r: A/EC/011
t: 01904 43 3758
e: ty509@york.ac.uk
cv: publications

 

Dr. Takashi Yamagata

BA(Ritsumeikan), MA(Manchester), PhD(Manchester).

Research/Teaching Interests

Panel data econometrics, Microeconometrics, (Applied) macro/micro/financial econometrics, statistics.

Selected Papers

Sarafidis, V., T. Yamagata, D. Robertson (2009), A Test of Cross Section Dependence for a Linear Dynamic Panel Model with Regressors, Journal of Econometrics, 148, 149-461.

Pesaran, M.H., R. P. Smith, T. Yamagata, L. Hvozdyk (2009), Pairwise Tests of Purchasing Power Parity, Econometric Review, 28, 495-521.

Yamagata, T. (2008), A Joint Serial Correlation Test for Linear Panel Data Models, Journal of Econometrics 146, 134-145.

Pesaran, M.H., Yamagata, T, (2008), Testing Slope Homogeneity in Large Panels, Journal of Econometrics 142, 50–93.

Orme, C.D., Yamagata, T., (2006), The Asymptotic Distribution of the F-Test Statistic for Individual Effects, Econometrics Journal 9, 404-422.

Departmental Duties

Undergraduate Publicity & Prospectus Officer
PhD Job Market Candidates Placement Officer

Back to the Top