Year of Publication | Title | Author(s) |
2005 | Testing slope homogeneity in large panels | Pesaran, Mohammad Hashem; Yamagata, Takashi |
2006 | A spatio-temporal model of house prices in the US | Holly, Sean; Pesaran, Mohammad Hashem; Yamagata, Takashi |
2006 | Panels with nonstationary multifactor error structures | Kapetanios, George; Pesaran, M. Hashem; Yamagata, Takashi |
2006 | Panels with nonstationary multifactor error structures | Kapetanios, George; Pesaran, Mohammad Hashem; Yamagata, Takashi |
2006 | A spatio-temporal model of house prices in the US | Holly, Sean; Pesaran, Mohammad Hashem; Yamagata, Takashi |
2006 | Panels with nonstationary multifactor error structures | Kapetanios, George; Pesaran, Mohammad Hashem; Yamagata, Takashi |
2006 | Pairwise tests of purchasing power parity using aggregate and disaggregate price measures | Pesaran, Mohammad Hashem; Smith, Ron P.; Yamagata, Takashi; Hvozdyk, Liudmyla |
2007 | Panel unit root tests in the presence of a multifactor error structure | Pesaran, Mohammad Hashem; Smith, L. Vanessa; Yamagata, Takashi |
2008 | Panel unit root tests in the presence of a multifactor error structure | Pesaran, Mohammad Hashem; Smith, L. Vanessa; Yamagata, Takashi |
2010 | Spatial and temporal diffusion of house prices in the UK | Holly, Sean; Pesaran, Mohammad Hashem; Yamagata, Takashi |
2010 | Spatial and temporal diffusion of house prices in the UK | Holly, Sean; Pesaran, Mohammad Hashem; Yamagata, Takashi |
2012 | Testing CAPM with a large number of assets | Pesaran, Hashem; Yamagata, Takashi |
2017 | Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities | Pesaran, M. Hashem; Yamagata, Takashi |
2017 | Testing for alpha in linear factor pricing models with a large number of securities | Pesaran, M. Hashem; Yamagata, Takashi |
2018 | A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects | Hayakawa, Kazuhiko; Nagata, Shuichi; Yamagata, Takashi |
2018 | Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structur e | Norkuté, Milda; Sarafidis, Vasilis; Yamagata, Takashi |
2019 | Estimation of weak factor models | Uematsu, Yoshimasa; Yamagata, Takashi |
2020 | Two-stage instrumental variable estimation of linear panel data models with interactive effects | Cui, Guowei; Norkuté, Milda; Sarafidis, Vasilis; Yamagata, Takashi |
2020 | Inference in weak factor models | Uematsu, Yoshimasa; Yamagata, Takashi |
2022 | Linear panel regression models with non-classical measurement error: An application to investment equations | Hayakawa, Kazuhiko; Yamagata, Takashi |