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~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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Search: "Yamagata, Takashi"
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ECONIS (ZBW)
25
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1
Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 407-460
Persistent link: https://www.econbiz.de/10014526327
Saved in:
2
Revealing priors from posteriors with an application to inflation forecasting in the UK
Ikefuji, Masako
;
Magnus, Jan R.
;
Yamagata, Takashi
- In:
The econometrics journal
27
(
2024
)
1
,
pp. 151-170
Persistent link: https://www.econbiz.de/10014528096
Saved in:
3
IV estimation of spatial dynamic panels with interactive effects : large sample theory and an application on bank attitude towards risk
Cui, Guowei
;
Sarafidis, Vasilis
;
Yamagata, Takashi
- In:
The econometrics journal
26
(
2023
)
2
,
pp. 124-146
Persistent link: https://www.econbiz.de/10014319278
Saved in:
4
A robust approach to heteroscedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Cui, Guowei
;
Hayakawa, Kazuhiko
;
Nagata, Shuichi
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10014448451
Saved in:
5
Inference in sparsity-induced weak factor models
Uematsu, Yoshimasa
;
Yamagata, Takashi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 126-139
Persistent link: https://www.econbiz.de/10013540652
Saved in:
6
Estimation of sparsity-induced weak factor models
Uematsu, Yoshimasa
;
Yamagata, Takashi
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 213-227
Persistent link: https://www.econbiz.de/10013540797
Saved in:
7
Two-stage instrumental variable estimation of linear panel data models with interactive effects
Cui, Guowei
;
Norkutė, Milda
;
Sarafidis, Vasilis
; …
- In:
The econometrics journal
25
(
2022
)
2
,
pp. 340-361
Persistent link: https://www.econbiz.de/10013253838
Saved in:
8
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions
Smith, L. Vanessa
;
Tarui, Nori
;
Yamagata, Takashi
- In:
Energy economics
97
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012819314
Saved in:
9
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Norkutė, Milda
;
Sarafidis, Vasilis
;
Yamagata, Takashi
; …
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 416-446
Persistent link: https://www.econbiz.de/10012618523
Saved in:
10
A heteroskedasticity robust Breusch-Pagan test for Contemporaneous correlation in dynamic panel data models
Halunga, Andreea G.
;
Orme, Chris D.
;
Yamagata, Takashi
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011818781
Saved in:
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