Browsing All of EconStor by Author Yamagata, Takashi


Showing results 1 to 20 of 20
Year of PublicationTitleAuthor(s)
2005Testing slope homogeneity in large panelsPesaran, Mohammad Hashem; Yamagata, Takashi
2006A spatio-temporal model of house prices in the USHolly, Sean; Pesaran, Mohammad Hashem; Yamagata, Takashi
2006Panels with nonstationary multifactor error structuresKapetanios, George; Pesaran, M. Hashem; Yamagata, Takashi
2006Panels with nonstationary multifactor error structuresKapetanios, George; Pesaran, Mohammad Hashem; Yamagata, Takashi
2006A spatio-temporal model of house prices in the USHolly, Sean; Pesaran, Mohammad Hashem; Yamagata, Takashi
2006Panels with nonstationary multifactor error structuresKapetanios, George; Pesaran, Mohammad Hashem; Yamagata, Takashi
2006Pairwise tests of purchasing power parity using aggregate and disaggregate price measuresPesaran, Mohammad Hashem; Smith, Ron P.; Yamagata, Takashi; Hvozdyk, Liudmyla
2007Panel unit root tests in the presence of a multifactor error structurePesaran, Mohammad Hashem; Smith, L. Vanessa; Yamagata, Takashi
2008Panel unit root tests in the presence of a multifactor error structurePesaran, Mohammad Hashem; Smith, L. Vanessa; Yamagata, Takashi
2010Spatial and temporal diffusion of house prices in the UKHolly, Sean; Pesaran, Mohammad Hashem; Yamagata, Takashi
2010Spatial and temporal diffusion of house prices in the UKHolly, Sean; Pesaran, Mohammad Hashem; Yamagata, Takashi
2012Testing CAPM with a large number of assetsPesaran, Hashem; Yamagata, Takashi
2017Testing for Alpha in Linear Factor Pricing Models with a Large Number of SecuritiesPesaran, M. Hashem; Yamagata, Takashi
2017Testing for alpha in linear factor pricing models with a large number of securitiesPesaran, M. Hashem; Yamagata, Takashi
2018A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effectsHayakawa, Kazuhiko; Nagata, Shuichi; Yamagata, Takashi
2018Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structur eNorkuté, Milda; Sarafidis, Vasilis; Yamagata, Takashi
2019Estimation of weak factor modelsUematsu, Yoshimasa; Yamagata, Takashi
2020Two-stage instrumental variable estimation of linear panel data models with interactive effectsCui, Guowei; Norkuté, Milda; Sarafidis, Vasilis; Yamagata, Takashi
2020Inference in weak factor modelsUematsu, Yoshimasa; Yamagata, Takashi
2022Linear panel regression models with non-classical measurement error: An application to investment equationsHayakawa, Kazuhiko; Yamagata, Takashi