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  1. Pesaran, M. Hashem [Author]; Yamagata, Takashi [Author]

    Testing for alpha in linear factor pricing models with a large number of securities

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    2024

    Published in: Journal of financial econometrics ; 22(2024), 2 vom: Frühjahr, Seite 407-460

  2. Pesaran, M. Hashem [Author]; Yamagata, Takashi [Author]

    Testing for alpha in linear factor pricing models with a large number of securities

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    Osaka, Japan: The Institute of Social and Economic Research, Osaka University, April 2017

    Published in: Shakai-Keizai-Kenkyūsho: Discussion paper ; 997

  3. Norkuté, Milda [Author]; Sarafidis, Vasilis [Author]; Yamagata, Takashi [Author]

    Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structur e

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    Osaka, Japan: The Institute of Social and Economic Research, Osaka University, February 2018

    Published in: Shakai-Keizai-Kenkyūsho: Discussion paper ; 1019

  4. Norkute, Milda [Author] ; Sarafidis, Vasilis [Other]; Yamagata, Takashi [Other]; Cui, Guowei [Other]

    Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure

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    [S.l.]: SSRN, [2019]

    Published in: ISER Discussion Paper ; No. 1019

  5. Cui, Guowei [Author] ; Hayakawa, Kazuhiko [Other]; Nagata, Shuichi [Other]; Yamagata, Takashi [Other]

    A Robust Approach to Heteroskedasticity, Error Serial Correlation and Slope Heterogeneity for Large Linear Panel Data Models with Interactive Effects

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    [S.l.]: SSRN, [2019]

    Published in: ISER DP ; No. 1037

  6. Norkute, Milda [Author]; Sarafidis, Vasilis [Author]; Yamagata, Takashi [Author]; Cui, Guowei [Author]

    Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure

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    [Victoria, Australia]: Monash University, Department of Econometrics and Business Statistics, December 2019

    Published in: Monash University: Working paper ; 2019,32

  7. Smith, L. Vanessa [Author]; Tarui, Nori [Author]; Yamagata, Takashi [Author]

    Assessing the impact of COVID-19 on global fossil fuel consumption and CO2 emissions - [This version: January 2021]

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    York: Department of Economics and Related Studies, University of York, [2021]

    Published in: Discussion papers in economics ; 2020,7

  8. Smith, L. Vanessa [Author]; Tarui, Nori [Author]; Yamagata, Takashi [Author]

    Global fossil fuel consumption and carbon pricing : forecasting and counterfactual analysis under alternative GDP scenarios

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    Honolulu, HI: University of Hawai'i at Mānoa, Department of Economics, July 2020

    Published in: College of Social Sciences: Working paper series ; 2020,16

  9. Ikefuji, Masako [Author]; Magnus, Jan R. [Author]; Yamagata, Takashi [Author]

    Revealing priors from posteriors with an application to inflation forecasting in the UK

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    2024

    Published in: The econometrics journal ; 27(2024), 1 vom: Jan., Seite 151-170

  10. Cui, Guowei [Author]; Sarafidis, Vasilis [Author]; Yamagata, Takashi [Author]

    IV estimation of spatial dynamic panels with interactive effects : large sample theory and an application on bank attitude towards risk

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    2023

    Published in: The econometrics journal ; 26(2023), 2 vom: Mai, Seite 124-146