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 1 7 277 0 3 20 956
A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models 0 0 0 217 0 1 4 851
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 0 0 76 0 1 2 416
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 0 162 0 1 7 634
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 0 777 0 0 3 2,176
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 0 1 51 1 2 4 65
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 0 1 61 1 1 5 117
A robust test for error cross-section correlation in panel models 0 0 1 129 1 1 2 291
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 47 0 0 4 161
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 29 4 4 5 95
Bias Correction in Factor-Augmented Regression Models with Weak Factors 5 5 5 5 5 5 5 5
Estimation of Weak Factor Models 0 1 1 23 1 2 5 51
Estimation of Weak Factor Models 0 0 0 88 0 2 4 129
Firm Level Volatility-Return Analysis using Dynamic Panels 0 1 1 147 0 1 1 430
Global fossil fuel consumption and carbon pricing: Forecasting and counterfactual analysis under alternative GDP scenarios 0 0 1 20 0 1 3 41
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 21 21 0 0 11 11
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 5 5 1 2 4 4
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 0 0 2 33 0 0 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 0 1 41 1 1 3 240
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 and a Multifactor Error Structure 0 0 0 70 0 1 1 28
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 under Cross-sectional Dependence 0 0 0 205 0 1 1 423
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 2 2 2,452
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 166 2 2 3 668
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 90 0 0 2 417
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 76 0 0 2 306
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 1 1 4 322
Panels with Nonstationary Multifactor Error Structures 0 0 0 233 0 2 3 643
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 0 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 1 1 155 3 5 7 407
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 404 0 0 2 960
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 51 2 2 4 260
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 62 0 1 2 189
Testing CAPM with a Large Number of Assets 0 0 3 125 0 0 8 324
Testing CAPM with a Large Number of Assets 0 0 1 152 0 1 4 443
Testing CAPM with a Large Number of Assets (Updated 28th March 2012) 0 0 0 275 0 1 3 704
Testing Slope Homogeneity in Large Panels 0 0 0 158 1 2 6 850
Testing Slope Homogeneity in Large Panels 0 2 6 315 0 4 14 1,121
Testing Slope Homogeneity in Large Panels 0 0 0 288 0 1 6 1,015
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 25 0 1 3 79
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 0 151 0 0 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 0 24 0 0 4 32
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 1 1 3 21 2 4 24 112
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 1 3 6 72 1 7 16 118
Total Working Papers 7 15 69 6,937 27 67 245 22,362
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 0 1 11 0 2 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 1 1 1 5
A bias-adjusted LM test of error cross-section independence 0 0 0 202 3 9 26 1,014
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 0 1 3 61 1 6 18 323
A joint serial correlation test for linear panel data models 0 0 0 85 0 3 4 381
A spatio-temporal model of house prices in the USA 0 3 10 313 1 11 39 1,005
A test of cross section dependence for a linear dynamic panel model with regressors 0 0 4 412 1 3 20 1,053
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 9 0 2 6 39
Estimation of Sparsity-Induced Weak Factor Models 0 0 2 7 0 0 7 24
Firm level return–volatility analysis using dynamic panels 0 0 0 40 0 0 3 124
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 0 1 2 20
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 1 2 7 58 2 6 19 167
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 0 65 1 3 4 296
Pairwise Tests of Purchasing Power Parity 0 2 5 152 0 6 11 373
Panel unit root tests in the presence of a multifactor error structure 0 3 6 355 1 8 29 999
Panels with non-stationary multifactor error structures 0 2 4 268 1 3 20 734
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 0 1 4 0 0 10 13
Testing slope homogeneity in large panels 1 4 27 739 11 32 112 2,006
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 10 10 17 721
The small sample performance of the Wald test in the sample selection model under the multicollinearity problem 0 1 1 55 1 2 4 190
The spatial and temporal diffusion of house prices in the UK 0 0 2 229 1 1 17 712
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 0 1 4 1 1 5 12
Total Journal Articles 2 18 75 3,156 36 110 380 10,272
1 registered items for which data could not be found
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