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 6 273 2 7 15 944
A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models 0 0 0 217 0 0 8 849
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 0 0 76 0 0 0 414
A Nonnormality and Heteroskedasticity Robust Test for Skewness in Regression Models 0 0 0 199 1 1 2 641
A Spatio-Temporal Model of House Prices in the US 0 0 1 162 1 2 5 629
A Spatio-Temporal Model of House Prices in the US 0 0 0 188 0 1 2 617
A Spatio-Temporal Model of House Prices in the US 0 0 0 777 0 1 5 2,174
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 0 2 60 1 3 5 115
A robust test for error cross-section correlation in panel models 0 1 1 129 0 1 1 290
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 29 0 0 2 90
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 47 0 1 3 160
Estimation of Weak Factor Models 0 0 0 22 0 1 2 47
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 0 0 19 0 0 2 39
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 1 1 1 32 1 1 1 65
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 1 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 0 1 70
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 25 0 0 1 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 1 1 1 18 1 1 2 19
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 0 166 0 0 1 665
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 90 0 0 1 416
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 80 0 0 3 320
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 76 0 0 1 305
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 85 0 0 4 275
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 131 0 0 1 370
Panels with Nonstationary Multifactor Error Structures 0 0 0 233 0 0 0 640
Panels with Nonstationary Multifactor Error Structures 0 0 0 78 0 0 1 309
Panels with Nonstationary Multifactor Error Structures 0 0 0 52 0 1 1 221
Panels with Nonstationary Multifactor Error Structures 0 0 0 0 0 0 0 27
Panels with nonstationary multifactor error structures 0 1 1 17 0 2 4 97
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 404 0 0 3 958
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 62 0 0 1 187
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 51 0 0 1 256
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 154 0 0 2 400
Testing CAPM with a Large Number of Assets 1 3 4 125 1 4 12 321
Testing CAPM with a Large Number of Assets 1 1 1 152 1 2 7 442
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 0 1 288 1 1 6 1,011
Testing Slope Homogeneity in Large Panels 0 0 0 158 1 1 7 846
Testing Slope Homogeneity in Large Panels 0 0 2 310 1 1 11 1,111
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 25 0 1 1 77
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 151 0 0 0 225
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 105 0 1 2 769
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 3 68 0 1 10 105
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 2 19 4 11 21 101
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 1 24 0 1 4 30
Total Working Papers 5 13 29 6,675 16 48 167 21,981
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 0 0 46
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 1 4
A bias-adjusted LM test of error cross-section independence 0 0 0 202 2 9 32 998
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 0 0 3 58 2 4 19 310
A joint serial correlation test for linear panel data models 0 0 1 85 0 0 4 377
A spatio-temporal model of house prices in the USA 1 1 16 305 1 5 44 973
A test of cross section dependence for a linear dynamic panel model with regressors 2 3 7 411 5 8 20 1,043
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 1 9 0 2 5 37
Estimation of Sparsity-Induced Weak Factor Models 0 0 1 5 1 1 4 19
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 0 0 0 1 0 0 2 10
Inference in Sparsity-Induced Weak Factor Models 0 0 1 4 0 0 2 18
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 0 2 11 53 2 4 26 152
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 0 65 0 1 1 293
Pairwise Tests of Purchasing Power Parity 1 1 2 148 1 1 7 364
Panel unit root tests in the presence of a multifactor error structure 0 1 4 350 2 7 26 979
Panels with non-stationary multifactor error structures 0 1 10 265 2 9 29 724
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 1 6 6
Testing slope homogeneity in large panels 3 6 35 722 13 28 147 1,935
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 0 2 10 710
The small sample performance of the Wald test in the sample selection model under the multicollinearity problem 0 0 0 54 1 1 1 187
The spatial and temporal diffusion of house prices in the UK 0 0 7 227 1 7 22 703
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 1 1 4 0 1 3 9
Total Journal Articles 7 16 103 3,102 33 91 414 10,020
1 registered items for which data could not be found


Statistics updated 2025-02-05