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 1 7 29 94 12 31 90 355
A Nonnormality and Heteroskedasticity Robust Test for Skewness in Regression Models 2 5 14 177 4 27 66 543
A Spatio-Temporal Model of House Prices in the US 0 3 20 102 1 8 39 250
A Spatio-Temporal Model of House Prices in the US 0 4 26 107 1 14 64 299
A Spatio-Temporal Model of House Prices in the US 7 32 120 347 21 80 294 873
Firm Level Volatility-Return Analysis using Dynamic Panels 0 2 15 34 3 8 45 83
On Testing Sample Selection Bias under the Multicollinearity Problem 6 15 65 392 44 79 292 1,700
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 2 6 55 0 5 23 213
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 2 5 19 111 9 21 81 453
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 3 7 11 1 8 18 39
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 1 5 27 0 3 24 71
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 3 16 54 0 6 41 96
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 3 3 11 29 7 14 34 58
Panels with Nonstationary Multifactor Error Structures 2 4 11 46 4 7 25 129
Panels with Nonstationary Multifactor Error Structures 0 1 3 26 0 2 10 79
Panels with Nonstationary Multifactor Error Structures 0 1 3 23 0 3 8 80
Panels with Nonstationary Multifactor Error Structures 4 7 25 99 5 11 56 251
Testing Slope Homogeneity in Large Panels 0 1 17 96 3 10 73 514
Testing Slope Homogeneity in Large Panels 0 2 12 68 1 10 38 214
Testing Slope Homogeneity in Large Panels 4 7 29 165 8 30 80 565
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 2 3 11 36 12 25 80 206
Total Working Papers 33 111 464 2,099 136 402 1,481 7,071


Journal Article 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 1 27 39 7 24 123 164
A joint serial correlation test for linear panel data models 0 4 25 25 3 20 84 84
A test of cross section dependence for a linear dynamic panel model with regressors 4 12 41 41 9 29 94 94
Pairwise Tests of Purchasing Power Parity 4 14 18 18 8 27 35 35
Testing slope homogeneity in large panels 2 3 27 41 3 6 48 95
The asymptotic distribution of the F-test statistic for individual effects 1 4 13 57 4 16 134 507
The small sample performance of the Wald test in the sample selection model under the multicollinearity problem 0 0 6 26 0 2 21 104
Total Journal Articles 11 38 157 247 34 124 539 1,083


Statistics updated 2009-12-07