Yohei Yamamoto

Available identifiers

Publication	Date of Publication	Type
Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series	2025-01-20	Paper
Testing for Changes in Forecasting Performance	2024-10-11	Paper
Identifying common and idiosyncratic explosive behaviors in the large dimensional factor model with an application to U.S. state-level house prices	2024-06-24	Paper
A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK	2023-05-04	Paper
Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods	2022-08-08	Paper
Confidence sets for the break date based on optimal tests	2022-07-27	Paper
Estimating and testing multiple structural changes in linear models using band spectral regressions	2022-07-26	Paper
On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests	2022-06-07	Paper
A modified confidence set for the structural break date in linear regression models	2022-03-04	Paper
Testing jointly for structural changes in the error variance and coefficients of a linear regression model	2021-06-03	Paper
Interactive creation of Voronoi diagrams for origami tessellation	2021-04-22	Paper
https://portal.mardi4nfdi.de/entity/Q4644106	2018-05-30	Paper
Testing for factor loading structural change under common breaks	2015-09-18	Paper
A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS	2014-09-05	Paper

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