Professor Takashi Yamagata
Professor

Profile

Biography

• BA(Ritsumeikan)
• MA(Manchester)
• PhD(Manchester)

Departmental roles

• Director, Centre for Panel Data Analysis (PanDA)
• Research Cluster Leader, Econometrics
• Director, Undergraduate Econometrics Programmes
• Programme Director of MSc Economics and Econometrics
• PG Admissions, for MSc Economics and 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

Uematsu, Y., Yamagata, T., (2023), Inference in sparsity-induced weak factor models, Journal of Business & Economic Statistics 41, 126-139.

Smith, L.V., Tarui, N., Yamagata, T., (2021), Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions, Energy Economics 97.

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, 209-230.

Pesaran, M.H., Ullah, A., Yamagata, T, (2008), A Bias-Adjusted LM Test of Error Cross Section Independence, Econometrics Journal 11, 105-127.

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

• Econometric Theory

Postgraduate

• Statistics and Econometrics
• Econometrics for Research