| Testing for alpha in linear factor pricing models with a large number of securities MH Pesaran, T Yamagata Journal of Financial Econometrics 22 (2), 407-460, 2024 | 7 | 2024 |
| Revealing priors from posteriors with an application to inflation forecasting in the UK M Ikefuji, JR Magnus, T Yamagata The Econometrics Journal 27 (1), 151-170, 2024 | 1 | 2024 |
| Revisiting Asymptotic Theory for Principal Component Estimators of Approximate Factor Models P Jiang, Y Uematsu, T Yamagata arXiv preprint arXiv:2311.00625, 2023 | | 2023 |
| A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data G Cui, K Hayakawa, S Nagata, T Yamagata Journal of Business & Economic Statistics 41 (3), 862-875, 2023 | 4 | 2023 |
| IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk G Cui, V Sarafidis, T Yamagata The Econometrics Journal 26 (2), 124-146, 2023 | 11 | 2023 |
| Discovering the Network Granger Causality in Large Vector Autoregressive Models Y Uematsu, T Yamagata arXiv preprint arXiv:2303.15158, 2023 | 1 | 2023 |
| Estimation of sparsity-induced weak factor models Y Uematsu, T Yamagata Journal of Business & Economic Statistics 41 (1), 213-227, 2022 | 45 | 2022 |
| Inference in sparsity-induced weak factor models Y Uematsu, T Yamagata Journal of Business & Economic Statistics 41 (1), 126-139, 2022 | 28 | 2022 |
| Linear Panel Regression Models with Non-Classical Measurement Errors: An Application to Investment Equations K Hayakawa, T Yamagata Available at SSRN 4161393, 2022 | | 2022 |
| Revealing priors from posteriors: Supplementary material M Ikefuji, JR Magnus, T Yamagata | | 2022 |
| Two-stage instrumental variable estimation of linear panel data models with interactive effects G Cui, M Norkutė, V Sarafidis, T Yamagata The Econometrics Journal 25 (2), 340-361, 2022 | 30 | 2022 |
| Revealing Priors from Posteriors JR Magnus, M Ikefuji, T Yamagata Available at SSRN 4130839, 2022 | | 2022 |
| Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects M Norkute, G Cui, V Sarafidis, T Yamagata Bank of Lithuania Working Paper Series, 2021 | | 2021 |
| Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions LV Smith, N Tarui, T Yamagata Energy economics 97, 105170, 2021 | 148 | 2021 |
| Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure M Norkutė, V Sarafidis, T Yamagata, G Cui Journal of Econometrics 220 (2), 416-446, 2021 | 62 | 2021 |
| Revealing priors from posteriors M Ikefuji, JR Magnus, T Yamagata Submitted for publication, 2021 | 1 | 2021 |
| Global fossil fuel consumption and carbon pricing: Forecasting and counterfactual analysis under alternative GDP scenarios LV Smith, N Tarui, T Yamagata University of Hawai'i at Mānoa, Department of Economics, 2020 | | 2020 |
| Assessing the impact of COVID-19 on global fossil fuel consumption and CO₂ emissions LV Smith, N Tarui, T Yamagata ISER discussion paper, 2020 | | 2020 |
| IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude G Cui, V Sarafidis, T Yamagata Monash Econometrics and Business Statistics Working Papers, 2020 | | 2020 |
| Inference in weak factor models Y Uematsu, T Yamagata ISER Discussion Paper, 2020 | 1 | 2020 |
