Yohei Yamamoto, Ph.D.

Affiliations: 
2009 Boston University, Boston, MA, United States 
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"Yohei Yamamoto"

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Pierre Perron grad student 2009 Boston University
 (Econometric essays on structural change and factor models with macroeconomic applications.)
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Publications

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Perron P, Yamamoto Y, Zhou J. (2020) Testing jointly for structural changes in the error variance and coefficients of a linear regression model Quantitative Economics. 11: 1019-1057
Perron P, Yamamoto Y. (2019) Testing for Changes in Forecasting Performance Journal of Business & Economic Statistics. 1-18
Perron P, Yamamoto Y. (2016) On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests Econometric Reviews. 35: 782-844
Yamamoto Y. (2016) Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series Journal of Business and Economic Statistics. 34: 81-106
Yamamoto Y. (2016) A modified confidence set for the structural break date in linear regression models Econometric Reviews. 1-26
Kurozumi E, Yamamoto Y. (2015) Confidence sets for the break date based on optimal tests Econometrics Journal. 18: 412-435
Fatum R, Yamamoto Y. (2015) Intra-safe haven currency behavior during the global financial crisis Journal of International Money and Finance
Yamamoto Y, Tanaka S. (2015) Testing for factor loading structural change under common breaks Journal of Econometrics. 189: 187-206
Perron P, Yamamoto Y. (2015) Using OLS to estimate and test for structural changes in models with endogenous regressors Journal of Applied Econometrics. 30: 119-144
Perron P, Yamamoto Y. (2014) A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS Econometric Theory. 30: 491-507
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