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~person:"Hayakawa, Kazuhiko"
~person:"Pesaran, M. Hashem"
~type_genre:"Article in journal"
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Search: "Yamagata, Takashi"
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Hayakawa, Kazuhiko
Pesaran, M. Hashem
Yamagata, Takashi
25
Cui, Guowei
4
Orme, Chris D.
4
Sarafidis, Vasilis
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Holly, Sean
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1
Testing for alpha in linear factor pricing models with a large number of securities
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 407-460
Persistent link: https://www.econbiz.de/10014526327
Saved in:
2
A robust approach to heteroscedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data
Cui, Guowei
;
Hayakawa, Kazuhiko
;
Nagata, Shuichi
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 862-875
Persistent link: https://www.econbiz.de/10014448451
Saved in:
3
Narrow replication of "A spatio-temporal model of house prices in the USA" using R
Millo, Giovanni
- In:
Journal of applied econometrics
30
(
2015
)
4
,
pp. 703-704
Persistent link: https://www.econbiz.de/10011332850
Saved in:
4
Panel unit root tests in the presence of a multifactor error structure
Pesaran, M. Hashem
;
Smith, L. Vanessa
;
Yamagata, Takashi
- In:
Journal of econometrics
175
(
2013
)
2
,
pp. 94-115
Persistent link: https://www.econbiz.de/10009764422
Saved in:
5
The spatial and temporal diffusion of house prices in the UK
Holly, Sean
;
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of urban economics
69
(
2011
)
1
,
pp. 2-23
Persistent link: https://www.econbiz.de/10009303857
Saved in:
6
Panels with non-stationary multifactor error structures
Kapetanios, George
;
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of econometrics
160
(
2011
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10009242244
Saved in:
7
A spatio-temporal model of house prices in the USA
Holly, Sean
;
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 160-173
Persistent link: https://www.econbiz.de/10008826865
Saved in:
8
Pairwise tests of purchasing power parity
Pesaran, M. Hashem
;
Smith, Ron
;
Yamagata, Takashi
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 495-521
Persistent link: https://www.econbiz.de/10003881179
Saved in:
9
A bias-adjusted LM test of error cross-section independence
Pesaran, M. Hashem
;
Ullah, Aman
;
Yamagata, Takashi
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 105-127
Persistent link: https://www.econbiz.de/10003648644
Saved in:
10
Testing slope homogeneity in large panels
Pesaran, M. Hashem
;
Yamagata, Takashi
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 50-93
Persistent link: https://www.econbiz.de/10003608093
Saved in:
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