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 2 3 8 275 4 8 19 948
A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models 0 0 0 217 0 0 7 849
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 0 0 76 0 0 0 414
A Nonnormality and Heteroskedasticity Robust Test for Skewness in Regression Models 0 0 0 199 1 2 2 642
A Spatio-Temporal Model of House Prices in the US 0 0 0 777 1 1 6 2,175
A Spatio-Temporal Model of House Prices in the US 0 0 0 162 3 4 7 632
A Spatio-Temporal Model of House Prices in the US 0 0 0 188 1 1 3 618
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 0 2 60 0 1 5 115
A robust test for error cross-section correlation in panel models 0 1 1 129 0 1 1 290
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 47 0 1 3 160
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 29 1 1 3 91
Estimation of Weak Factor Models 0 0 0 22 1 1 3 48
Firm Level Volatility-Return Analysis using Dynamic Panels 0 0 0 146 0 0 0 429
Global fossil fuel consumption and carbon pricing: Forecasting and counterfactual analysis under alternative GDP scenarios 1 1 1 20 1 1 3 40
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 0 1 1 32 0 1 1 65
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 1 1 43
Inference in Weak Factor Models 0 0 0 40 0 0 1 237
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 47 0 0 0 70
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence 0 0 0 205 0 0 1 422
Linear Panel Regression Models with Non-Classical Measurement Errors: An Application to Investment Equations 0 1 1 18 1 2 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 0 1 416
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 166 1 1 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 2 2 6 277
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 80 0 0 3 320
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 76 0 0 1 305
Panels with Nonstationary Multifactor Error Structures 0 0 0 52 0 0 1 221
Panels with Nonstationary Multifactor Error Structures 0 0 0 78 0 0 1 309
Panels with Nonstationary Multifactor Error Structures 0 0 0 0 0 0 0 27
Panels with Nonstationary Multifactor Error Structures 0 0 0 233 0 0 0 640
Panels with nonstationary multifactor error structures 0 0 1 17 1 1 5 98
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 404 2 2 5 960
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 51 1 1 2 257
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 62 1 1 2 188
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 154 2 2 4 402
Testing CAPM with a Large Number of Assets 0 2 4 125 1 3 13 322
Testing CAPM with a Large Number of Assets 0 1 1 152 0 2 7 442
Testing CAPM with a Large Number of Assets (Updated 28th March 2012) 0 0 0 275 0 0 2 702
Testing Slope Homogeneity in Large Panels 0 0 1 288 1 2 6 1,012
Testing Slope Homogeneity in Large Panels 1 1 3 311 4 5 14 1,115
Testing Slope Homogeneity in Large Panels 0 0 0 158 1 2 8 847
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 25 1 1 2 78
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 151 0 0 0 225
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 105 0 1 2 769
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 3 68 2 3 12 107
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 1 24 0 0 4 30
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 1 19 1 8 21 102
Total Working Papers 4 13 31 6,679 35 63 193 22,016
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 0 10 1 1 1 47
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 1 4
A bias-adjusted LM test of error cross-section independence 0 0 0 202 4 10 33 1,002
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 0 0 3 58 1 4 18 311
A joint serial correlation test for linear panel data models 0 0 1 85 0 0 3 377
A spatio-temporal model of house prices in the USA 0 1 15 305 4 7 47 977
A test of cross section dependence for a linear dynamic panel model with regressors 0 3 7 411 2 9 21 1,045
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 1 9 0 0 5 37
Estimation of Sparsity-Induced Weak Factor Models 0 0 1 5 0 1 4 19
Firm level return–volatility analysis using dynamic panels 0 0 0 40 0 0 3 123
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 0 0 0 1 0 0 1 10
Inference in Sparsity-Induced Weak Factor Models 0 0 1 4 1 1 3 19
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 0 2 9 53 2 6 25 154
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 0 65 0 0 1 293
Pairwise Tests of Purchasing Power Parity 0 1 2 148 0 1 7 364
Panel unit root tests in the presence of a multifactor error structure 0 1 4 350 2 6 26 981
Panels with non-stationary multifactor error structures 1 1 10 266 2 5 29 726
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 3 3 2 3 8 8
Testing slope homogeneity in large panels 5 10 37 727 12 32 140 1,947
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 0 1 8 710
The small sample performance of the Wald test in the sample selection model under the multicollinearity problem 0 0 0 54 0 1 1 187
The spatial and temporal diffusion of house prices in the UK 0 0 6 227 1 4 21 704
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 0 1 4 0 0 3 9
Total Journal Articles 6 19 101 3,108 34 92 409 10,054
1 registered items for which data could not be found
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Statistics updated 2025-03-03