Takashi Yamagata

Economics and Econometrics · 2005–2020

A researcher in the Science corpus: 7 papers; trusts 34 researchers and is trusted by 74 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 118 citations into it; #1,074 of 23,481 by trust here, #781 by citations
• Finance — 22 citations into it
• Statistics and Probability — 19 citations into it
• Management Science and Operations Research — 7 citations into it

Whom Takashi Yamagata trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jushan Bai
2. M. Hashem
3. Lung-fei Lee
4. Peter C. B. Phillips
5. M. Pesaran
6. Serena Ng
7. James H. Stock
8. Lars Peter Hansen
9. H. R. Moon
10. M. Bun

Who trusts Takashi Yamagata overall

1. Muhammad Shahbaz
2. Brantley Liddle
3. Kangyin Dong
4. M. Eberhardt
5. Cheng Hsiao
6. N. Apergis
7. Perry Sadorsky
8. Jushan Bai
9. Zeeshan Khan
10. Tomohiro Ando

Papers from Takashi Yamagata's perspective

Ordered by how strongly the researchers Takashi Yamagata trusts endorse each paper. Same corpus, a different order for every researcher.

1. Determining the Number of Factors in Approximate Factor Models
2. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
3. Macroeconomic Forecasting Using Diffusion Indexes
4. Eigenvalue Ratio Test for the Number of Factors
5. A PANIC Attack on Unit Roots and Cointegration
6. A simple panel unit root test in the presence of cross-section dependence
7. Dynamic Panel Estimation and Homogeneity Testing Under Cross Section Dependence
8. GMM estimation of linear panel data models with time-varying individual effects
9. Panel Data Models With Interactive Fixed Effects
10. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets

Their papers

• Testing Slope Homogeneity in Large Panels (2005) — 5,191 citations
• Panels with Nonstationary Multifactor Error Structures (2006) — 1,040 citations
• A bias-adjusted LM test of error cross-section independence (2008) — 1,711 citations
• Panel Unit Root Tests in the Presence of a Multifactor Error Structure (2013) — 351 citations
• A test of cross section dependence for a linear dynamic panel model with regressors (2009) — 290 citations
• Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects (2020) — 54 citations
• A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models (2017) — 117 citations