Takashi Yamagata

Available identifiers

zbMath Open yamagata.takashiMaRDI QIDQ290938

List of research outcomes

Publication	Date of Publication	Type
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data	2024-03-06	Paper
Revisiting Asymptotic Theory for Principal Component Estimators of Approximate Factor Models	2023-11-01	Paper
Two-stage instrumental variable estimation of linear panel data models with interactive effects	2022-12-06	Paper
A Heteroskedasticity-RobustF-Test Statistic for Individual Effects	2022-05-31	Paper
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure	2021-02-04	Paper
A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models	2017-04-26	Paper
Panels with non-stationary multifactor error structures	2016-08-10	Paper
A spatio-temporal model of house prices in the USA	2016-08-04	Paper
A test of cross section dependence for a linear dynamic panel model with regressors	2016-07-04	Paper
A joint serial correlation test for linear panel data models	2016-06-13	Paper
Testing slope homogeneity in large panels	2016-06-03	Paper
Panel unit root tests in the presence of a multifactor error structure	2014-03-18	Paper
The small sample performance of the Wald test in the sample selection model under the multicollinearity problem	2013-01-08	Paper
Pairwise Tests of Purchasing Power Parity	2009-10-16	Paper
A bias-adjusted LM test of error cross-section independence	2008-05-29	Paper
The asymptotic distribution of the F‐test statistic for individual effects	2007-02-13	Paper
On Testing Sample Selection Bias Under the Multicollinearity Problem	2006-01-18	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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