Takashi Yamagata

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Discovering the Network Granger Causality in Large Vector Autoregressive Models Journal of the American Statistical Association	2026-01-07	Paper
Revealing priors from posteriors with an application to inflation forecasting in the UK The Econometrics Journal	2025-06-24	Paper
Inference in Sparsity-Induced Weak Factor Models Journal of Business and Economic Statistics	2024-08-13	Paper
Estimation of Sparsity-Induced Weak Factor Models Journal of Business and Economic Statistics	2024-08-13	Paper
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk Econometrics Journal	2024-06-11	Paper
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data Journal of Business and Economic Statistics	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 Econometrics Journal	2022-12-06	Paper
A heteroskedasticity-robust \(F\)-test statistic for individual effects Econometric Reviews	2022-05-31	Paper
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure Journal of Econometrics	2021-02-04	Paper
A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models Journal of Econometrics	2017-04-26	Paper
Panels with non-stationary multifactor error structures Journal of Econometrics	2016-08-10	Paper
A spatio-temporal model of house prices in the USA Journal of Econometrics	2016-08-04	Paper
A test of cross section dependence for a linear dynamic panel model with regressors Journal of Econometrics	2016-07-04	Paper
A joint serial correlation test for linear panel data models Journal of Econometrics	2016-06-13	Paper
Testing slope homogeneity in large panels Journal of Econometrics	2016-06-03	Paper
Panel unit root tests in the presence of a multifactor error structure Journal of Econometrics	2014-03-18	Paper
The small sample performance of the Wald test in the sample selection model under the multicollinearity problem Economics Letters	2013-01-08	Paper
Pairwise Tests of Purchasing Power Parity Econometric Reviews	2009-10-16	Paper
A bias-adjusted LM test of error cross-section independence Econometrics Journal	2008-05-29	Paper
The asymptotic distribution of the F‐test statistic for individual effects Econometrics Journal	2007-02-13	Paper
On Testing Sample Selection Bias Under the Multicollinearity Problem Econometric Reviews	2006-01-18	Paper

Research outcomes over time

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