Items where authors include "Yamagata, Takashi"

Article

Ikefuji, Masako, Magnus, Jan and Yamagata, Takashi orcid.org/0000-0001-5949-8833 (2024) Revealing priors from posteriors with an application to inflation forecasting in the UK. Econometrics Journal. pp. 151-170. ISSN 1368-4221

Pesaran, M. Hashem and Yamagata, Takashi orcid.org/0000-0001-5949-8833 (2023) Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities. Journal of Financial Econometrics. ISSN 1479-8409

Cui, Guowei, Sarafidis, Vasilis and Yamagata, Takashi orcid.org/0000-0001-5949-8833 (2022) IV Estimation of Spatial Dynamic Panels with Interactive Effects : Large Sample Theory and an Application on Bank Attitude Toward Risk. Econometrics Journal. utac026. ISSN 1368-4221

Cui, Guowei, Hayakawa, Kazuhiko, Nagata, Shuichi et al. (1 more author) (2022) A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data. Journal of Business and Economic Statistics. ISSN 0735-0015

Cui, Guowei, Norkute, Milda, Sarafidis, Vasilis et al. (1 more author) (2022) Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects. Econometrics Journal. 340–361. ISSN 1368-4221

Uematsu, Yoshimasa and Yamagata, Takashi orcid.org/0000-0001-5949-8833 (2022) Estimation of Sparsity-Induced Weak Factor Models. Journal of Business and Economic Statistics. ISSN 0735-0015

Uematsu, Yoshimasa and Yamagata, Takashi orcid.org/0000-0001-5949-8833 (2021) Inference in Sparsity-Induced Weak Factor Models. Journal of Business and Economic Statistics. ISSN 0735-0015

Smith, L. Vanessa orcid.org/0000-0003-0489-047X, Tarui, Nori and Yamagata, Takashi orcid.org/0000-0001-5949-8833 (2021) Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions. Energy economics. 105170. ISSN 0140-9883

Norkute, Milda, Sarafidis, Vasilis, Yamagata, Takashi orcid.org/0000-0001-5949-8833 et al. (1 more author) (2021) Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. Journal of Econometrics. pp. 416-446. ISSN 0304-4076

Halunga, Andreea, Orme, Chris and Yamagata, Takashi orcid.org/0000-0001-5949-8833 (2017) A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models. Journal of Econometrics. pp. 209-230. ISSN 0304-4076