Yohei Yamamoto

Economics and Econometrics · 2015

A researcher in the Science corpus: 1 paper; trusts 16 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 15 citations into it; #23,183 of 23,481 by trust here, #20,730 by citations
• Finance — 6 citations into it; #10,411 of 10,518 by trust here, #9,027 by citations
• Statistics and Probability — 6 citations into it

Whom Yohei Yamamoto trusts overall

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

1. Jushan Bai
2. Pierre Perron
3. Donald W. K. Andrews
4. Serena Ng
5. J. Breitung
6. Ciprian M. Crainiceanu
7. Dukpa Kim
8. Seung C. Ahn
9. Ai Deng
10. James H. Stock

Who trusts Yohei Yamamoto overall

1. Liangjun Su
2. Markus Pelger

Papers from Yohei Yamamoto's perspective

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

1. Inferential Theory for Factor Models of Large Dimensions
2. Determining the Number of Factors in Approximate Factor Models
3. Tests for Parameter Instability and Structural Change with Unknown Change Point
4. Eigenvalue Ratio Test for the Number of Factors
5. Determining the Number of Primitive Shocks in Factor Models
6. Testing for Structural Breaks in Dynamic Factor Models (Social Science Research Network)
7. Dealing with Structural Breaks
8. Nonmonotonic power for tests of a mean shift in a time series
9. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
10. Forecasting Using Principal Components From a Large Number of Predictors

Their papers

• Testing for Factor Loading Structural Change under Common Breaks (2015) — 61 citations