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 2 279 0 2 21 977
A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models 0 0 0 217 1 1 22 873
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 1 1 77 0 1 9 425
A Nonnormality and Heteroskedasticity Robust Test for Skewness in Regression Models 0 0 0 199 1 2 8 650
A Spatio-Temporal Model of House Prices in the US 0 0 0 162 1 3 22 656
A Spatio-Temporal Model of House Prices in the US 0 0 0 188 1 2 24 643
A Spatio-Temporal Model of House Prices in the US 0 0 1 778 1 3 45 2,221
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 0 1 52 0 1 16 80
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 0 1 62 0 0 16 132
A robust test for error cross-section correlation in panel models 0 0 0 129 0 0 5 295
An alternative bootstrap procedure for factor-augmented regression models 0 0 4 4 3 3 18 18
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 47 0 0 15 176
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 29 1 1 19 110
Bias Correction in Factor-Augmented Regression Models with Weak Factors 1 1 11 11 1 2 21 21
Estimation of Weak Factor Models 0 0 0 88 0 0 14 143
Estimation of Weak Factor Models 0 0 0 23 0 0 16 66
Firm Level Volatility-Return Analysis using Dynamic Panels 0 0 0 147 0 0 6 436
Global fossil fuel consumption and carbon pricing: Forecasting and counterfactual analysis under alternative GDP scenarios 1 1 1 21 2 2 16 57
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 6 27 0 0 27 38
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 0 5 4 4 14 17
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 0 0 0 33 0 0 12 79
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk 0 0 1 44 0 0 17 60
Inference in Weak Factor Models 0 0 1 42 0 0 13 252
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 70 2 2 22 50
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 25 0 1 6 57
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 47 0 3 24 95
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence 0 0 0 205 1 2 17 440
Linear Panel Regression Models with Non-Classical Measurement Errors: An Application to Investment Equations 0 0 0 18 0 0 8 28
On Testing Sample Selection Bias under the Multicollinearity Problem 0 0 1 543 0 0 14 2,466
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 90 0 0 15 432
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 166 0 2 16 682
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 131 1 3 13 383
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 80 0 2 25 346
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 85 0 0 10 287
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 76 5 6 75 381
Panels with Nonstationary Multifactor Error Structures 0 0 0 78 0 0 24 334
Panels with Nonstationary Multifactor Error Structures 0 0 0 0 2 2 16 43
Panels with Nonstationary Multifactor Error Structures 0 0 0 52 1 1 16 239
Panels with Nonstationary Multifactor Error Structures 0 0 0 233 0 1 23 666
Panels with nonstationary multifactor error structures 0 0 0 17 1 1 15 113
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 404 1 2 11 971
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 62 1 1 13 202
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 156 1 2 22 426
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 52 0 2 14 272
Testing CAPM with a Large Number of Assets 0 0 1 153 1 1 15 458
Testing CAPM with a Large Number of Assets 0 0 0 125 0 1 12 336
Testing CAPM with a Large Number of Assets (Updated 28th March 2012) 0 0 1 276 1 1 16 720
Testing Slope Homogeneity in Large Panels 0 2 4 319 2 6 40 1,161
Testing Slope Homogeneity in Large Panels 0 0 0 158 0 2 21 870
Testing Slope Homogeneity in Large Panels 0 0 3 291 1 1 39 1,054
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 1 152 0 2 15 244
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 1 1 0 0 22 22
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 25 0 0 10 89
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 105 0 0 10 779
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 3 23 3 3 22 132
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 3 74 1 2 24 141
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 1 1 1 25 2 3 12 44
Total Working Papers 3 7 51 6,981 43 82 1,053 23,388
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 11 0 2 11 61
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data 0 1 3 4 0 2 10 14
A bias-adjusted LM test of error cross-section independence 0 0 0 202 1 12 40 1,051
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 0 0 4 65 2 3 48 370
A joint serial correlation test for linear panel data models 0 1 1 86 1 4 18 399
A spatio-temporal model of house prices in the USA 0 0 3 316 0 3 41 1,045
A test of cross section dependence for a linear dynamic panel model with regressors 0 0 4 416 1 2 22 1,074
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 9 2 3 10 49
Discovering the Network Granger Causality in Large Vector Autoregressive Models 0 0 0 0 0 0 3 3
Estimation of Sparsity-Induced Weak Factor Models 1 2 7 14 1 2 22 46
Firm level return–volatility analysis using dynamic panels 0 0 1 41 0 2 15 139
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 0 1 2 4 2 4 20 31
Inference in Sparsity-Induced Weak Factor Models 0 0 1 5 0 0 10 30
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 0 0 2 59 3 4 36 201
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 0 65 0 0 11 306
Pairwise Tests of Purchasing Power Parity 0 0 0 152 2 3 14 387
Panel unit root tests in the presence of a multifactor error structure 0 0 4 359 1 3 35 1,033
Panels with non-stationary multifactor error structures 0 0 1 269 3 7 33 766
Revealing priors from posteriors with an application to inflation forecasting in the UK 0 0 0 0 1 1 7 7
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities* 0 0 1 5 3 4 19 32
Testing slope homogeneity in large panels 2 7 24 762 7 28 175 2,170
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 1 3 18 729
The small sample performance of the Wald test in the sample selection model under the multicollinearity problem 0 0 0 55 0 0 4 193
The spatial and temporal diffusion of house prices in the UK 0 0 2 231 3 4 32 743
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 1 2 6 1 2 16 27
Total Journal Articles 3 13 62 3,216 35 98 670 10,906
1 registered items for which data could not be found
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Statistics updated 2026-09-10