| Intra-Safe Haven Currency Behavior during the Global Financial Crisis Y Yamamoto | 127* | |
| Using OLS to estimate and test for structural changes in models with endogenous regressors P Perron, Y Yamamoto Journal of Applied Econometrics 30 (1), 119-144, 2015 | 67 | 2015 |
| Testing for factor loading structural change under common breaks Y Yamamoto, S Tanaka Journal of Econometrics 189 (1), 187-206, 2015 | 62 | 2015 |
| Surface processes in digital etching of GaAs T Meguro, M Ishii, K Kodama, Y Yamamoto, K Gamo, Y Aoyagi Thin Solid Films 225 (1-2), 136-139, 1993 | 50 | 1993 |
| Bootstrap inference for impulse response functions in factor‐augmented vector autoregressions Y Yamamoto Journal of Applied Econometrics 34 (2), 247-267, 2019 | 49 | 2019 |
| The exchange rate effects of macro news after the global financial crisis YW Cheung, R Fatum, Y Yamamoto Journal of International Money and Finance 95, 424-443, 2019 | 41 | 2019 |
| Molecular signatures of thyroid follicular neoplasia R Borup, M Rossing, R Henao, Y Yamamoto, A Krogdahl, C Godballe, ... Endocrine-related cancer 17 (3), 691, 2010 | 41 | 2010 |
| Testing jointly for structural changes in the error variance and coefficients of a linear regression model P Perron, Y Yamamoto, J Zhou Quantitative Economics 11 (3), 1019-1057, 2020 | 40 | 2020 |
| A note on estimating and testing for multiple structural changes in models with endogenous regressors via 2SLS P Perron, Y Yamamoto Econometric Theory 30 (2), 491-507, 2014 | 40 | 2014 |
| Is the Renminbi a safe haven? R Fatum, Y Yamamoto, G Zhu Journal of International Money and Finance 79, 189-202, 2017 | 37 | 2017 |
| Estimating and testing multiple structural changes in linear models using band spectral regressions Y Yamamoto, P Perron The Econometrics Journal 16 (3), 400-429, 2013 | 27 | 2013 |
| Large versus small foreign exchange interventions R Fatum, Y Yamamoto Journal of Banking & Finance 43, 114-123, 2014 | 24 | 2014 |
| On the usefulness or lack thereof of optimality criteria for structural change tests P Perron, Y Yamamoto Econometric Reviews 35 (5), 782-844, 2016 | 23 | 2016 |
| A modified confidence set for the structural break date in linear regression models Y Yamamoto Econometric Reviews 37 (9), 974-999, 2018 | 17 | 2018 |
| Testing for changes in forecasting performance P Perron, Y Yamamoto Journal of Business & Economic Statistics 39 (1), 148-165, 2021 | 16 | 2021 |
| Impact-parameter dependent stopping powers for axially channeled and semichanneled MeV He ions in GaAs: Er Y Kido, A Ikeda, Y Yamamoto, J Nakata, H Yamaguchi, K Takahei Physical Review B 49 (20), 14387, 1994 | 16 | 1994 |
| Anthropogenic influence on extremes and risk hotspots F Estrada, P Perron, Y Yamamoto Scientific Reports 13 (1), 35, 2023 | 15 | 2023 |
| Pitfalls of two-step testing for changes in the error variance and coefficients of a linear regression model P Perron, Y Yamamoto Econometrics 7 (2), 22, 2019 | 14 | 2019 |
| Estimating and testing multiple structural changes in models with endogenous regressors P Perron, Y Yamamoto Department of Economics, 2008 | 14 | 2008 |
| Confidence sets for the break date based on optimal tests E Kurozumi, Y Yamamoto The Econometrics Journal 18 (3), 412-435, 2015 | 13 | 2015 |
Pierre PerronDepartment of Economics, Boston UniversityVerified email at bu.edu
