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 3 279 1 4 24 977
A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models 0 0 0 217 0 1 22 872
A Heteroskedasticity-Robust F-Test Statistic for Individual Effects 0 1 1 77 0 2 10 425
A Nonnormality and Heteroskedasticity Robust Test for Skewness in Regression Models 0 0 0 199 0 1 7 649
A Spatio-Temporal Model of House Prices in the US 0 0 1 778 0 3 44 2,220
A Spatio-Temporal Model of House Prices in the US 0 0 0 188 0 2 23 642
A Spatio-Temporal Model of House Prices in the US 0 0 0 162 0 2 21 655
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 17 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 2 16 132
A robust test for error cross-section correlation in panel models 0 0 0 129 0 1 5 295
An alternative bootstrap procedure for factor-augmented regression models 0 0 4 4 0 0 15 15
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 47 0 4 15 176
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 29 0 1 18 109
Bias Correction in Factor-Augmented Regression Models with Weak Factors 0 0 10 10 1 3 20 20
Estimation of Weak Factor Models 0 0 0 88 0 0 15 143
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 1 6 436
Global fossil fuel consumption and carbon pricing: Forecasting and counterfactual analysis under alternative GDP scenarios 0 0 0 20 0 1 14 55
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 0 1 11 13
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 1 13 252
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 70 0 1 21 48
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 0 1 16 439
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 16 2,466
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 90 0 2 15 432
Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures 0 0 0 166 1 3 16 682
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 1 2 70 376
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 80 0 4 25 346
Panel Unit Root Tests in the Presence of a Multifactor Error Structure 0 0 0 131 2 3 12 382
Panels with Nonstationary Multifactor Error Structures 0 0 0 52 0 1 15 238
Panels with Nonstationary Multifactor Error Structures 0 0 0 0 0 1 14 41
Panels with Nonstationary Multifactor Error Structures 0 0 0 78 0 0 24 334
Panels with Nonstationary Multifactor Error Structures 0 0 0 233 0 2 24 666
Panels with nonstationary multifactor error structures 0 0 0 17 0 1 14 112
Spatial and Temporal Diffusion of House Prices in the UK 0 0 2 156 1 1 23 425
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 404 1 1 10 970
Spatial and Temporal Diffusion of House Prices in the UK 0 0 1 52 1 2 14 272
Spatial and Temporal Diffusion of House Prices in the UK 0 0 0 62 0 2 13 201
Testing CAPM with a Large Number of Assets 0 1 1 153 0 1 14 457
Testing CAPM with a Large Number of Assets 0 0 0 125 1 1 12 336
Testing CAPM with a Large Number of Assets (Updated 28th March 2012) 0 0 1 276 0 0 15 719
Testing Slope Homogeneity in Large Panels 1 2 5 319 1 6 40 1,159
Testing Slope Homogeneity in Large Panels 0 0 0 158 0 2 22 870
Testing Slope Homogeneity in Large Panels 0 0 3 291 0 2 39 1,053
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 1 1 152 1 5 15 244
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 0 25 0 4 11 89
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities 0 0 1 1 0 2 22 22
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 0 24 0 1 10 42
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 1 4 74 0 3 28 140
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects 0 0 3 23 0 1 19 129
Total Working Papers 1 7 52 6,978 12 90 1,035 23,345
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 1 4 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 1 2 10 14
A bias-adjusted LM test of error cross-section independence 0 0 0 202 2 15 41 1,050
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models 0 0 5 65 1 5 49 368
A joint serial correlation test for linear panel data models 1 1 1 86 3 3 17 398
A spatio-temporal model of house prices in the USA 0 0 4 316 1 7 44 1,045
A test of cross section dependence for a linear dynamic panel model with regressors 0 1 4 416 0 3 21 1,073
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions 0 0 0 9 1 1 10 47
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 6 13 1 2 21 45
Firm level return–volatility analysis using dynamic panels 0 0 1 41 2 3 15 139
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk 1 1 2 4 2 2 18 29
Inference in Sparsity-Induced Weak Factor Models 0 0 1 5 0 2 10 30
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure 0 0 2 59 0 4 35 198
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 1 152 1 2 14 385
Panel unit root tests in the presence of a multifactor error structure 0 0 7 359 0 3 38 1,032
Panels with non-stationary multifactor error structures 0 1 2 269 1 9 31 763
Revealing priors from posteriors with an application to inflation forecasting in the UK 0 0 0 0 0 0 6 6
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities* 0 0 1 5 0 1 16 29
Testing slope homogeneity in large panels 0 8 24 760 5 27 178 2,163
The asymptotic distribution of the F-test statistic for individual effects 0 0 0 80 1 3 17 728
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 2 2 231 1 5 29 740
Two-stage instrumental variable estimation of linear panel data models with interactive effects 1 1 2 6 1 3 15 26
Total Journal Articles 4 18 68 3,213 25 106 664 10,871
1 registered items for which data could not be found
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Statistics updated 2026-08-07