Yohei Yamamoto, Ph.D. - Publications

Affiliations: 
2009 Boston University, Boston, MA, United States 

12 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Perron P, Yamamoto Y, Zhou J. Testing jointly for structural changes in the error variance and coefficients of a linear regression model Quantitative Economics. 11: 1019-1057. DOI: 10.3982/Qe1332  1
2019 Perron P, Yamamoto Y. Testing for Changes in Forecasting Performance Journal of Business & Economic Statistics. 1-18. DOI: 10.1080/07350015.2019.1641410  1
2016 Perron P, Yamamoto Y. On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests Econometric Reviews. 35: 782-844. DOI: 10.1080/07474938.2014.977621  1
2016 Yamamoto Y. Forecasting With Nonspurious Factors in U.S. Macroeconomic Time Series Journal of Business and Economic Statistics. 34: 81-106. DOI: 10.1080/07350015.2015.1004071  1
2016 Yamamoto Y. A modified confidence set for the structural break date in linear regression models Econometric Reviews. 1-26. DOI: 10.1080/00927872.2016.1178892  1
2015 Kurozumi E, Yamamoto Y. Confidence sets for the break date based on optimal tests Econometrics Journal. 18: 412-435. DOI: 10.1111/Ectj.12055  1
2015 Fatum R, Yamamoto Y. Intra-safe haven currency behavior during the global financial crisis Journal of International Money and Finance. DOI: 10.1016/J.Jimonfin.2015.12.007  1
2015 Yamamoto Y, Tanaka S. Testing for factor loading structural change under common breaks Journal of Econometrics. 189: 187-206. DOI: 10.1016/J.Jeconom.2015.06.018  1
2015 Perron P, Yamamoto Y. Using OLS to estimate and test for structural changes in models with endogenous regressors Journal of Applied Econometrics. 30: 119-144. DOI: 10.1002/Jae.2320  1
2014 Perron P, Yamamoto Y. A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS Econometric Theory. 30: 491-507. DOI: 10.1017/S0266466613000388  1
2014 Fatum R, Yamamoto Y. Large versus small foreign exchange interventions Journal of Banking and Finance. 43: 114-123. DOI: 10.1016/J.Jbankfin.2014.03.015  1
2013 Yamamoto Y, Perron P. Estimating and testing multiple structural changes in linear models using band spectral regressions Econometrics Journal. 16: 400-429. DOI: 10.1111/Ectj.12010  1
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