Yamagata Takashi 山形孝志

Researcher Number	20813231
Other IDs
Affiliation (Current)	2025: 大阪大学, 社会経済研究所, 特任教授(常勤)
Affiliation (based on the past Project Information) *help	2018 – 2025: 大阪大学, 社会経済研究所, 特任教授(常勤)
Review Section/Research Field	Principal Investigator Basic Section 07030:Economic statistics-related Except Principal Investigator Basic Section 07030:Economic statistics-related / Medium-sized Section 7:Economics, business administration, and related fields / Broad Section A
Keywords	Principal Investigator energy consumption / climate change / co2 emission / factor model / panel data / inflation / environment / panel data econometrics Except Principal Investigator アンケート調査 / Multiple testing … More / Weak factors / 罰則項付縮小ランク回帰 / 共トレンド推定 / Asset pricing / 景気循環成分 / ホドリック・プレスコット・フィルター / トレンド / 罰則化法 / ファクターモデル / 時系列データ / パネルデータ / コロナ禍 / 不完全情報 / 行動マクロ経済学 / 期待形成 / インフレ予想 / 制度設計理論 / 格差拡大 / 長期不況 / 経済実験 / 行動経済学 / 資産選好 / マクロ経済学 Less

誤差項の時系列・クロスセクション相関に頑健なパネルデータモデルの統計的推論Principal Investigator
- Principal Investigator
  
  山形孝志
- Project Period (FY)
  2025 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  The University of Osaka
反実仮想実験による炭素価格付加政策の排出削減効果と世界経済への影響の分析Principal Investigator
- Principal Investigator
  
  山形孝志
- Project Period (FY)
  2021 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Osaka University
Behavioral Macroeconomics under Imperfect Information
- Principal Investigator
  
  敦賀貴之
- Project Period (FY)
  2021 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Review Section
  
  Medium-sized Section 7:Economics, business administration, and related fields
- Research Institution
  Osaka University
Economic stagnation and widening wealth inequality: Crises of the world economy and a construction of a unified macroeconomic theory
- Principal Investigator
  
  小野善康
- Project Period (FY)
  2020 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (S)
- Review Section
  
  Broad Section A
- Research Institution
  Osaka University
Econometric analysis of time series and panel data using factor models and penalization methods: theory and applications
- Principal Investigator
  
  Hayakawa Kazuhiko
- Project Period (FY)
  2020 – 2022
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Hiroshima University
Estimation and inferential methods for cross-sectionally dependent dynamic panel data models and their applicationsPrincipal Investigator
- Principal Investigator
  
  Yamagata Takashi
- Project Period (FY)
  2018 – 2021
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Osaka University

All 2023 2022 2021 2020 2019 2018

All Journal Article Presentation

[Journal Article] Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities2023
- Author(s)
  Pesaran M Hashem、Yamagata Takashi
- Journal Title
  
  Journal of Financial Econometrics
  
  Volume: 22 Issue: 2 Pages: 407-460
- DOI
  10.1093/jjfinec/nbad002
- NAID
  40022347000
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H05631, KAKENHI-PROJECT-20H01484, KAKENHI-PROJECT-21H00700, KAKENHI-PROJECT-21H04397
[Journal Article] Discovering the Network Granger Causality in Large Vector Autoregressive Models2023
- Author(s)
  Yoshimasa Uematsu,Takashi Yamagata
- Journal Title
  
  arXiv
  
  Volume: arXiv:2303.15158
- Open Access
- Data Source
  KAKENHI-PROJECT-21H00700
[Journal Article] Revealing priors from posteriors with an application to inflation forecasting in the UK2023
- Author(s)
  Ikefuji Masako、Magnus Jan R、Yamagata Takashi
- Journal Title
  
  The Econometrics Journal
  
  Volume: 27 Issue: 1 Pages: 151-170
- DOI
  10.1093/ectj/utad021
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21H04397
[Journal Article] Linear Panel Regression Models with Non-Classical Measurement Error: An Application to Investment Equations2022
- Author(s)
  Kazuhiko Hayakawa; Takashi Yamagata
- Journal Title
  
  ISER Discuttion Paper
  
  Volume: 1188
- Open Access
- Data Source
  KAKENHI-PROJECT-21H04397
[Journal Article] A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data2022
- Author(s)
  Cui Guowei、Hayakawa Kazuhiko、Nagata Shuichi、Yamagata Takashi
- Journal Title
  
  Journal of Business and Economic Statistics
  
  Volume: - Issue: 3 Pages: 1-14
- DOI
  10.1080/07350015.2022.2077349
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K20760, KAKENHI-PROJECT-21H04397, KAKENHI-PROJECT-20H01484, KAKENHI-PROJECT-20H05631, KAKENHI-PROJECT-21H00700
[Journal Article] Estimation of Sparsity-Induced Weak Factor Models2022
- Author(s)
  Uematsu Yoshimasa、Yamagata Takashi
- Journal Title
  
  Journal of Business & Economic Statistics
  
  Volume: Forthcoming Issue: 1 Pages: 1-15
- DOI
  10.1080/07350015.2021.2008405
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545, KAKENHI-PROJECT-19K13665, KAKENHI-PROJECT-21H04397, KAKENHI-PROJECT-20H01484, KAKENHI-PROJECT-20H05631, KAKENHI-PROJECT-21H00700
[Journal Article] IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk2022
- Author(s)
  Cui Guowei、Sarafidis Vasilis、Yamagata Takashi
- Journal Title
  
  The Econometrics Journal
  
  Volume: 26 Issue: 2 Pages: 124-146
- DOI
  10.1093/ectj/utac026
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H05631, KAKENHI-PROJECT-21H00700
[Journal Article] Panel Regression Models with Non-Classical Measurement Errors: An Application to Investment Equations2022
- Author(s)
  Hayakawa Kazuhiko、Yamagata Takashi
- Journal Title
  
  ISER Discussion Paper
  
  Volume: 1188
- DOI
  10.2139/ssrn.4161393
- Open Access
- Data Source
  KAKENHI-PROJECT-21H00700
[Journal Article] Revealing Priors from Posteriors2022
- Author(s)
  Magnus Jan R.、Ikefuji Masako、Yamagata Takashi
- Journal Title
  
  SSRN Electronic Journal
  
  Volume: - Pages: 1-9
- DOI
  10.2139/ssrn.4130839
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H00700
[Journal Article] Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure2021
- Author(s)
  Norkute Milda、Sarafidis Vasilis、Yamagata Takashi、Cui Guowei
- Journal Title
  
  Journal of Econometrics
  
  Volume: 220 Issue: 2 Pages: 416-446
- DOI
  10.1016/j.jeconom.2020.04.008
- NAID
  40022347141
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545
[Journal Article] Inference in Sparsity-Induced Weak Factor Models2021
- Author(s)
  Uematsu Yoshimasa、Yamagata Takashi
- Journal Title
  
  Journal of Business & Economic Statistics
  
  Volume: Forthcoming Issue: 1 Pages: 1-14
- DOI
  10.1080/07350015.2021.2003203
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545, KAKENHI-PROJECT-19K13665, KAKENHI-PROJECT-21H04397, KAKENHI-PROJECT-20H01484, KAKENHI-PROJECT-21H00700
[Journal Article] Two-stage instrumental variable estimation of linear panel data models with interactive effects2021
- Author(s)
  Cui Guowei、Norkute Milda、Sarafidis Vasilis、Yamagata Takashi
- Journal Title
  
  The Econometrics Journal
  
  Volume: Forthcoming Issue: 2 Pages: 340-361
- DOI
  10.1093/ectj/utab029
- NAID
  40022501525
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545, KAKENHI-PROJECT-21H04397, KAKENHI-PROJECT-21H00700
[Journal Article] Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions2021
- Author(s)
  Smith L. Vanessa、Tarui Nori、Yamagata Takashi
- Journal Title
  
  Energy Economics
  
  Volume: 97 Pages: 105170-105170
- DOI
  10.1016/j.eneco.2021.105170
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545, KAKENHI-PROJECT-21H04397, KAKENHI-PROJECT-21H00700
[Journal Article] IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk2021
- Author(s)
  Guowei Cui; Vasilis Sarafidis: Takashi Yamagata
- Journal Title
  
  Econometrics Journal
  
  Volume: forthcoming
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H04397
[Journal Article] IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk2020
- Author(s)
  Cui Guowei、Sarafidis Vasilis、Yamagata Takashi
- Journal Title
  
  SSRN Electronic Journal
  
  Volume: -
- DOI
  10.2139/ssrn.3642451
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545
[Journal Article] Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure2020
- Author(s)
  Norkute, M., Sarafidis, V., Yamagata, T., Cui, G.
- Journal Title
  
  Journal of Econometrics
  
  Volume: Forthcoming
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545
[Journal Article] Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects2020
- Author(s)
  Cui Guowei、Norkute Milda、Sarafidis Vasilis、Yamagata Takashi
- Journal Title
  
  SSRN Electronic Journal
  
  Volume: -
- DOI
  10.2139/ssrn.3692123
- NAID
  40022501525
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545
[Journal Article] Estimation of Weak Factor Models2020
- Author(s)
  Uematsu Yoshimasa、Yamagata Takashi
- Journal Title
  
  SSRN Electronic Journal
  
  Volume: -
- DOI
  10.2139/ssrn.3374750
- NAID
  40022347318
- Open Access
- Data Source
  KAKENHI-PROJECT-18K01545
[Journal Article] Inference in Weak Factor Models2020
- Author(s)
  Uematsu, Y., Yamagata, T.
- Journal Title
  
  ISER Discussion Paper
  
  Volume: 1080 Pages: 1-43
- NAID
  40022347533
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545
[Journal Article] Estimation of Weak Factor Models2019
- Author(s)
  Uematsu, Y., Yamagata, T.
- Journal Title
  
  ISER Discussion Paper
  
  Volume: 1053 Pages: 1-44
- NAID
  40022347318
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545
[Journal Article] A Robust Approach to Heteroskedasticity, Error Serial Correlation and Slope Heterogeneity for Large Linear Panel Data Models with Interactive Effects2019
- Author(s)
  Cui, G., Hayakawa, K., Nagata, S., Yamagata, T
- Journal Title
  
  ISER Discussion Paper
  
  Volume: 1037 Pages: 1-62
- NAID
  40022347221
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545
[Journal Article] Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure2018
- Author(s)
  Norkute Milda、Sarafidis Vasilis、Yamagata Takashi
- Journal Title
  
  SSRN Electronic Journal
  
  Volume: 0 Pages: 0-0
- DOI
  10.2139/ssrn.3123490
- NAID
  40022347141
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545
[Journal Article] A Robust Approach to Heteroskedasticity, Error Serial Correlation and Slope Heterogeneity for Large Linear Panel Data Models with Interactive Effects2018
- Author(s)
  Hayakawa Kazuhiko、Nagata Shuichi、Yamagata Takashi
- Journal Title
  
  SSRN Electronic Journal
  
  Volume: 0 Pages: 0-0
- DOI
  10.2139/ssrn.3215661
- NAID
  40022347221
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545
[Presentation] Linear Panel Regression Models with Non-Classical Measurement Error: An Application to Investment Equations2023
- Author(s)
  山形　孝志
- Organizer
  Econometric Society European Meeting
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H04397
[Presentation] Linear Panel Regression Models with Non-Classical Measurement Error: An Application to Investment Equations2023
- Author(s)
  Takashi Yamagata
- Organizer
  Econometric Society European Meeting 2023
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H01484
[Presentation] A robust approach to slope heterogeneity in linear models with interactive effects for large panel data2022
- Author(s)
  Takashi Yamagata
- Organizer
  International Conference on Econometrics and Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H04397
[Presentation] Discovering the network Granger causality in large vector autoregressive models2022
- Author(s)
  Takashi Yamagata
- Organizer
  Maastricht-York econometrics workshop
- Invited
- Data Source
  KAKENHI-PROJECT-21H04397
[Presentation] A robust approach to slope heterogeneity in linear models with interactive effects for large panel data2022
- Author(s)
  山形　孝志
- Organizer
  International Conference on Econometrics and Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H05631
[Presentation] Discovering the network Granger causality in large VAR models2022
- Author(s)
  Takashi Yamagata
- Organizer
  Recent Developments in Spatial Econometrics
- Invited
- Data Source
  KAKENHI-PROJECT-21H00700
[Presentation] Discovering the Network Granger Causality in Large Vector Autoregressive Models2022
- Author(s)
  山形　孝志
- Organizer
  応用統計ワークショップ
- Invited
- Data Source
  KAKENHI-PROJECT-20H05631
[Presentation] A robust approach to slope heterogeneity in linear models with interactive effects for large panel data2022
- Author(s)
  Takashi Yamagata
- Organizer
  International Conference on Econometrics and Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H00700
[Presentation] Discovering the Network Granger Causality in Large Vector Autoregressive Models2022
- Author(s)
  Takashi Yamagata
- Organizer
  応用統計ワークショップ
- Invited
- Data Source
  KAKENHI-PROJECT-21H04397
[Presentation] Discovering the network Granger causality in large vector autoregressive models2022
- Author(s)
  山形　孝志
- Organizer
  Maastricht-York econometrics workshop
- Invited
- Data Source
  KAKENHI-PROJECT-20H05631
[Presentation] Linear Panel Regression Models with Non-Classical Measurement Errors: An Application to Investment Equations2022
- Author(s)
  Takashi Yamagata
- Organizer
  Data Science Workshop
- Invited
- Data Source
  KAKENHI-PROJECT-21H04397
[Presentation] Discovering the Network Granger Causality in Large Vector Autoregressive Models2022
- Author(s)
  Takashi Yamagata
- Organizer
  応用統計ワークショップ
- Invited
- Data Source
  KAKENHI-PROJECT-21H00700
[Presentation] Linear Panel Regression Models with Non-Classical Measurement Errors: An Application to Investment Equations2022
- Author(s)
  山形　孝志
- Organizer
  Data Science Workshop
- Invited
- Data Source
  KAKENHI-PROJECT-20H05631
[Presentation] Discovering the network Granger causality in large VAR models2022
- Author(s)
  山形　孝志
- Organizer
  Recent Developments in Spatial Econometrics
- Invited
- Data Source
  KAKENHI-PROJECT-20H05631
[Presentation] Discovering the network Granger causality in large vector autoregressive models2022
- Author(s)
  Takashi Yamagata
- Organizer
  Maastricht-York econometrics workshop
- Invited
- Data Source
  KAKENHI-PROJECT-21H00700
[Presentation] Linear Panel Regression Models with Non-Classical Measurement Errors: An Application to Investment Equations2022
- Author(s)
  Takashi Yamagata
- Organizer
  Data Science Workshop
- Invited
- Data Source
  KAKENHI-PROJECT-21H00700
[Presentation] Discovering the network Granger causality in large VAR models2022
- Author(s)
  Takashi Yamagata
- Organizer
  Recent Developments in Spatial Econometrics
- Invited
- Data Source
  KAKENHI-PROJECT-21H04397
[Presentation] Two-step instrumental variable estimation of linear panel data models with interactive effects2021
- Author(s)
  Takashi Yamagata
- Organizer
  International Conference on Econometrics and Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H04397
[Presentation] Discovering the network Granger causality in large vector autoregressive models2021
- Author(s)
  Takashi Yamagata
- Organizer
  Dimensionality Reduction and Inference in High-Dimensional Time Series, Maastricht
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H00700
[Presentation] Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions2021
- Author(s)
  Takashi Yamagata
- Organizer
  Annual Conference of the European Association of Environmental and Resource Economists
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H01484
[Presentation] Discovering the network Granger causality in large vector autoregressive models2021
- Author(s)
  Takashi Yamagata
- Organizer
  Dimensionality Reduction and Inference in High-Dimensional Time Series
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H01484
[Presentation] Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions2021
- Author(s)
  Takashi Yamagata
- Organizer
  Annual Conference of the European Association of Environmental and Resource Economists
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H04397
[Presentation] Discovering the network Granger causality in large vector autoregressive models2021
- Author(s)
  Takashi Yamagata
- Organizer
  Dimensionality Reduction and Inference in High-Dimensional Time Series, Maastricht
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H04397
[Presentation] Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions2021
- Author(s)
  Takashi Yamagata
- Organizer
  Annual Conference of the European Association of Environmental and Resource Economists
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H00700
[Presentation] Two-step instrumental variable estimation of linear panel data models with interactive effects2021
- Author(s)
  Takashi Yamagata
- Organizer
  International Conference on Econometrics and Statistics
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21H00700
[Presentation] Estimation of Weak Factor Models2020
- Author(s)
  Takashi Yamagata
- Organizer
  Econometric Society World Congress 2020
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20H01484
[Presentation] Estimation of Weak Factor Models2020
- Author(s)
  Yamagata Takashi
- Organizer
  Econometric Society World Congress 2020, Bocconi
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545
[Presentation] "A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects"2019
- Author(s)
  山形孝志
- Organizer
  Econometric Society European Meeting 2019, Manchester
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545
[Presentation] "Estimation of Weak Factor Models"2019
- Author(s)
  山形孝志
- Organizer
  NBER-NFS time series conference 2019, Chinese University of Hong Kong
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545
[Presentation] "A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity for large linear panel data models with interactive effects"2019
- Author(s)
  山形孝志
- Organizer
  Asian Meeting of the Econometric Society 2019, Xiamen
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545
[Presentation] Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities2018
- Author(s)
  Takashi Yamagata
- Organizer
  2018 EUROPEAN MEETING OF THE ECONOMETRIC SOCIETY
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545
[Presentation] Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure2018
- Author(s)
  Takashi Yamagata
- Organizer
  2018 IAAE Annual Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01545

1. 敦賀貴之 (40511720)

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2. 植松良公 (40835279)

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# of Collaborated Products: 1 results
3. Hayakawa Kazuhiko (00508161)

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4. 小野善康 (70130763)

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5. 芹澤成弘 (90252717)

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6. 松島法明 (80334879)

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7. 花木伸行 (70400611)

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8. 青柳真樹 (50314430)

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9. 石田潤一郎 (40324222)

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10. 堀井亮 (90324855)

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11. 朱連明 (60770691)

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12. BRAGUINSKY SERGUEY (40868436)

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13. 池田新介 (70184421)

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15. 橋本賢一 (70403219)

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17. 廣瀬康生 (50583663)

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18. 小枝淳子 (30549275)

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19. 中園善行 (10707483)

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22. YOO DONGHOON (20868541)

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23. 明坂弥香 (40844593)

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24. 山田宏 (90292078)

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Yamagata Takashi 山形 孝志

Research Projects

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誤差項の時系列・クロスセクション相関に頑健なパネルデータモデルの統計的推論Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

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反実仮想実験による炭素価格付加政策の排出削減効果と世界経済への影響の分析Principal Investigator

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Behavioral Macroeconomics under Imperfect Information

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Economic stagnation and widening wealth inequality: Crises of the world economy and a construction of a unified macroeconomic theory

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Econometric analysis of time series and panel data using factor models and penalization methods: theory and applications

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Estimation and inferential methods for cross-sectionally dependent dynamic panel data models and their applicationsPrincipal Investigator

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[Journal Article] Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities2023

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NAID

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[Journal Article] Discovering the Network Granger Causality in Large Vector Autoregressive Models2023

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[Journal Article] Revealing priors from posteriors with an application to inflation forecasting in the UK2023

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[Journal Article] Linear Panel Regression Models with Non-Classical Measurement Error: An Application to Investment Equations2022

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[Journal Article] A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data2022

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[Journal Article] Estimation of Sparsity-Induced Weak Factor Models2022

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[Journal Article] IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk2022

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[Journal Article] Panel Regression Models with Non-Classical Measurement Errors: An Application to Investment Equations2022

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[Journal Article] Revealing Priors from Posteriors2022

Yamagata Takashi 山形孝志