← All authors Takashi Yamagata University of York (from arXiv:2501.18467, 2025) · OpenAlex
26 papers in scope · 24 published · 2 on the econ.EM arXiv · 9,910 citations · h-index 17 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Sebastian Kripfganz Vasilis Sarafidis Guowei Cui Federico Martellosio Yan Shen Ayden Higgins Qiankun Zhou Xingyu Li Jushan Bai Serena Ng Chen Jia Alexia Ventouri George Kapetanios Tamás Krisztin Philipp Piribauer Artūras Juodis Peiyun Jiang Áureo de Paula Imran Rasul Pedro H. G. Ferreira de Souza Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 26)
working paper 2025 · arXiv
working paper 2025 · arXiv · 2 citations
Discovering the Network Granger Causality in Large Vector Autoregressive Models
published 2025 · Journal of the American Statistical Association · 3 citations · first circulated 2023
with Yoshimasa Uematsu
Revealing priors from posteriors with an application to inflation forecasting in the UK
published 2023 · Econometrics Journal · 2 citations
with Masako Ikefuji, Jan R. Magnus
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities
published 2023 · Journal of Financial Econometrics · 30 citations · first circulated 2017
IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk
published 2022 · Econometrics Journal · 18 citations · first circulated 2020
A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data
published 2022 · Journal of Business and Economic Statistics · 9 citations · first circulated 2018
Estimation of Sparsity-Induced Weak Factor Models
published 2021 · Journal of Business and Economic Statistics · 55 citations · first circulated 2019
with Yoshimasa Uematsu
Inference in Sparsity-Induced Weak Factor Models
published 2021 · Journal of Business and Economic Statistics · 28 citations · first circulated 2020
with Yoshimasa Uematsu
Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions
published 2021 · Energy Economics · 155 citations · first circulated 2020
with L. Vanessa Smith, Nori Tarui
Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
published 2020 · Journal of Econometrics · 90 citations · first circulated 2018
Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects
published 2020 · Econometrics Journal · 3 citations
A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models
published 2017 · Journal of Econometrics · 134 citations · first circulated 2011
with Andreea G. Halunga, Chris D. Orme
A Heteroskedasticity-Robust F -Test Statistic for Individual Effects
published 2013 · Econometric Reviews · 3 citations · first circulated 2011
with Chris D. Orme
Panel unit root tests in the presence of a multifactor error structure
published 2013 · Journal of Econometrics · 277 citations · first circulated 2008
Firm level return–volatility analysis using dynamic panels
published 2011 · Journal of Empirical Finance · 26 citations · first circulated 2008
with L. Vanessa Smith
A spatio-temporal model of house prices in the USA
published 2010 · Journal of Econometrics · 497 citations · first circulated 2006
Spatial and Temporal Diffusion of House Prices in the UK
published 2010 · Journal of Urban Economics · 47 citations
Pairwise Tests of Purchasing Power Parity
published 2009 · Econometric Reviews · 71 citations · first circulated 2006
A test of cross section dependence for a linear dynamic panel model with regressors
published 2008 · Journal of Econometrics · 286 citations
A joint serial correlation test for linear panel data models
published 2008 · Journal of Econometrics · 20 citations
A bias-adjusted LM test of error cross-section independence
published 2008 · Econometrics Journal · 2460 citations · first circulated 2006
Testing slope homogeneity in large panels
published 2007 · Journal of Econometrics · 5654 citations · first circulated 2005
The asymptotic distribution of the F‐test statistic for individual effects
published 2006 · Econometrics Journal · 21 citations
with Chris D. Orme
The small sample performance of the Wald test in the sample selection model under the multicollinearity problem
published 2006 · Economics Letters · 9 citations
On Testing Sample Selection Bias Under the Multicollinearity Problem
published 2005 · Econometric Reviews · 10 citations
with Chris D. Orme
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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