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Takashi Yamagata

Global rank #4084 95%

Institution: University of York

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/york.ac.uk/takashi-yamagata/home

First Publication: 2006

Most Recent: 2024

RePEc ID: pya208 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 3.69 1.84 0.00 9.22
Last 10 Years 0.00 4.36 1.84 0.00 10.56
All Time 0.00 10.72 1.84 0.00 24.30

Publication Statistics

Raw Publications 17
Coauthorship-Adjusted Count 14.64

Publications (17)

Year Article Journal Tier Authors
2024 Revealing priors from posteriors with an application to inflation forecasting in the UK The Econometrics Journal B 3
2023 A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data Journal of Business & Economic Statistics A 4
2023 IV estimation of spatial dynamic panels with interactive effects: large sample theory and an application on bank attitude towards risk The Econometrics Journal B 3
2022 Cross-sectional averages versus principal components The Econometrics Journal B 4
2022 Inference in Sparsity-Induced Weak Factor Models Journal of Business & Economic Statistics A 2
2022 Estimation of Sparsity-Induced Weak Factor Models Journal of Business & Economic Statistics A 2
2021 Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure Journal of Econometrics A 4
2021 Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions Energy Economics A 3
2017 A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models Journal of Econometrics A 3
2013 Panel unit root tests in the presence of a multifactor error structure Journal of Econometrics A 3
2011 Panels with non-stationary multifactor error structures Journal of Econometrics A 3
2011 The spatial and temporal diffusion of house prices in the UK Journal of Urban Economics A 3
2010 A spatio-temporal model of house prices in the USA Journal of Econometrics A 3
2009 A test of cross section dependence for a linear dynamic panel model with regressors Journal of Econometrics A 3
2008 Testing slope homogeneity in large panels Journal of Econometrics A 2
2008 A joint serial correlation test for linear panel data models Journal of Econometrics A 1
2006 The small sample performance of the Wald test in the sample selection model under the multicollinearity problem Economics Letters C 1