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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]
http://www.york.ac.uk/depts/econ/profiles/details/yamagatat.htm

Affiliation

(90%) Department of Economics and Related Studies
University of York

York, United Kingdom
http://www.york.ac.uk/economics/

: (0)1904 323776

York YO10 5DD
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/

:
81-6-6879-8583
6-1 Mihogaoka, Ibaraki, Osaka 567-0047
RePEc:edi:isosujp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. 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, Osaka University.
  2. M. Hashem Pesaran & Takashi Yamagata, 2017. "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Discussion Papers 17/04, Department of Economics, University of York.
  3. 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.
  4. M Hashem Pesaran & Takashi Yamagata, 2012. "Testing CAPM with a Large Number of Assets," Discussion Papers 12/05, Department of Economics, University of York.
  5. Chris D. Orme & Takashi Yamagata, 2011. "A Heteroskedasticity-Robust F-Test Statistic for Individual Effects," The School of Economics Discussion Paper Series 1124, Economics, The University of Manchester.
  6. Andreea Halunga & Chris D. Orme & Takashi Yamagata, 2011. "A Heteroskedasticity Robust Breusch-Pagan Test for Contemporaneous Correlation in Dynamic Panel Data Models," The School of Economics Discussion Paper Series 1118, Economics, The University of Manchester.
  7. 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.
  8. 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.
  9. L. Vanessa Smith & Takashi Yamagata, 2008. "Firm Level Volatility-Return Analysis using Dynamic Panels," Discussion Papers 08/09, Department of Economics, University of York.
  10. Pesaran, M. Hashem & Smith, L. Vanessa & Yamagata, Takashi, 2007. "Panel Unit Root Tests in the Presence of a Multifactor Error Structure," IZA Discussion Papers 3254, Institute for the Study of Labor (IZA).
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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 1704, CESifo Group Munich.
  16. Yamagata. T., 2005. "On Testing Sample Selection Bias under the Multicollinearity Problem," Cambridge Working Papers in Economics 0522, Faculty of Economics, University of Cambridge.
  17. M. Hashem Pesaran & Takashi Yamagata, 2005. "Testing Slope Homogeneity in Large Panels," CESifo Working Paper Series 1438, CESifo Group Munich.
  18. 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.
  19. S Holly & M Hashem Pesaran & T Yamagata, "undated". "Spatial and Temporal Diffusion of House Prices in the UK," Discussion Papers 09/32, Department of Economics, University of York.

Articles

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

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations
  2. Number of Citations, Discounted by Citation Age
  3. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  5. Number of Registered Citing Authors
  6. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  7. Number of Downloads through RePEc Services over the past 12 months
  8. Euclidian citation score
  9. Breadth of citations across fields
  10. 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 30 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 (17) 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. Author is listed
  2. NEP-ETS: Econometric Time Series (11) 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. Author is listed
  3. NEP-FMK: Financial Markets (5) 2006-04-29 2006-06-03 2006-10-07 2012-04-23 2017-04-23. Author is listed
  4. NEP-GEO: Economic Geography (5) 2006-10-07 2006-10-28 2006-11-18 2010-01-23 2010-02-13. Author is listed
  5. NEP-URE: Urban & Real Estate Economics (5) 2006-10-07 2006-10-28 2006-11-18 2010-01-23 2010-02-13. Author is listed
  6. NEP-CBA: Central Banking (3) 2006-04-29 2006-06-03 2012-04-23
  7. NEP-BEC: Business Economics (2) 2006-06-03 2008-05-31
  8. NEP-IFN: International Finance (2) 2006-04-29 2006-06-03
  9. NEP-MAC: Macroeconomics (2) 2006-10-07 2006-10-28
  10. NEP-CTA: Contract Theory & Applications (1) 2017-10-22
  11. NEP-EEC: European Economics (1) 2010-02-13
  12. NEP-EUR: Microeconomic European Issues (1) 2010-02-13
  13. NEP-MIC: Microeconomics (1) 2010-07-17

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