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~person:"Yamagata, Takashi"
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Yamagata, Takashi
Pesaran, M. Hashem
201
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189
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ECONIS (ZBW)
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1
A heteroskedasticity robust Breusch-Pagan test for Contemporaneous correlation in dynamic
panel
data models
Halunga, Andreea G.
;
Orme, Chris D.
;
Yamagata, Takashi
- In:
Journal of econometrics
198
(
2017
)
2
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011818781
Saved in:
2
Instrumental variable estimation of dynamic linear
panel
data models with defactored regressors and a multifactor error structur e
Norkuté, Milda
;
Sarafidis, Vasilis
;
Yamagata, Takashi
-
2018
This paper develops an instrumental variable (IV) estimator for consistent estimation of dynamic
panel
data models with … estimators in dynamic
panel
data models. The finite sample performance of the proposed estimator is investigated using simulated …
Persistent link: https://www.econbiz.de/10011804740
Saved in:
3
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
heterogeneity for large linear
panel
data models. First, we establish the asymptotic validity of the Wald test based on the widely … used
panel
heteroskedasticity and autocorrelation consistent (HAC) variance estimator of the pooled estimator under random …
Persistent link: https://www.econbiz.de/10011879510
Saved in:
4
Testing slope homogeneity in large panels
Pesaran, M. Hashem
(
contributor
); …
-
2005
This paper proposes a modified version of Swamy’s test of slope homogeneity for
panel
data models where the cross …
Persistent link: https://www.econbiz.de/10002756331
Saved in:
5
Testing slope homogeneity in large panels
Pesaran, M. Hashem
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002706456
Saved in:
6
A robust test for error cross-section correlation in
panel
models
Godfrey, L. G.
;
Yamagata, Takashi
-
2010
Persistent link: https://www.econbiz.de/10003981901
Saved in:
7
A test of cross section dependence for a linear dynamic
panel
model with regressors
Sarafidis, Vasilis
;
Yamagata, Takashi
;
Robertson, Donald
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 149-161
Persistent link: https://www.econbiz.de/10003833753
Saved in:
8
A heteroskedasticity-robust F-test statistic for individual effects
Orme, Chris D.
;
Yamagata, Takashi
-
2011
Persistent link: https://www.econbiz.de/10009373418
Saved in:
9
A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic
panel
data models
Halunga, Andreea
;
Orme, Chris D.
;
Yamagata, Takashi
-
2011
Persistent link: https://www.econbiz.de/10009373435
Saved in:
10
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:
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