Accessibility statement

Professor Takashi Yamagata



  • 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



  • Panel data econometrics
  • Microeconometrics
  • (Applied) macro/micro/financial econometrics
  • Statistics


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.



  • Econometric Theory


  • Statistics and Econometrics
  • Econometrics for Research

Takashi Yamagata
Department of Economics
Room: A/EC/018

Tel: 01904 323758 
Takashi Yamagata's personal research page 

Office and feedback hours for York students only during term time: 

Thursday 10:30-12:30
subject to changes, book slots using Google calendar.