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Yamagata, Takashi
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3
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On Testing Sample Selection Bias Under the Multicollinearity Problem
Yamagata, Takashi
;
Orme, Chris
- In:
Econometric reviews
24
(
2005
)
4
,
pp. 467
Persistent link: https://www.econbiz.de/10006873698
Saved in:
2
Investigating Generalizations of Expected Utility Theory Using Experimental Data
Hey, John D.
;
Orme, Chris
- In:
Econometrica : journal of the Econometric Society, an …
62
(
1994
)
6
,
pp. 1291-1326
Persistent link: https://www.econbiz.de/10006800406
Saved in:
3
On the Use of Artificial Regressions in Certain Microeconometric Models
Orme, Chris
- In:
Econometric theory
11
(
1995
)
2
,
pp. 290-305
Persistent link: https://www.econbiz.de/10007007264
Saved in:
4
Firm level return–volatility analysis using dynamic panels
Smith, L. Vanessa
;
Yamagata, Takashi
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 847-868
Persistent link: https://www.econbiz.de/10009801735
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Pairwise Tests of Purchasing Power Parity
Pesaran, M.Hashem
;
Smith, Ron
;
Yamagata, Takashi
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 495-521
Persistent link: https://www.econbiz.de/10008251769
Saved in:
10
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
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