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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.
Econometric Theory 2
Takashi Yamagata
Professor
Department of Economics
Room: A/EC/018
Tel: 01904 323758
takashi.yamagata@york.ac.uk
Takashi Yamagata's personal research page