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The asymptotic distribution of the F-test statistics fro individual effects
Orme, Chris D.; Yamagata, Takashi - In: The econometrics journal 9 (2006) 3, pp. 404-422
Persistent link: https://www.econbiz.de/10003390160
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Controlling the significance levels of prediction error tests for linear regression models
Godfrey, L. G.; Orme, Chris D. - In: The econometrics journal 3 (2000) 1, pp. 66-83
Persistent link: https://www.econbiz.de/10001532218
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Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G.; Orme, Chris D.; Silva, João Santos - In: The econometrics journal 9 (2006) 1, pp. 76-97
Persistent link: https://www.econbiz.de/10003320202
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A bias-adjusted LM test of error cross-section independence
Pesaran, M.Hashem; Ullah, Aman; Yamagata, Takashi - In: The econometrics journal 11 (2008) 1, pp. 105-127
Persistent link: https://www.econbiz.de/10007916430
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The asymptotic distribution of the F-test statistic for individual effects
Orme, Chrisd; Yamagata, Takashi - In: The econometrics journal 9 (2006) 3, pp. 404-422
Persistent link: https://www.econbiz.de/10007402525
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A bias-adjusted LM test of error cross-section independence
Pesaran, M. Hashem; Ullah, Aman; Yamagata, Takashi - In: The econometrics journal 11 (2008) 1, pp. 105-127
Persistent link: https://www.econbiz.de/10003648644
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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
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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
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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