Professor Takashi Yamagata
Professor
Visit Professor Takashi Yamagata's profile on the York Research Database to:
- See a full list of publications
- Browse activities and projects
- Explore connections, collaborators, related work and more
Profile
Biography
- BA(Ritsumeikan)
- MA(Manchester)
- PhD(Manchester)
Departmental roles
- Research Cluster Leader, Econometrics
- Programme Director of MSc Economics and Econometrics
- Director, Undergraduate Econometrics Programmes
- PG Admissions, for MSc Economics and Econometrics
- PG Module Review Committee (ex officio Programme Director of MSc Economics and Econometrics)
- UG Final Examinations Committee (ex officio, UG Programme Director Econometrics)
- UG Module Review Committee (ex officio, UG Programme Director Econometrics)
- UG Progression Committee (ex officio, UG Programme Director Econometrics)
- Performance Reviewer
Research
Overview
- Panel data econometrics
- Microeconometrics
- (Applied) macro/micro/financial econometrics
- Statistics
Publications
Selected publications
Full details of publications can be found at RePEc
Norkute, M., Sarafidis, V., Yamagata, T., Cui, G., (2019), Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure, Journal of Econometrics, forthcoming.
Halunga, A., Orme, C.D., Yamagata, T., (2017), A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models, Journal of Econometrics 198, 2017, 209-230
Kapetanios G., Pesaran, M.H., Yamagata, T. (2011), Panels with Nonstationary Multifactor Error Structures, Journal of Econometrics 160, 326-348.
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.
Teaching
Undergraduate
First year
- Statistics I
Second Year
-
Econometric Theory 2
Third year
- Applied Econometrics
Postgraduate
- Finance and Investment
- Statistics and Econometrics
Takashi Yamagata
Professor
Department of Economics
Room: A/EC/018
Tel: 01904 323758
takashi.yamagata@york.ac.uk
Takashi Yamagata's personal research page