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 3 278 2 11 22 970
A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models 0 0 0 217 3 12 17 866
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 0 0 76 0 2 6 420
A Nonnormality and Heteroskedasticity Robust Test for Skewness in Regression Models 0 0 0 199 1 4 4 646
A Spatio-Temporal Model of House Prices in the US 0 0 0 162 1 8 14 646
A Spatio-Temporal Model of House Prices in the US 0 0 1 778 1 31 34 2,209
A Spatio-Temporal Model of House Prices in the US 0 0 0 188 1 11 18 636
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 0 2 52 0 7 13 74
A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects 0 1 2 62 0 5 11 126
A robust test for error cross-section correlation in panel models 0 0 0 129 0 1 4 294
An alternative bootstrap procedure for factor-augmented regression models 0 0 4 4 0 7 10 10
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 29 0 3 9 100
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 47 0 4 9 169
Bias Correction in Factor-Augmented Regression Models with Weak Factors 0 0 10 10 5 9 16 16
Estimation of Weak Factor Models 0 0 0 88 0 5 15 140
Estimation of Weak Factor Models 0 0 1 23 2 10 18 66
Firm Level Volatility-Return Analysis using Dynamic Panels 0 0 1 147 1 5 6 435
Global fossil fuel consumption and carbon pricing: Forecasting and counterfactual analysis under alternative GDP scenarios 0 0 0 20 1 8 12 52
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 0 5 5 1 4 7 9
IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects 0 1 6 25 2 9 24 31
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude 0 0 1 33 0 2 9 74
IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk 0 0 1 44 2 9 10 53
Inference in Weak Factor Models 0 1 2 42 0 3 10 247
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 47 8 15 20 90
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 25 0 4 5 56
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure 0 0 0 70 0 13 19 46
Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence 0 0 0 205 1 9 14 436
Linear Panel Regression Models with Non-Classical Measurement Errors: An Application to Investment Equations 0 0 0 18 1 5 6 26
On Testing Sample Selection Bias under the Multicollinearity Problem 0 0 1 543 1 6 14 2,464
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 90 1 10 12 428
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 166 0 6 10 676
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 131 0 7 8 378
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 85 0 3 7 284
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 76 18 55 57 362
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 80 3 11 19 339
Panels with Nonstationary Multifactor Error Structures 0 0 0 52 1 5 9 230
Panels with Nonstationary Multifactor Error Structures 0 0 0 78 2 14 16 325
Panels with Nonstationary Multifactor Error Structures 0 0 0 0 1 11 12 39
Panels with Nonstationary Multifactor Error Structures 0 0 0 233 1 10 18 658
Panels with nonstationary multifactor error structures 0 0 0 17 1 7 9 107
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 404 1 6 8 968
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 62 0 3 6 194
Spatial and Temporal Diffusion of House Prices in the UK 0 1 2 156 0 6 14 416
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 52 0 5 11 268
Testing CAPM with a Large Number of Assets 0 0 0 152 0 5 7 449
Testing CAPM with a Large Number of Assets 0 0 0 125 1 5 8 330
Testing CAPM with a Large Number of Assets (Updated 28th March 2012) 0 0 0 275 2 6 12 714
Testing Slope Homogeneity in Large Panels 1 2 6 317 4 14 27 1,142
Testing Slope Homogeneity in Large Panels 0 0 3 291 3 10 25 1,037
Testing Slope Homogeneity in Large Panels 0 0 0 158 1 7 16 863
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 0 5 13 14 14
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 25 0 4 5 83
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 151 1 6 12 237
The Asymptotic Distribution of the F-Test Statistic for Individual Effects 0 0 0 105 0 4 5 774
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 5 73 3 8 25 132
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 2 4 23 1 9 23 125
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 0 24 0 3 6 36
Total Working Papers 1 10 61 6,967 84 475 777 23,015
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 0 4 9 56
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data 0 0 1 2 1 2 4 8
A bias-adjusted LM test of error cross-section independence 0 0 0 202 3 14 30 1,032
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 0 2 6 64 2 18 42 353
A joint serial correlation test for linear panel data models 0 0 0 85 3 9 14 391
A spatio-temporal model of house prices in the USA 0 0 8 313 4 12 47 1,024
A test of cross section dependence for a linear dynamic panel model with regressors 0 2 3 414 1 11 21 1,066
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 9 1 4 6 43
Estimation of Sparsity-Induced Weak Factor Models 0 2 5 10 1 10 17 36
Firm level return–volatility analysis using dynamic panels 0 1 1 41 0 5 9 132
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 0 1 2 3 0 11 15 25
Inference in Sparsity-Induced Weak Factor Models 0 1 1 5 0 5 7 26
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 0 1 6 59 3 15 30 184
On Testing Sample Selection Bias Under the Multicollinearity Problem 0 0 0 65 0 3 8 301
Pairwise Tests of Purchasing Power Parity 0 0 4 152 0 8 18 382
Panel unit root tests in the presence of a multifactor error structure 1 4 9 359 2 23 42 1,023
Panels with non-stationary multifactor error structures 0 0 2 268 1 11 24 750
Revealing priors from posteriors with an application to inflation forecasting in the UK 0 0 0 0 0 3 4 4
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities* 0 0 1 4 1 9 14 22
Testing slope homogeneity in large panels 0 3 23 750 3 82 165 2,112
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 1 3 15 725
The small sample performance of the Wald test in the sample selection model under the multicollinearity problem 0 0 1 55 0 1 6 193
The spatial and temporal diffusion of house prices in the UK 0 0 2 229 0 8 19 723
Two-stage instrumental variable estimation of linear panel data models with interactive effects 0 0 0 4 1 6 12 21
Total Journal Articles 1 17 76 3,184 28 277 578 10,632
1 registered items for which data could not be found
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