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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
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A joint serial correlation test for linear panel data models
Yamagata, Takashi - In: Journal of econometrics 146 (2008) 1, pp. 135-145
Persistent link: https://www.econbiz.de/10003778232
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Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem; Vanessa Smith, L.; Yamagata, Takashi - In: Journal of econometrics 175 (2013) 2, pp. 94-115
Persistent link: https://www.econbiz.de/10010111276
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Testing slope homogeneity in large panels
Hashem Pesaran, M.; Yamagata, Takashi - In: Journal of econometrics 142 (2008) 1, pp. 50-93
Persistent link: https://www.econbiz.de/10007894518
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A test of cross section dependence for a linear dynamic panel model with regressors
Sarafidis, Vasilis; Yamagata, Takashi; Robertson, Donald - In: Journal of econometrics 148 (2009) 2, pp. 149-161
Persistent link: https://www.econbiz.de/10008175048
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A joint serial correlation test for linear panel data models
Yamagata, Takashi - In: Journal of econometrics 146 (2008) 1, pp. 135-145
Persistent link: https://www.econbiz.de/10008109078
Cover Image
A joint serial correlation test for linear panel data models
Yamagata, Takashi - In: Journal of econometrics 146 (2008) 1, pp. 135-146
Persistent link: https://www.econbiz.de/10008881130
Cover Image
A test of cross section dependence for a linear dynamic panel model with regressors
Sarafidis, Vasilis; Yamagata, Takashi; Robertson, Donald - In: Journal of econometrics 148 (2009) 2, pp. 149-162
Persistent link: https://www.econbiz.de/10008890770
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Panels with non-stationary multifactor error structures
Kapetanios, George; Pesaran, M. Hashem; Yamagata, Takashi - In: Journal of econometrics 160 (2011) 2, pp. 326-348
Persistent link: https://www.econbiz.de/10009242244
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Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem; Smith, L. Vanessa; Yamagata, Takashi - In: Journal of econometrics 175 (2013) 2, pp. 94-115
Persistent link: https://www.econbiz.de/10009764422