Browsing All of EconStor by Author Yamagata, Takashi

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Showing results 1 to 13 of 13
Year of PublicationTitleAuthor(s)
2005 Testing slope homogeneity in large panelsPesaran, Mohammad Hashem; Yamagata, Takashi
2006 A spatio-temporal model of house prices in the USHolly, Sean; Pesaran, Mohammad Hashem; Yamagata, Takashi
2006 Panels with nonstationary multifactor error structuresKapetanios, George; Pesaran, Mohammad Hashem; Yamagata, Takashi
2006 Panels with nonstationary multifactor error structuresKapetanios, George; Pesaran, M. Hashem; Yamagata, Takashi
2006 Panels with nonstationary multifactor error structuresKapetanios, George; Pesaran, Mohammad Hashem; Yamagata, Takashi
2006 Pairwise tests of purchasing power parity using aggregate and disaggregate price measuresPesaran, Mohammad Hashem; Smith, Ron P.; Yamagata, Takashi; Hvozdyk, Liudmyla
2006 A spatio-temporal model of house prices in the USHolly, Sean; Pesaran, Mohammad Hashem; Yamagata, Takashi
2007 Panel unit root tests in the presence of a multifactor error structurePesaran, Mohammad Hashem; Smith, L. Vanessa; Yamagata, Takashi
2008 Panel unit root tests in the presence of a multifactor error structurePesaran, Mohammad Hashem; Smith, L. Vanessa; Yamagata, Takashi
2010 Spatial and temporal diffusion of house prices in the UKHolly, Sean; Pesaran, Mohammad Hashem; Yamagata, Takashi
2010 Spatial and temporal diffusion of house prices in the UKHolly, Sean; Pesaran, Mohammad Hashem; Yamagata, Takashi
2012 Testing CAPM with a large number of assetsPesaran, Hashem; Yamagata, Takashi
2017 Testing for Alpha in Linear Factor Pricing Models with a Large Number of SecuritiesPesaran, M. Hashem; Yamagata, Takashi