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 3 7 276 2 8 21 952
A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models 0 0 0 217 0 0 5 849
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 0 0 76 0 1 1 415
A Nonnormality and Heteroskedasticity Robust Test for Skewness in Regression Models 0 0 0 199 0 1 2 642
A Spatio-Temporal Model of House Prices in the US 0 0 0 162 0 4 8 633
A Spatio-Temporal Model of House Prices in the US 0 0 0 188 0 2 3 619
A Spatio-Temporal Model of House Prices in the US 0 0 0 777 0 1 5 2,175
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 0 5 115
A robust test for error cross-section correlation in panel models 0 0 1 129 0 0 1 290
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 47 0 0 3 160
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 29 0 1 3 91
Estimation of Weak Factor Models 0 0 0 22 0 2 4 49
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 0 1 1 20 0 1 3 40
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 20 20 20 1 9 9 9
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 0 0 1 32 0 1 2 66
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 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 47 0 1 1 71
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 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 0 1 18 0 1 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 0 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 80 0 1 3 321
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 85 0 2 6 277
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 76 0 1 2 306
Panels with Nonstationary Multifactor Error Structures 0 0 0 52 0 1 2 222
Panels with Nonstationary Multifactor Error Structures 0 0 0 233 1 1 1 641
Panels with Nonstationary Multifactor Error Structures 0 0 0 78 0 1 2 310
Panels with Nonstationary Multifactor Error Structures 0 0 0 0 0 0 0 27
Panels with nonstationary multifactor error structures 0 0 1 17 0 1 3 98
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 62 0 1 2 188
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 404 0 2 4 960
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 51 0 2 3 258
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 154 0 2 4 402
Testing CAPM with a Large Number of Assets 0 0 4 125 0 1 10 322
Testing CAPM with a Large Number of Assets 0 0 1 152 0 0 6 442
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 2 4 312 0 5 14 1,116
Testing Slope Homogeneity in Large Panels 0 0 1 288 0 2 7 1,013
Testing Slope Homogeneity in Large Panels 0 0 0 158 0 2 7 848
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 151 0 2 2 227
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 25 0 1 2 78
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 105 0 0 2 769
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 3 69 1 4 10 109
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 1 24 2 2 6 32
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 1 1 2 20 4 7 24 108
Total Working Papers 2 28 52 6,703 11 75 209 22,056
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 0 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 0 4
A bias-adjusted LM test of error cross-section independence 0 0 0 202 1 6 28 1,004
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 0 0 2 58 0 2 18 312
A joint serial correlation test for linear panel data models 0 0 1 85 0 0 2 377
A spatio-temporal model of house prices in the USA 0 0 9 305 1 6 34 979
A test of cross section dependence for a linear dynamic panel model with regressors 1 1 5 412 2 4 19 1,047
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 9 0 0 4 37
Estimation of Sparsity-Induced Weak Factor Models 0 0 1 5 1 2 6 21
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 1 1 1 2 1 1 2 11
Inference in Sparsity-Induced Weak Factor Models 0 0 0 4 0 1 2 19
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 1 2 8 55 2 5 18 157
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 0 65 0 0 1 293
Pairwise Tests of Purchasing Power Parity 1 1 2 149 1 1 6 365
Panel unit root tests in the presence of a multifactor error structure 0 0 3 350 1 5 21 984
Panels with non-stationary multifactor error structures 0 1 7 266 4 6 26 730
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 0 3 9 9
Testing slope homogeneity in large panels 2 9 35 731 3 23 120 1,958
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 0 0 8 710
The small sample performance of the Wald test in the sample selection model under the multicollinearity problem 0 0 0 54 0 0 1 187
The spatial and temporal diffusion of house prices in the UK 1 1 4 228 1 5 19 708
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 0 1 4 1 1 4 10
Total Journal Articles 7 16 82 3,118 19 72 352 10,092
1 registered items for which data could not be found
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Statistics updated 2025-05-12