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 0 3 278 1 7 21 971
A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models 0 0 0 217 4 14 21 870
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 0 0 76 1 2 6 421
A Nonnormality and Heteroskedasticity Robust Test for Skewness in Regression Models 0 0 0 199 0 4 4 646
A Spatio-Temporal Model of House Prices in the US 0 0 0 162 1 7 14 647
A Spatio-Temporal Model of House Prices in the US 0 0 0 188 1 9 18 637
A Spatio-Temporal Model of House Prices in the US 0 0 1 778 3 11 37 2,212
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 1 2 62 0 4 11 126
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 0 2 52 2 8 15 76
A robust test for error cross-section correlation in panel models 0 0 0 129 0 1 4 294
An alternative bootstrap procedure for factor-augmented regression models 0 0 4 4 1 6 11 11
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 47 1 3 10 170
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 29 2 4 11 102
Bias Correction in Factor-Augmented Regression Models with Weak Factors 0 0 10 10 1 9 17 17
Estimation of Weak Factor Models 0 0 1 23 0 9 17 66
Estimation of Weak Factor Models 0 0 0 88 1 6 16 141
Firm Level Volatility-Return Analysis using Dynamic Panels 0 0 1 147 0 3 6 435
Global fossil fuel consumption and carbon pricing: Forecasting and counterfactual analysis under alternative GDP scenarios 0 0 0 20 0 3 12 52
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 1 5 25 4 11 27 35
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 0 5 0 2 7 9
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 0 0 1 33 0 0 8 74
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk 0 0 1 44 4 12 14 57
Inference in Weak Factor Models 0 1 2 42 0 2 10 247
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 47 1 13 20 91
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 25 0 4 5 56
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 70 0 9 19 46
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence 0 0 0 205 0 6 14 436
Linear Panel Regression Models with Non-Classical Measurement Errors: An Application to Investment Equations 0 0 0 18 1 4 7 27
On Testing Sample Selection Bias under the Multicollinearity Problem 0 0 1 543 0 3 14 2,464
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 90 0 6 12 428
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 166 0 1 10 676
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 131 0 2 8 378
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 76 11 63 67 373
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 85 2 5 9 286
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 80 3 13 21 342
Panels with Nonstationary Multifactor Error Structures 0 0 0 233 0 6 18 658
Panels with Nonstationary Multifactor Error Structures 0 0 0 0 0 4 12 39
Panels with Nonstationary Multifactor Error Structures 0 0 0 52 0 3 8 230
Panels with Nonstationary Multifactor Error Structures 0 0 0 78 0 11 15 325
Panels with nonstationary multifactor error structures 0 0 0 17 1 6 10 108
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 404 0 4 8 968
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 62 1 4 7 195
Spatial and Temporal Diffusion of House Prices in the UK 0 0 2 156 0 4 14 416
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 52 0 4 10 268
Testing CAPM with a Large Number of Assets 0 0 0 152 2 6 9 451
Testing CAPM with a Large Number of Assets 0 0 0 125 1 6 9 331
Testing CAPM with a Large Number of Assets (Updated 28th March 2012) 1 1 1 276 2 5 14 716
Testing Slope Homogeneity in Large Panels 0 0 0 158 3 8 18 866
Testing Slope Homogeneity in Large Panels 0 0 3 291 3 8 27 1,040
Testing Slope Homogeneity in Large Panels 0 2 5 317 5 16 31 1,147
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 0 2 11 16 16
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 25 0 2 5 83
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 151 0 3 10 237
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 105 1 4 6 775
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 2 4 23 2 11 23 127
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 0 24 1 3 7 37
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 4 73 1 7 25 133
Total Working Papers 1 8 54 6,968 70 402 825 23,085
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 4 9 56
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data 1 1 2 3 1 2 5 9
A bias-adjusted LM test of error cross-section independence 0 0 0 202 1 8 30 1,033
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 1 2 7 65 6 18 47 359
A joint serial correlation test for linear panel data models 0 0 0 85 0 7 14 391
A spatio-temporal model of house prices in the USA 1 1 9 314 4 13 50 1,028
A test of cross section dependence for a linear dynamic panel model with regressors 0 2 3 414 1 9 22 1,067
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 9 2 6 8 45
Estimation of Sparsity-Induced Weak Factor Models 0 1 5 10 2 7 18 38
Firm level return–volatility analysis using dynamic panels 0 0 1 41 0 2 9 132
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 0 0 2 3 1 9 16 26
Inference in Sparsity-Induced Weak Factor Models 0 1 1 5 0 4 7 26
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 0 1 5 59 8 21 37 192
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 0 65 2 3 10 303
Pairwise Tests of Purchasing Power Parity 0 0 4 152 0 5 18 382
Panel unit root tests in the presence of a multifactor error structure 0 2 9 359 1 15 41 1,024
Panels with non-stationary multifactor error structures 0 0 2 268 0 4 24 750
Revealing priors from posteriors with an application to inflation forecasting in the UK 0 0 0 0 1 3 5 5
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities* 1 1 2 5 4 11 17 26
Testing slope homogeneity in large panels 1 2 22 751 9 64 166 2,121
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 0 3 15 725
The small sample performance of the Wald test in the sample selection model under the multicollinearity problem 0 0 1 55 0 0 6 193
The spatial and temporal diffusion of house prices in the UK 0 0 2 229 1 7 17 724
Two-stage instrumental variable estimation of linear panel data models with interactive effects 1 1 1 5 1 6 13 22
Total Journal Articles 6 15 79 3,190 45 231 604 10,677
1 registered items for which data could not be found
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