| Testing slope homogeneity in large panels MH Pesaran, T Yamagata Journal of econometrics 142 (1), 50-93, 2008 | 4615 | 2008 |
| A bias‐adjusted LM test of error cross‐section independence MH Pesaran, A Ullah, T Yamagata The econometrics journal 11 (1), 105-127, 2008 | 2778 | 2008 |
| Panels with non-stationary multifactor error structures G Kapetanios, MH Pesaran, T Yamagata Journal of econometrics 160 (2), 326-348, 2011 | 1069 | 2011 |
| A spatio-temporal model of house prices in the USA S Holly, MH Pesaran, T Yamagata Journal of Econometrics 158 (1), 160-173, 2010 | 630 | 2010 |
| The spatial and temporal diffusion of house prices in the UK S Holly, MH Pesaran, T Yamagata Journal of urban economics 69 (1), 2-23, 2011 | 407 | 2011 |
| Panel unit root tests in the presence of a multifactor error structure MH Pesaran, LV Smith, T Yamagata Journal of Econometrics 175 (2), 94-115, 2013 | 353 | 2013 |
| A test of cross section dependence for a linear dynamic panel model with regressors V Sarafidis, T Yamagata, D Robertson Journal of econometrics 148 (2), 149-161, 2009 | 331 | 2009 |
| 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 | 162 | 2021 |
| A heteroskedasticity robust Breusch–Pagan test for Contemporaneous correlation in dynamic panel data models AG Halunga, CD Orme, T Yamagata Journal of econometrics 198 (2), 209-230, 2017 | 148 | 2017 |
| Pairwise tests of purchasing power parity MH Pesaran, RP Smith, T Yamagata, L Hvozdyk Econometric Reviews 28 (6), 495-521, 2009 | 85 | 2009 |
| 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 | 65 | 2021 |
| Estimation of sparsity-induced weak factor models Y Uematsu, T Yamagata Journal of Business & Economic Statistics 41 (1), 213-227, 2022 | 56 | 2022 |
| Testing CAPM with a large number of assets MH Pesaran, T Yamagata AFA 2013 San Diego Meetings Paper, 2012 | 55 | 2012 |
| Testing for alpha in linear factor pricing models with a large number of securities MH Pesaran, T Yamagata USC-INET Research Paper, 2017 | 35 | 2017 |
| Inference in sparsity-induced weak factor models Y Uematsu, T Yamagata Journal of Business & Economic Statistics 41 (1), 126-139, 2022 | 33 | 2022 |
| Firm level return–volatility analysis using dynamic panels LV Smith, T Yamagata Journal of empirical finance 18 (5), 847-867, 2011 | 32 | 2011 |
| 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 | 31 | 2022 |
| A joint serial correlation test for linear panel data models T Yamagata Journal of Econometrics 146 (1), 135-145, 2008 | 31 | 2008 |
| The asymptotic distribution of the F‐test statistic for individual effects CD Orme, T Yamagata The Econometrics Journal 9 (3), 404-422, 2006 | 31 | 2006 |
| On testing sample selection bias under the multicollinearity problem T Yamagata, CD Orme Econometric Reviews 24 (4), 467-481, 2005 | 23 | 2005 |
