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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 Kingdom
http://www.york.ac.uk/economics/
RePEc:edi:deyoruk (more details at EDIRC)

(10%) Institute of Social and Economic Research (ISER)
Osaka University

Osaka, Japan
http://www.iser.osaka-u.ac.jp/
RePEc:edi:isosujp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Jia Chen & Guowei Cui & Vasilis Sarafidis & Takashi Yamagata, 2025. "IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects," Papers 2501.18467, arXiv.org.
  2. 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, The University of Osaka.
  3. 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.
  4. 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, The University of Osaka.
  5. 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.
  6. Yoshimasa Uematsu & Takashi Yamagata, 2020. "Inference in Weak Factor Models," ISER Discussion Paper 1080, Institute of Social and Economic Research, The University of Osaka.
  7. 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, The University of Osaka.
  8. 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.
  9. Yoshimasa Uematsu & Takashi Yamagata, 2019. "Estimation of Weak Factor Models," ISER Discussion Paper 1053, Institute of Social and Economic Research, The University of Osaka.
  10. 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 1037, Institute of Social and Economic Research, The University of Osaka.
  11. Milda Norkuté & Vasilis Sarafidis & Takashi Yamagata, 2018. "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure," ISER Discussion Paper 1019, Institute of Social and Economic Research, The University of Osaka.
  12. 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.
  13. 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.
  14. Pesaran, M. Hashem & Yamagata, Takashi, 2012. "Testing CAPM with a Large Number of Assets," IZA Discussion Papers 6469, Institute of Labor Economics (IZA).
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. L. Vanessa Smith & Takashi Yamagata, 2008. "Firm Level Volatility-Return Analysis using Dynamic Panels," Discussion Papers 08/09, Department of Economics, University of York.
  21. 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.
  22. 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.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  27. Yamagata. T., 2005. "On Testing Sample Selection Bias under the Multicollinearity Problem," Cambridge Working Papers in Economics 0522, Faculty of Economics, University of Cambridge.
  28. Pesaran, M.H. & Yamagata. T., 2005. "Testing Slope Homogeneity in Large Panels," Cambridge Working Papers in Economics 0513, Faculty of Economics, University of Cambridge.
  29. 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

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. 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).
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. Yamagata, Takashi, 2008. "A joint serial correlation test for linear panel data models," Journal of Econometrics, Elsevier, vol. 146(1), pages 135-145, September.
  20. 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.
  21. Hashem Pesaran, M. & Yamagata, Takashi, 2008. "Testing slope homogeneity in large panels," Journal of Econometrics, Elsevier, vol. 142(1), pages 50-93, January.
  22. 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.
  23. 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.
  24. 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.

    RePEc:oup:copoec:v:27:y:2024:i:1:p:151-170. is not listed on IDEAS

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Citations
  3. Number of Citations, Discounted by Citation Age
  4. Number of Citations, Weighted by Simple Impact Factor
  5. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors
  8. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  12. Number of Registered Citing Authors
  13. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  14. Number of Journal Pages, Weighted by Simple Impact Factor
  15. Euclidian citation score
  16. Breadth of citations across fields
  17. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 46 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.
  1. NEP-ECM: Econometrics (28) 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 2018-03-05 2018-07-30 2019-04-22 2019-05-13 2019-07-08 2020-05-04 2020-09-21 2020-09-28 2020-10-05 2022-09-26 2025-02-17 2025-03-03. Author is listed
  2. NEP-ETS: Econometric Time Series (15) 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 2019-04-22 2019-05-13 2020-03-23 2020-03-30. Author is listed
  3. NEP-URE: Urban and Real Estate Economics (9) 2006-10-07 2006-10-28 2006-11-18 2010-01-23 2010-02-13 2020-05-04 2020-09-28 2025-02-17 2025-03-03. Author is listed
  4. NEP-GEO: Economic Geography (6) 2006-10-07 2006-10-28 2006-11-18 2010-01-23 2010-02-13 2025-02-17. Author is listed
  5. NEP-FMK: Financial Markets (5) 2006-04-29 2006-06-03 2006-10-07 2012-04-23 2017-04-23. Author is listed
  6. NEP-ORE: Operations Research (5) 2020-01-20 2020-05-04 2020-09-28 2020-10-05 2021-06-21. Author is listed
  7. NEP-CBA: Central Banking (3) 2006-04-29 2006-06-03 2012-04-23
  8. NEP-ENE: Energy Economics (3) 2020-07-20 2020-08-17 2020-08-31
  9. NEP-ENV: Environmental Economics (3) 2020-07-20 2020-08-17 2020-08-31
  10. NEP-BEC: Business Economics (2) 2006-06-03 2008-05-31
  11. NEP-IFN: International Finance (2) 2006-04-29 2006-06-03
  12. NEP-MAC: Macroeconomics (2) 2006-10-07 2006-10-28
  13. NEP-BAN: Banking (1) 2020-05-04
  14. NEP-CTA: Contract Theory and Applications (1) 2017-10-22
  15. NEP-EEC: European Economics (1) 2010-02-13
  16. NEP-EUR: Microeconomic European Issues (1) 2010-02-13
  17. NEP-FOR: Forecasting (1) 2020-08-31
  18. NEP-MIC: Microeconomics (1) 2010-07-17

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