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 1 6 278 5 8 22 964
A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models 0 0 0 217 2 5 7 856
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 0 0 76 1 3 5 419
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 0 188 3 9 11 628
A Spatio-Temporal Model of House Prices in the US 0 1 1 778 23 25 27 2,201
A Spatio-Temporal Model of House Prices in the US 0 0 0 162 2 6 12 640
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 1 2 52 1 3 7 68
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 5 8 122
A robust test for error cross-section correlation in panel models 0 0 0 129 0 2 3 293
An alternative bootstrap procedure for factor-augmented regression models 0 4 4 4 2 5 5 5
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 29 1 3 8 98
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 47 2 6 7 167
Bias Correction in Factor-Augmented Regression Models with Weak Factors 0 5 10 10 1 3 8 8
Estimation of Weak Factor Models 0 0 0 88 0 6 10 135
Estimation of Weak Factor Models 0 0 1 23 1 6 10 57
Firm Level Volatility-Return Analysis using Dynamic Panels 0 0 1 147 2 2 3 432
Global fossil fuel consumption and carbon pricing: Forecasting and counterfactual analysis under alternative GDP scenarios 0 0 1 20 5 8 10 49
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 5 5 2 3 7 7
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 3 24 24 2 13 24 24
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 0 0 2 33 2 7 10 74
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk 0 1 1 44 1 2 2 45
Inference in Weak Factor Models 0 0 1 41 1 5 8 245
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 70 4 9 10 37
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 47 3 7 8 78
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 25 0 1 1 52
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence 0 0 0 205 3 7 8 430
Linear Panel Regression Models with Non-Classical Measurement Errors: An Application to Investment Equations 0 0 1 18 2 3 5 23
On Testing Sample Selection Bias under the Multicollinearity Problem 0 1 1 543 3 9 11 2,461
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 90 4 5 6 422
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 166 5 7 10 675
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 131 5 6 6 376
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 85 0 4 6 281
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 76 3 4 5 310
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 80 1 7 9 329
Panels with Nonstationary Multifactor Error Structures 0 0 0 78 3 4 5 314
Panels with Nonstationary Multifactor Error Structures 0 0 0 0 7 8 8 35
Panels with Nonstationary Multifactor Error Structures 0 0 0 233 4 9 12 652
Panels with Nonstationary Multifactor Error Structures 0 0 0 52 2 4 6 227
Panels with nonstationary multifactor error structures 0 0 0 17 2 4 5 102
Spatial and Temporal Diffusion of House Prices in the UK 0 1 1 52 1 4 8 264
Spatial and Temporal Diffusion of House Prices in the UK 1 1 2 156 2 5 12 412
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 62 0 2 4 191
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 404 2 4 6 964
Testing CAPM with a Large Number of Assets 0 0 1 125 0 1 5 325
Testing CAPM with a Large Number of Assets 0 0 1 152 1 2 4 445
Testing CAPM with a Large Number of Assets (Updated 28th March 2012) 0 0 0 275 3 7 9 711
Testing Slope Homogeneity in Large Panels 0 3 3 291 5 17 22 1,032
Testing Slope Homogeneity in Large Panels 0 0 5 315 3 10 21 1,131
Testing Slope Homogeneity in Large Panels 0 0 0 158 2 8 13 858
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 151 3 5 9 234
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 25 2 2 4 81
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 0 4 5 5 5
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 105 1 2 2 771
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 1 1 5 73 2 8 21 126
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 2 21 0 4 19 116
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 0 24 1 2 4 34
Total Working Papers 3 23 82 6,960 143 321 505 22,683
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 6 52
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data 0 1 1 2 1 2 3 7
A bias-adjusted LM test of error cross-section independence 0 0 0 202 7 11 29 1,025
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 1 2 5 63 6 18 33 341
A joint serial correlation test for linear panel data models 0 0 0 85 2 3 7 384
A spatio-temporal model of house prices in the USA 0 0 9 313 3 10 43 1,015
A test of cross section dependence for a linear dynamic panel model with regressors 0 0 3 412 3 5 20 1,058
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 9 0 0 2 39
Estimation of Sparsity-Induced Weak Factor Models 1 2 4 9 5 7 13 31
Firm level return–volatility analysis using dynamic panels 1 1 1 41 3 6 7 130
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 1 1 2 3 3 6 7 17
Inference in Sparsity-Induced Weak Factor Models 0 0 0 4 1 2 4 22
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 0 0 5 58 2 4 21 171
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 0 65 2 4 7 300
Pairwise Tests of Purchasing Power Parity 0 0 5 152 3 4 14 377
Panel unit root tests in the presence of a multifactor error structure 2 2 7 357 9 10 32 1,009
Panels with non-stationary multifactor error structures 0 0 3 268 7 12 24 746
Revealing priors from posteriors with an application to inflation forecasting in the UK 0 0 0 0 1 2 2 2
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities* 0 0 1 4 2 2 9 15
Testing slope homogeneity in large panels 2 10 30 749 27 51 135 2,057
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 0 1 12 722
The small sample performance of the Wald test in the sample selection model under the multicollinearity problem 0 0 1 55 1 3 7 193
The spatial and temporal diffusion of house prices in the UK 0 0 2 229 2 5 15 717
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 0 0 4 1 4 7 16
Total Journal Articles 8 19 80 3,175 91 174 459 10,446
1 registered items for which data could not be found
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