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 1 7 277 1 4 20 957
A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models 0 0 0 217 2 3 4 853
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 0 0 76 1 2 3 417
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 0 777 0 0 3 2,176
A Spatio-Temporal Model of House Prices in the US 0 0 0 162 0 0 7 634
A Spatio-Temporal Model of House Prices in the US 0 0 0 188 1 1 4 620
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 0 1 61 3 4 8 120
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 0 1 51 1 3 5 66
A robust test for error cross-section correlation in panel models 0 0 1 129 1 2 3 292
An alternative bootstrap procedure for factor-augmented regression models 3 3 3 3 0 0 0 0
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 29 2 6 7 97
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 47 3 3 5 164
Bias Correction in Factor-Augmented Regression Models with Weak Factors 5 10 10 10 1 6 6 6
Estimation of Weak Factor Models 0 0 1 23 5 6 10 56
Estimation of Weak Factor Models 0 0 0 88 3 4 7 132
Firm Level Volatility-Return Analysis using Dynamic Panels 0 0 1 147 0 0 1 430
Global fossil fuel consumption and carbon pricing: Forecasting and counterfactual analysis under alternative GDP scenarios 0 0 1 20 1 1 3 42
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 21 21 3 3 14 14
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 5 5 0 2 4 4
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 0 0 2 33 2 2 5 69
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 1 41 1 2 4 241
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 47 2 2 3 73
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 70 2 3 3 30
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 25 1 1 1 52
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence 0 0 0 205 0 0 1 423
Linear Panel Regression Models with Non-Classical Measurement Errors: An Application to Investment Equations 0 0 1 18 0 0 2 20
On Testing Sample Selection Bias under the Multicollinearity Problem 1 1 1 543 3 5 5 2,455
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 90 0 0 1 417
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 166 1 3 4 669
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 80 0 1 2 322
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 76 1 1 2 307
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 131 0 0 0 370
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 85 1 1 3 278
Panels with Nonstationary Multifactor Error Structures 0 0 0 233 1 2 4 644
Panels with Nonstationary Multifactor Error Structures 0 0 0 78 1 1 2 311
Panels with Nonstationary Multifactor Error Structures 0 0 0 52 0 0 3 223
Panels with Nonstationary Multifactor Error Structures 0 0 0 0 1 1 1 28
Panels with nonstationary multifactor error structures 0 0 1 17 1 1 4 99
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 404 0 0 2 960
Spatial and Temporal Diffusion of House Prices in the UK 0 1 1 155 2 7 9 409
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 51 1 3 5 261
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 62 2 3 4 191
Testing CAPM with a Large Number of Assets 0 0 3 125 0 0 7 324
Testing CAPM with a Large Number of Assets 0 0 1 152 0 0 3 443
Testing CAPM with a Large Number of Assets (Updated 28th March 2012) 0 0 0 275 3 3 5 707
Testing Slope Homogeneity in Large Panels 3 3 3 291 5 6 10 1,020
Testing Slope Homogeneity in Large Panels 0 1 5 315 2 4 13 1,123
Testing Slope Homogeneity in Large Panels 0 0 0 158 5 7 10 855
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 151 1 1 5 230
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 0 0 0 0 0
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 25 0 1 3 79
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 105 1 1 2 770
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 2 5 72 1 7 15 119
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 3 21 0 2 22 112
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 0 24 1 1 4 33
Total Working Papers 12 23 79 6,949 70 122 286 22,432
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 1 1 5 51
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 1 1 5
A bias-adjusted LM test of error cross-section independence 0 0 0 202 3 8 28 1,017
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 1 2 4 62 7 11 24 330
A joint serial correlation test for linear panel data models 0 0 0 85 0 0 4 381
A spatio-temporal model of house prices in the USA 0 1 9 313 4 8 41 1,009
A test of cross section dependence for a linear dynamic panel model with regressors 0 0 4 412 1 2 19 1,054
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 9 0 2 4 39
Estimation of Sparsity-Induced Weak Factor Models 0 0 2 7 1 1 7 25
Firm level return–volatility analysis using dynamic panels 0 0 0 40 2 2 3 126
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 0 0 1 2 2 2 3 13
Inference in Sparsity-Induced Weak Factor Models 0 0 0 4 0 0 2 20
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 0 1 7 58 1 5 20 168
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 0 65 1 2 5 297
Pairwise Tests of Purchasing Power Parity 0 1 5 152 1 3 11 374
Panel unit root tests in the presence of a multifactor error structure 0 3 6 355 0 5 27 999
Panels with non-stationary multifactor error structures 0 1 4 268 2 4 21 736
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 1 4 0 0 8 13
Testing slope homogeneity in large panels 5 8 28 744 11 32 110 2,017
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 0 10 13 721
The small sample performance of the Wald test in the sample selection model under the multicollinearity problem 0 0 1 55 2 3 6 192
The spatial and temporal diffusion of house prices in the UK 0 0 2 229 1 2 17 713
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 0 1 4 3 4 7 15
Total Journal Articles 6 17 76 3,162 43 108 386 10,315
1 registered items for which data could not be found
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