 0
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 25 0 0 2 78
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 151 0 2 4 229
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 105 0 0 1 769
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 2 20 2 2 24 110
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 0 24 0 0 5 32
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 1 1 4 70 1 3 13 112
Total Working Papers 4 10 61 6,926 15 39 224 22,310
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Heteroskedasticity-Robust F -Test Statistic for Individual Effects 0 1 1 11 2 3 4 50
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data 0 0 0 1 0 0 0 4
A bias-adjusted LM test of error cross-section independence 0 0 0 202 4 5 27 1,009
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 0 2 4 60 2 7 17 319
A joint serial correlation test for linear panel data models 0 0 1 85 3 4 5 381
A spatio-temporal model of house prices in the USA 2 7 12 312 7 22 44 1,001
A test of cross section dependence for a linear dynamic panel model with regressors 0 0 4 412 2 5 20 1,052
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 9 0 0 4 37
Estimation of Sparsity-Induced Weak Factor Models 0 2 3 7 0 3 8 24
Firm level return–volatility analysis using dynamic panels 0 0 0 40 0 1 4 124
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 0 0 1 2 0 0 2 11
Inference in Sparsity-Induced Weak Factor Models 0 0 0 4 1 1 2 20
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 1 2 6 57 2 6 16 163
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 0 65 2 2 3 295
Pairwise Tests of Purchasing Power Parity 1 2 4 151 4 6 11 371
Panel unit root tests in the presence of a multifactor error structure 0 2 4 352 3 10 26 994
Panels with non-stationary multifactor error structures 1 1 4 267 1 2 20 732
Revealing priors from posteriors with an application to inflation forecasting in the UK 0 0 0 0 0 0 0 0
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities* 0 1 2 4 0 4 11 13
Testing slope homogeneity in large panels 1 5 29 736 11 27 112 1,985
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 0 1 9 711
The small sample performance of the Wald test in the sample selection model under the multicollinearity problem 1 1 1 55 1 2 3 189
The spatial and temporal diffusion of house prices in the UK 0 1 3 229 0 3 18 711
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 0 1 4 0 1 4 11
Total Journal Articles 7 27 80 3,145 45 115 370 10,207
1 registered items for which data could not be found
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