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 4 11 243 2 9 43 868
A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models 0 0 4 210 4 8 41 771
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 0 0 70 0 1 13 387
A Nonnormality and Heteroskedasticity Robust Test for Skewness in Regression Models 0 0 1 197 0 0 3 635
A Spatio-Temporal Model of House Prices in the US 0 1 4 769 0 7 43 2,088
A Spatio-Temporal Model of House Prices in the US 0 0 0 155 1 7 20 552
A Spatio-Temporal Model of House Prices in the US 0 0 0 181 3 5 15 552
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 1 5 15 40 2 6 32 57
A robust test for error cross-section correlation in panel models 0 0 2 122 2 3 15 275
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 5 10 10 10 10 27 27 27
Estimation of Weak Factor Models 0 0 10 10 0 0 7 7
Firm Level Volatility-Return Analysis using Dynamic Panels 0 0 0 139 0 1 20 414
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 1 4 22 22 1 10 34 34
Inference in Weak Factor Models 1 4 18 18 3 9 17 17
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 1 14 39 2 4 30 48
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 14 14 1 5 25 25
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence 0 0 2 203 1 1 10 413
On Testing Sample Selection Bias under the Multicollinearity Problem 0 0 0 541 0 1 5 2,437
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 1 90 1 1 6 405
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 2 2 3 166 3 4 11 659
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 2 131 2 3 35 350
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 80 0 1 16 307
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 1 1 77 0 6 18 237
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 1 2 76 0 3 16 289
Panels with Nonstationary Multifactor Error Structures 0 0 0 0 0 2 10 15
Panels with Nonstationary Multifactor Error Structures 0 0 0 49 2 4 11 205
Panels with Nonstationary Multifactor Error Structures 0 0 0 232 0 2 9 626
Panels with Nonstationary Multifactor Error Structures 0 0 0 78 0 1 9 289
Panels with Nonstationary Multifactor Error Structures 0 0 0 34 1 4 16 220
Panels with nonstationary multifactor error structures 0 0 3 13 2 5 19 77
Spatial and Temporal Diffusion of House Prices in the UK 1 1 3 397 1 2 9 924
Spatial and Temporal Diffusion of House Prices in the UK 0 0 3 152 1 2 26 375
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 61 1 2 21 172
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 50 1 1 15 244
Testing CAPM with a Large Number of Assets 0 0 5 146 2 5 37 391
Testing CAPM with a Large Number of Assets 0 1 2 106 2 5 13 270
Testing CAPM with a Large Number of Assets (Updated 28th March 2012) 0 2 6 270 2 6 20 661
Testing Slope Homogeneity in Large Panels 0 0 5 280 3 10 54 930
Testing Slope Homogeneity in Large Panels 0 0 0 153 1 5 14 808
Testing Slope Homogeneity in Large Panels 1 2 2 282 2 11 28 989
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 4 18 0 1 12 44
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 1 4 13 136 1 6 38 170
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 103 0 0 5 749
Total Working Papers 14 43 183 6,163 60 196 868 20,013


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 8 0 0 2 36
A bias-adjusted LM test of error cross-section independence 1 4 14 196 2 9 55 760
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 1 1 5 29 6 16 52 140
A joint serial correlation test for linear panel data models 0 0 0 82 0 1 11 364
A spatio-temporal model of house prices in the USA 1 5 16 197 1 15 58 602
A test of cross section dependence for a linear dynamic panel model with regressors 1 2 15 367 4 8 36 929
Firm level return–volatility analysis using dynamic panels 0 0 5 31 0 1 16 101
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 1 65 1 1 5 287
Pairwise Tests of Purchasing Power Parity 4 9 13 141 7 18 33 336
Panel unit root tests in the presence of a multifactor error structure 0 1 9 315 1 10 50 818
Panels with non-stationary multifactor error structures 0 2 11 203 3 9 43 569
Testing slope homogeneity in large panels 8 16 63 404 19 50 167 974
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 0 0 5 688
The small sample performance of the Wald test in the sample selection model under the multicollinearity problem 0 0 0 52 0 0 9 176
The spatial and temporal diffusion of house prices in the UK 2 5 15 183 4 11 52 552
Total Journal Articles 18 45 167 2,353 48 149 594 7,332


Statistics updated 2020-09-04