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Information about:
Takashi Yamagata

Personal Details | Affiliation | Works
This is information that was supplied by Takashi Yamagata in registering through RePEc. If you are Takashi Yamagata , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Takashi
Middle Name:
Last Name: Yamagata
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RePEc Short-ID: pya208

Email: [This author has chosen not to make the email address public]
Homepage: http://www.york.ac.uk/depts/econ/profiles/details/yamagatat.htm
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. L. Vanessa Smith & Takashi Yamagata, 2008. "Firm Level Volatility-Return Analysis using Dynamic Panels," Discussion Papers 08/09, Department of Economics, University of York. [Downloadable!]

  2. M. Hashem Pesaran & L. Vanessa Smith & Takashi Yamagata, 2007. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," IZA Discussion Papers 3254, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:

  3. C Orme & Y Yamagata, 2006. "The Asymptotic Distribution of the F-Test Statistic for Individual Effects," The School of Economics Discussion Paper Series 0610, Economics, The University of Manchester. [Downloadable!]
    Published as:

  4. 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. [Downloadable!]
    Other versions:

  5. 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. [Downloadable!]
    Other versions:

  6. 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. [Downloadable!]
    Published as:

  7. 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 CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:

  8. Yamagata. T., 2005. "On Testing Sample Selection Bias under the Multicollinearity Problem," Cambridge Working Papers in Economics 0522, Faculty of Economics, University of Cambridge. [Downloadable!]

  9. M. Hashem Pesaran & Takashi Yamagata, 2005. "Testing Slope Homogeneity in Large Panels," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
    Published as:

  10. T Yamagata, 2003. "A Nonnormality and Heteroskedasticity Robust Test for Skewness in Regression Models," The School of Economics Discussion Paper Series 0328, Economics, The University of Manchester. [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)

  2. M. Hashem Pesaran & Ron Smith & Takashi Yamagata & Lyudmyla Hvozdyk, 2009. "Pairwise Tests of Purchasing Power Parity," Econometric Reviews, Taylor and Francis Journals, vol. 28(6), pages 495-521. [Downloadable!] (restricted)

  3. Yamagata, Takashi, 2008. "A joint serial correlation test for linear panel data models," Journal of Econometrics, Elsevier, vol. 146(1), pages 135-145, September. [Downloadable!] (restricted)

  4. 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, 03. [Downloadable!] (restricted)
    Other versions:

  5. Hashem Pesaran, M. & Yamagata, Takashi, 2008. "Testing slope homogeneity in large panels," Journal of Econometrics, Elsevier, vol. 142(1), pages 50-93, January. [Downloadable!] (restricted)
    Other versions:

  6. 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. [Downloadable!] (restricted)
    Other versions:

  7. 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. [Downloadable!] (restricted)

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2006-06-03 2008-05-31
  2. NEP-CBA: Central Banking (2) 2006-04-29 2006-06-03
  3. NEP-ECM: Econometrics (10) 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 Author is listed
  4. NEP-ETS: Econometric Time Series (10) 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 Author is listed
  5. NEP-FMK: Financial Markets (3) 2006-04-29 2006-06-03 2006-10-07
  6. NEP-GEO: Economic Geography (3) 2006-10-07 2006-10-28 2006-11-18
  7. NEP-IFN: International Finance (2) 2006-04-29 2006-06-03
  8. NEP-MAC: Macroeconomics (2) 2006-10-07 2006-10-28
  9. NEP-URE: Urban & Real Estate Economics (3) 2006-10-07 2006-10-28 2006-11-18
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This page was last updated on 2009-11-11.

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