Takashi Yamagata
Personal Details
First Name: | Takashi |
Middle Name: | |
Last Name: | Yamagata |
Suffix: | |
RePEc Short-ID: | pya208 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/york.ac.uk/takashi-yamagata/home | |
Affiliation
(90%) Department of Economics and Related Studies
University of York
York, United Kingdomhttp://www.york.ac.uk/economics/
RePEc:edi:deyoruk (more details at EDIRC)
(10%) Institute of Social and Economic Research (ISER)
Osaka University
Osaka, Japanhttp://www.iser.osaka-u.ac.jp/
RePEc:edi:isosujp (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Kazuhiko Hayakawa & Takashi Yamagata, 2022. "Linear Panel Regression Models with Non-Classical Measurement Errors: An Application to Investment Equations," ISER Discussion Paper 1188, Institute of Social and Economic Research, Osaka University.
- Yoshimasa Uematsu & Takashi Yamagata, 2020. "Inference in Weak Factor Models," ISER Discussion Paper 1080, Institute of Social and Economic Research, Osaka University.
- L. Vanessa Smith & Nori Tarui & Takashi Yamagata, 2020. "Global fossil fuel consumption and carbon pricing: Forecasting and counterfactual analysis under alternative GDP scenarios," RIEEM Discussion Paper Series 2004, Research Institute for Environmental Economics and Management, Waseda University.
- L. Vanessa Smith & Nori Tarui & Takashi Yamagata, 2020.
"Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions,"
ISER Discussion Paper
1093, Institute of Social and Economic Research, Osaka University.
- Smith, L. Vanessa & Tarui, Nori & Yamagata, Takashi, 2021. "Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions," Energy Economics, Elsevier, vol. 97(C).
- L. Vanessa Smith & Nori Tarui & Takashi Yamagata, 2020. "Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions," Discussion Papers 20/07, Department of Economics, University of York.
- Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2020. "IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude," Monash Econometrics and Business Statistics Working Papers 11/20, Monash University, Department of Econometrics and Business Statistics.
- Guowei Cui & Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata, 2020.
"Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects,"
ISER Discussion Paper
1101, Institute of Social and Economic Research, Osaka University.
- Guowei Cui & Milda NorkutÄ— & Vasilis Sarafidis & Takashi Yamagata, 2022. "Two-stage instrumental variable estimation of linear panel data models with interactive effects [Eigenvalue ratio test for the number of factors]," The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 340-361.
- Milda Norkute & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2021. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," Bank of Lithuania Working Paper Series 90, Bank of Lithuania.
- Cui, Guowei & Norkute, Milda & Sarafidis, Vasilis & Yamagata, Takashi, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," MPRA Paper 102827, University Library of Munich, Germany.
- Cui, Guowei & Sarafidis, Vasilis & Yamagata, Takashi, 2020.
"IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk,"
MPRA Paper
102488, University Library of Munich, Germany.
- Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2023. "IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk," The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 124-146.
- Yoshimasa Uematsu & Takashi Yamagata, 2019. "Estimation of Weak Factor Models," ISER Discussion Paper 1053r, Institute of Social and Economic Research, Osaka University, revised Mar 2020.
- Guowei Cui & Kazuhiko Hayakawa & Shuichi Nagata & Takashi Yamagata, 2018. "A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects," ISER Discussion Paper 1037r, Institute of Social and Economic Research, Osaka University, revised Jun 2019.
- Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui, 2018.
"Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure,"
ISER Discussion Paper
1019r, Institute of Social and Economic Research, Osaka University, revised Apr 2019.
- Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei, 2021. "Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure," Journal of Econometrics, Elsevier, vol. 220(2), pages 416-446.
- Milda Norkute & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui, 2019. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," Monash Econometrics and Business Statistics Working Papers 32/19, Monash University, Department of Econometrics and Business Statistics.
- M. Hashem Pesaran & Takashi Yamagata, 2017.
"Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities,"
CESifo Working Paper Series
6432, CESifo.
- M Hashem Pesaran & Takashi Yamagata, 2024. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Journal of Financial Econometrics, Oxford University Press, vol. 22(2), pages 407-460.
- M. Hashem Pesaran & Takashi Yamagata, 2017. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Discussion Papers 17/04, Department of Economics, University of York.
- Pesaran, M. H. & Yamagata, T., 2012. "Testing CAPM with a Large Number of Assets (Updated 28th March 2012)," Cambridge Working Papers in Economics 1210, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Yamagata, Takashi, 2012.
"Testing CAPM with a Large Number of Assets,"
IZA Discussion Papers
6469, Institute of Labor Economics (IZA).
- M Hashem Pesaran & Takashi Yamagata, 2012. "Testing CAPM with a Large Number of Assets," Discussion Papers 12/05, Department of Economics, University of York.
- Chris D. Orme & Takashi Yamagata, 2011.
"A Heteroskedasticity-Robust F-Test Statistic for Individual Effects,"
Economics Discussion Paper Series
1124, Economics, The University of Manchester.
- Chris D. Orme & Takashi Yamagata, 2014. "A Heteroskedasticity-Robust F -Test Statistic for Individual Effects," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 431-471, August.
- Andreea Halunga & Chris D. Orme & Takashi Yamagata, 2011.
"A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models,"
Economics Discussion Paper Series
1118, Economics, The University of Manchester.
- Halunga, Andreea G. & Orme, Chris D. & Yamagata, Takashi, 2017. "A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 198(2), pages 209-230.
- Sarafidis, Vasilis & Yamagata, Takashi, 2010. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence," MPRA Paper 25182, University Library of Munich, Germany.
- L Godfrey & T Yamagata, 2010. "A robust test for error cross-section correlation in panel models," Discussion Papers 10/16, Department of Economics, University of York.
- Holly, S. & Pesaran, M.H. & Yamagata, T., 2009.
"Spatial and Temporal Diffusion of House Prices in the UK,"
Cambridge Working Papers in Economics
0952, Faculty of Economics, University of Cambridge.
- Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi, 2011. "The spatial and temporal diffusion of house prices in the UK," Journal of Urban Economics, Elsevier, vol. 69(1), pages 2-23, January.
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," CESifo Working Paper Series 2913, CESifo.
- S Holly & M Hashem Pesaran & T Yamagata, "undated". "Spatial and Temporal Diffusion of House Prices in the UK," Discussion Papers 09/32, Department of Economics, University of York.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," IZA Discussion Papers 4694, Institute of Labor Economics (IZA).
- L. Vanessa Smith & Takashi Yamagata, 2008. "Firm Level Volatility-Return Analysis using Dynamic Panels," Discussion Papers 08/09, Department of Economics, University of York.
- Pesaran, M.H. & Smit, L.V. & Yamagata, T., 2007.
"Panel Unit Root Tests in the Presence of a Multifactor Error Structure,"
Cambridge Working Papers in Economics
0775, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi, 2013. "Panel unit root tests in the presence of a multifactor error structure," Journal of Econometrics, Elsevier, vol. 175(2), pages 94-115.
- M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," CESifo Working Paper Series 2193, CESifo.
- Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi, 2007. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," IZA Discussion Papers 3254, Institute of Labor Economics (IZA).
- M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," Discussion Papers 08/03, Department of Economics, University of York.
- Kapetanios, G. & Pesaran, M.H. & Yamagata, T., 2006.
"Panels with Nonstationary Multifactor Error Structures,"
Cambridge Working Papers in Economics
0651, Faculty of Economics, University of Cambridge.
- Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T., 2011. "Panels with non-stationary multifactor error structures," Journal of Econometrics, Elsevier, vol. 160(2), pages 326-348, February.
- G. Kapetanios & M. Hashem Pesaran & T. Yamagata, 2010. "Panels with nonstationary multifactor error structures," Post-Print hal-00768190, HAL.
- Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "Panels with Nonstationary Multifactor Error Structures," IZA Discussion Papers 2243, Institute of Labor Economics (IZA).
- George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," CESifo Working Paper Series 1788, CESifo.
- George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," Working Papers 569, Queen Mary University of London, School of Economics and Finance.
- Holly, S. & Pesaran, M.H. & Yamagata. T., 2006.
"A Spatio-Temporal Model of House Prices in the US,"
Cambridge Working Papers in Economics
0654, Faculty of Economics, University of Cambridge.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010. "A spatio-temporal model of house prices in the USA," Journal of Econometrics, Elsevier, vol. 158(1), pages 160-173, September.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "A Spatio-Temporal Model of House Prices in the US," IZA Discussion Papers 2338, Institute of Labor Economics (IZA).
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2006. "A Spatio-Temporal Model of House Prices in the US," CESifo Working Paper Series 1826, CESifo.
- Pesaran, M.H. & Ullah, A. & Yamagata. T., 2006.
"A Bias-Adjusted LM Test of Error Cross Section Independence,"
Cambridge Working Papers in Economics
0641, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Aman Ullah & Takashi Yamagata, 2008. "A bias-adjusted LM test of error cross-section independence," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 105-127, March.
- C Orme & Y Yamagata, 2006.
"The Asymptotic Distribution of the F-Test Statistic for Individual Effects,"
Economics Discussion Paper Series
0610, Economics, The University of Manchester.
- Chris D. Orme & Takashi Yamagata, 2006. "The asymptotic distribution of the F-test statistic for individual effects," Econometrics Journal, Royal Economic Society, vol. 9(3), pages 404-422, November.
- Pesaran, M.H. & Smith, R.P & Yamagata. T. & Hvozdyk, L., 2006.
"Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures,"
Cambridge Working Papers in Economics
0634, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & Ron P. Smith & Takashi Yamagata & Liudmyla Hvozdyk, 2006. "Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures," CESifo Working Paper Series 1704, CESifo.
- Pesaran, M.H. & Yamagata. T., 2005.
"Testing Slope Homogeneity in Large Panels,"
Cambridge Working Papers in Economics
0513, Faculty of Economics, University of Cambridge.
- Hashem Pesaran, M. & Yamagata, Takashi, 2008. "Testing slope homogeneity in large panels," Journal of Econometrics, Elsevier, vol. 142(1), pages 50-93, January.
- M. Hashem Pesaran & Takashi Yamagata, 2005. "Testing Slope Homogeneity in Large Panels," IEPR Working Papers 05.14, Institute of Economic Policy Research (IEPR).
- M. Hashem Pesaran & Takashi Yamagata, 2005. "Testing Slope Homogeneity in Large Panels," CESifo Working Paper Series 1438, CESifo.
- Yamagata. T., 2005.
"On Testing Sample Selection Bias under the Multicollinearity Problem,"
Cambridge Working Papers in Economics
0522, Faculty of Economics, University of Cambridge.
- Takashi Yamagata & Chris Orme, 2005. "On Testing Sample Selection Bias Under the Multicollinearity Problem," Econometric Reviews, Taylor & Francis Journals, vol. 24(4), pages 467-481.
- T Yamagata, 2003.
"A Nonnormality and Heteroskedasticity Robust Test for Skewness in Regression Models,"
Economics Discussion Paper Series
0328, Economics, The University of Manchester.
repec:qmw:qmwecw:wp569 is not listed on IDEAS
Articles
- Masako Ikefuji & Jan R Magnus & Takashi Yamagata, 2024. "Revealing priors from posteriors with an application to inflation forecasting in the UK," The Econometrics Journal, Royal Economic Society, vol. 27(1), pages 151-170.
- M Hashem Pesaran & Takashi Yamagata, 2024.
"Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities,"
Journal of Financial Econometrics, Oxford University Press, vol. 22(2), pages 407-460.
- M. Hashem Pesaran & Takashi Yamagata, 2017. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," CESifo Working Paper Series 6432, CESifo.
- M. Hashem Pesaran & Takashi Yamagata, 2017. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Discussion Papers 17/04, Department of Economics, University of York.
- Guowei Cui & Kazuhiko Hayakawa & Shuichi Nagata & Takashi Yamagata, 2023. "A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(3), pages 862-875, July.
- Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2023.
"IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk,"
The Econometrics Journal, Royal Economic Society, vol. 26(2), pages 124-146.
- Cui, Guowei & Sarafidis, Vasilis & Yamagata, Takashi, 2020. "IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk," MPRA Paper 102488, University Library of Munich, Germany.
- Yoshimasa Uematsu & Takashi Yamagata, 2022. "Estimation of Sparsity-Induced Weak Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(1), pages 213-227, December.
- Guowei Cui & Milda NorkutÄ— & Vasilis Sarafidis & Takashi Yamagata, 2022.
"Two-stage instrumental variable estimation of linear panel data models with interactive effects [Eigenvalue ratio test for the number of factors],"
The Econometrics Journal, Royal Economic Society, vol. 25(2), pages 340-361.
- Milda Norkute & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2021. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," Bank of Lithuania Working Paper Series 90, Bank of Lithuania.
- Cui, Guowei & Norkute, Milda & Sarafidis, Vasilis & Yamagata, Takashi, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," MPRA Paper 102827, University Library of Munich, Germany.
- Guowei Cui & Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata, 2020. "Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects," ISER Discussion Paper 1101, Institute of Social and Economic Research, Osaka University.
- Yoshimasa Uematsu & Takashi Yamagata, 2022. "Inference in Sparsity-Induced Weak Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(1), pages 126-139, December.
- Norkutė, Milda & Sarafidis, Vasilis & Yamagata, Takashi & Cui, Guowei, 2021.
"Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure,"
Journal of Econometrics, Elsevier, vol. 220(2), pages 416-446.
- Milda Norkute & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui, 2019. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," Monash Econometrics and Business Statistics Working Papers 32/19, Monash University, Department of Econometrics and Business Statistics.
- Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata & Guowei Cui, 2018. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," ISER Discussion Paper 1019r, Institute of Social and Economic Research, Osaka University, revised Apr 2019.
- Smith, L. Vanessa & Tarui, Nori & Yamagata, Takashi, 2021.
"Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions,"
Energy Economics, Elsevier, vol. 97(C).
- L. Vanessa Smith & Nori Tarui & Takashi Yamagata, 2020. "Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions," Discussion Papers 20/07, Department of Economics, University of York.
- L. Vanessa Smith & Nori Tarui & Takashi Yamagata, 2020. "Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions," ISER Discussion Paper 1093, Institute of Social and Economic Research, Osaka University.
- Halunga, Andreea G. & Orme, Chris D. & Yamagata, Takashi, 2017.
"A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models,"
Journal of Econometrics, Elsevier, vol. 198(2), pages 209-230.
- Andreea Halunga & Chris D. Orme & Takashi Yamagata, 2011. "A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models," Economics Discussion Paper Series 1118, Economics, The University of Manchester.
- Chris D. Orme & Takashi Yamagata, 2014.
"A Heteroskedasticity-Robust F -Test Statistic for Individual Effects,"
Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 431-471, August.
- Chris D. Orme & Takashi Yamagata, 2011. "A Heteroskedasticity-Robust F-Test Statistic for Individual Effects," Economics Discussion Paper Series 1124, Economics, The University of Manchester.
- Pesaran, M. Hashem & Vanessa Smith, L. & Yamagata, Takashi, 2013.
"Panel unit root tests in the presence of a multifactor error structure,"
Journal of Econometrics, Elsevier, vol. 175(2), pages 94-115.
- Pesaran, M.H. & Smit, L.V. & Yamagata, T., 2007. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," Cambridge Working Papers in Economics 0775, Faculty of Economics, University of Cambridge.
- M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," CESifo Working Paper Series 2193, CESifo.
- Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi, 2007. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," IZA Discussion Papers 3254, Institute of Labor Economics (IZA).
- M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2008. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," Discussion Papers 08/03, Department of Economics, University of York.
- Smith, L. Vanessa & Yamagata, Takashi, 2011. "Firm level return–volatility analysis using dynamic panels," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 847-867.
- Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T., 2011.
"Panels with non-stationary multifactor error structures,"
Journal of Econometrics, Elsevier, vol. 160(2), pages 326-348, February.
- G. Kapetanios & M. Hashem Pesaran & T. Yamagata, 2010. "Panels with nonstationary multifactor error structures," Post-Print hal-00768190, HAL.
- Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "Panels with Nonstationary Multifactor Error Structures," IZA Discussion Papers 2243, Institute of Labor Economics (IZA).
- George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," CESifo Working Paper Series 1788, CESifo.
- George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006. "Panels with Nonstationary Multifactor Error Structures," Working Papers 569, Queen Mary University of London, School of Economics and Finance.
- Kapetanios, G. & Pesaran, M.H. & Yamagata, T., 2006. "Panels with Nonstationary Multifactor Error Structures," Cambridge Working Papers in Economics 0651, Faculty of Economics, University of Cambridge.
- Holly, Sean & Hashem Pesaran, M. & Yamagata, Takashi, 2011.
"The spatial and temporal diffusion of house prices in the UK,"
Journal of Urban Economics, Elsevier, vol. 69(1), pages 2-23, January.
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," CESifo Working Paper Series 2913, CESifo.
- S Holly & M Hashem Pesaran & T Yamagata, "undated". "Spatial and Temporal Diffusion of House Prices in the UK," Discussion Papers 09/32, Department of Economics, University of York.
- Holly, S. & Pesaran, M.H. & Yamagata, T., 2009. "Spatial and Temporal Diffusion of House Prices in the UK," Cambridge Working Papers in Economics 0952, Faculty of Economics, University of Cambridge.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010. "Spatial and Temporal Diffusion of House Prices in the UK," IZA Discussion Papers 4694, Institute of Labor Economics (IZA).
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2010.
"A spatio-temporal model of house prices in the USA,"
Journal of Econometrics, Elsevier, vol. 158(1), pages 160-173, September.
- Holly, S. & Pesaran, M.H. & Yamagata. T., 2006. "A Spatio-Temporal Model of House Prices in the US," Cambridge Working Papers in Economics 0654, Faculty of Economics, University of Cambridge.
- Holly, Sean & Pesaran, M. Hashem & Yamagata, Takashi, 2006. "A Spatio-Temporal Model of House Prices in the US," IZA Discussion Papers 2338, Institute of Labor Economics (IZA).
- Sean Holly & M. Hashem Pesaran & Takashi Yamagata, 2006. "A Spatio-Temporal Model of House Prices in the US," CESifo Working Paper Series 1826, CESifo.
- M. Hashem Pesaran & Ron Smith & Takashi Yamagata & Lyudmyla Hvozdyk, 2009. "Pairwise Tests of Purchasing Power Parity," Econometric Reviews, Taylor & Francis Journals, vol. 28(6), pages 495-521.
- Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald, 2009. "A test of cross section dependence for a linear dynamic panel model with regressors," Journal of Econometrics, Elsevier, vol. 148(2), pages 149-161, February.
- Yamagata, Takashi, 2008. "A joint serial correlation test for linear panel data models," Journal of Econometrics, Elsevier, vol. 146(1), pages 135-145, September.
- M. Hashem Pesaran & Aman Ullah & Takashi Yamagata, 2008.
"A bias-adjusted LM test of error cross-section independence,"
Econometrics Journal, Royal Economic Society, vol. 11(1), pages 105-127, March.
- Pesaran, M.H. & Ullah, A. & Yamagata. T., 2006. "A Bias-Adjusted LM Test of Error Cross Section Independence," Cambridge Working Papers in Economics 0641, Faculty of Economics, University of Cambridge.
- Hashem Pesaran, M. & Yamagata, Takashi, 2008.
"Testing slope homogeneity in large panels,"
Journal of Econometrics, Elsevier, vol. 142(1), pages 50-93, January.
- M. Hashem Pesaran & Takashi Yamagata, 2005. "Testing Slope Homogeneity in Large Panels," IEPR Working Papers 05.14, Institute of Economic Policy Research (IEPR).
- M. Hashem Pesaran & Takashi Yamagata, 2005. "Testing Slope Homogeneity in Large Panels," CESifo Working Paper Series 1438, CESifo.
- Pesaran, M.H. & Yamagata. T., 2005. "Testing Slope Homogeneity in Large Panels," Cambridge Working Papers in Economics 0513, Faculty of Economics, University of Cambridge.
- Chris D. Orme & Takashi Yamagata, 2006.
"The asymptotic distribution of the F-test statistic for individual effects,"
Econometrics Journal, Royal Economic Society, vol. 9(3), pages 404-422, November.
- C Orme & Y Yamagata, 2006. "The Asymptotic Distribution of the F-Test Statistic for Individual Effects," Economics Discussion Paper Series 0610, Economics, The University of Manchester.
- Yamagata, Takashi, 2006. "The small sample performance of the Wald test in the sample selection model under the multicollinearity problem," Economics Letters, Elsevier, vol. 93(1), pages 75-81, October.
- Takashi Yamagata & Chris Orme, 2005.
"On Testing Sample Selection Bias Under the Multicollinearity Problem,"
Econometric Reviews, Taylor & Francis Journals, vol. 24(4), pages 467-481.
- Yamagata. T., 2005. "On Testing Sample Selection Bias under the Multicollinearity Problem," Cambridge Working Papers in Economics 0522, Faculty of Economics, University of Cambridge.
RePEc:oup:copoec:v:27:y:2024:i:1:p:151-170. is not listed on IDEAS
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 41 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (23) 2003-09-14 2005-03-13 2005-05-29 2006-04-29 2006-06-03 2006-06-03 2006-08-05 2006-09-23 2006-10-07 2008-01-12 2010-07-17 2010-09-25 2011-09-16 2011-11-07 2012-02-20 2017-04-23 2019-05-13 2019-07-08 2020-05-04 2020-09-21 2020-09-28 2020-10-05 2022-09-26. Author is listed
- NEP-ETS: Econometric Time Series (14) 2003-09-14 2005-03-13 2006-06-03 2006-08-05 2006-08-12 2006-09-23 2006-10-07 2008-01-12 2008-03-25 2008-06-13 2011-09-16 2019-05-13 2020-03-23 2020-03-30. Author is listed
- NEP-URE: Urban and Real Estate Economics (7) 2006-10-07 2006-10-28 2006-11-18 2010-01-23 2010-02-13 2020-05-04 2020-09-28. Author is listed
- NEP-FMK: Financial Markets (5) 2006-04-29 2006-06-03 2006-10-07 2012-04-23 2017-04-23. Author is listed
- NEP-GEO: Economic Geography (5) 2006-10-07 2006-10-28 2006-11-18 2010-01-23 2010-02-13. Author is listed
- NEP-ORE: Operations Research (5) 2020-01-20 2020-05-04 2020-09-28 2020-10-05 2021-06-21. Author is listed
- NEP-CBA: Central Banking (3) 2006-04-29 2006-06-03 2012-04-23
- NEP-ENE: Energy Economics (3) 2020-07-20 2020-08-17 2020-08-31
- NEP-ENV: Environmental Economics (3) 2020-07-20 2020-08-17 2020-08-31
- NEP-BEC: Business Economics (2) 2006-06-03 2008-05-31
- NEP-IFN: International Finance (2) 2006-04-29 2006-06-03
- NEP-MAC: Macroeconomics (2) 2006-10-07 2006-10-28
- NEP-BAN: Banking (1) 2020-05-04
- NEP-CTA: Contract Theory and Applications (1) 2017-10-22
- NEP-EEC: European Economics (1) 2010-02-13
- NEP-EUR: Microeconomic European Issues (1) 2010-02-13
- NEP-FOR: Forecasting (1) 2020-08-31
- NEP-MIC: Microeconomics (1) 2010-07-17
Corrections
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