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 5 277 2 3 19 959
A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models 0 0 0 217 1 3 5 854
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 0 0 76 1 2 4 418
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 0 188 5 6 8 625
A Spatio-Temporal Model of House Prices in the US 1 1 1 778 2 2 4 2,178
A Spatio-Temporal Model of House Prices in the US 0 0 0 162 4 4 10 638
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 0 1 61 1 5 7 121
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 1 1 2 52 1 3 6 67
A robust test for error cross-section correlation in panel models 0 0 1 129 1 3 4 293
An alternative bootstrap procedure for factor-augmented regression models 1 4 4 4 3 3 3 3
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 47 1 4 6 165
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 29 0 6 7 97
Bias Correction in Factor-Augmented Regression Models with Weak Factors 0 10 10 10 1 7 7 7
Estimation of Weak Factor Models 0 0 1 23 0 6 9 56
Estimation of Weak Factor Models 0 0 0 88 3 6 10 135
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 2 3 5 44
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 5 5 1 2 5 5
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 3 3 24 24 8 11 22 22
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 0 0 2 33 3 5 8 72
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk 1 1 1 44 1 1 2 44
Inference in Weak Factor Models 0 0 1 41 3 5 7 244
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 47 2 4 5 75
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 70 3 5 6 33
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 25 0 1 1 52
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence 0 0 0 205 4 4 5 427
Linear Panel Regression Models with Non-Classical Measurement Errors: An Application to Investment Equations 0 0 1 18 1 1 3 21
On Testing Sample Selection Bias under the Multicollinearity Problem 0 1 1 543 3 6 8 2,458
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 90 1 1 2 418
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 166 1 4 5 670
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 85 3 4 6 281
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 76 0 1 2 307
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 80 6 7 8 328
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 131 1 1 1 371
Panels with Nonstationary Multifactor Error Structures 0 0 0 52 2 2 4 225
Panels with Nonstationary Multifactor Error Structures 0 0 0 233 4 5 8 648
Panels with Nonstationary Multifactor Error Structures 0 0 0 78 0 1 2 311
Panels with Nonstationary Multifactor Error Structures 0 0 0 0 0 1 1 28
Panels with nonstationary multifactor error structures 0 0 0 17 1 2 3 100
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 62 0 2 4 191
Spatial and Temporal Diffusion of House Prices in the UK 1 1 1 52 2 5 7 263
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 155 1 6 10 410
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 404 2 2 4 962
Testing CAPM with a Large Number of Assets 0 0 2 125 1 1 6 325
Testing CAPM with a Large Number of Assets 0 0 1 152 1 1 4 444
Testing CAPM with a Large Number of Assets (Updated 28th March 2012) 0 0 0 275 1 4 6 708
Testing Slope Homogeneity in Large Panels 0 0 5 315 5 7 18 1,128
Testing Slope Homogeneity in Large Panels 0 3 3 291 7 12 17 1,027
Testing Slope Homogeneity in Large Panels 0 0 0 158 1 7 11 856
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 0 1 1 1 1
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 25 0 0 2 79
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 151 1 2 6 231
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 105 0 1 2 770
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 3 21 4 6 22 116
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 0 24 0 1 3 33
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 5 72 5 7 20 124
Total Working Papers 8 27 83 6,957 108 205 374 22,540
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 2 6 52
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data 1 1 1 2 1 2 2 6
A bias-adjusted LM test of error cross-section independence 0 0 0 202 1 7 26 1,018
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 0 1 4 62 5 13 28 335
A joint serial correlation test for linear panel data models 0 0 0 85 1 1 5 382
A spatio-temporal model of house prices in the USA 0 0 9 313 3 8 42 1,012
A test of cross section dependence for a linear dynamic panel model with regressors 0 0 4 412 1 3 19 1,055
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 9 0 0 2 39
Estimation of Sparsity-Induced Weak Factor Models 1 1 3 8 1 2 8 26
Firm level return–volatility analysis using dynamic panels 0 0 0 40 1 3 4 127
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 0 0 1 2 1 3 4 14
Inference in Sparsity-Induced Weak Factor Models 0 0 0 4 1 1 3 21
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 0 1 7 58 1 4 21 169
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 0 65 1 3 5 298
Pairwise Tests of Purchasing Power Parity 0 0 5 152 0 1 11 374
Panel unit root tests in the presence of a multifactor error structure 0 0 6 355 1 2 25 1,000
Panels with non-stationary multifactor error structures 0 0 3 268 3 6 18 739
Revealing priors from posteriors with an application to inflation forecasting in the UK 0 0 0 0 1 1 1 1
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 3 9 30 747 13 35 115 2,030
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 1 11 13 722
The small sample performance of the Wald test in the sample selection model under the multicollinearity problem 0 0 1 55 0 3 6 192
The spatial and temporal diffusion of house prices in the UK 0 0 2 229 2 4 15 715
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 0 0 4 0 4 6 15
Total Journal Articles 5 13 78 3,167 40 119 393 10,355
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06