| Inference in possibly integrated vector autoregressive models: Some finite sample evidence H Yamada, HY Toda Journal of Econometrics 86 (1), 55-95, 1998 | 212 | 1998 |
| A note on the causality between export and productivity:: an empirical re-examination H Yamada Economics Letters 61 (1), 111-114, 1998 | 144 | 1998 |
| When Grilli and Yang meet Prebisch and Singer: Piecewise linear trends in primary commodity prices H Yamada, G Yoon Journal of International Money and Finance 42, 193-207, 2014 | 64 | 2014 |
| Wavelet-based beta estimation and Japanese industrial stock prices H Yamada Applied Economics Letters 12 (2), 85-88, 2005 | 39 | 2005 |
| Japan’s output gap estimation and ℓ 1 trend filtering H Yamada, L Jin Empirical Economics 45, 81-88, 2013 | 26 | 2013 |
| A Smoothing Method That Looks Like the Hodrick-Prescott Filter H Yamada Econometric Theory 36 (5), 961-981, 2020 | 23 | 2020 |
| Some theoretical and simulation results on the frequency domain causality test H Yamada, Y Wei Econometric Reviews 33 (8), 936-947, 2014 | 22 | 2014 |
| The Frisch–Waugh–Lovell theorem for the lasso and the ridge regression H Yamada Communications in Statistics-Theory and Methods 46 (21), 10897-10902, 2017 | 21 | 2017 |
| M2 demand relation and effective exchange rate in Japan: a cointegration analysis H Yamada Applied Economics Letters 7 (4), 229-232, 2000 | 18 | 2000 |
| Do stock prices contain predictive information on business turning points? A wavelet analysis H Yamada, Y Honda Applied Financial Economics Letters 1 (1), 19-23, 2005 | 16 | 2005 |
| Real interest rate equalization: some empirical evidence from the three major world financial markets H Yamada Applied Economics 34 (16), 2069-2073, 2002 | 16 | 2002 |
| Ridge regression representations of the generalized Hodrick-Prescott filter H Yamada Journal of the Japan Statistical Society 45 (2), 121-128, 2016 | 15 | 2016 |
| On the linkage of real interest rates between the US and Canada: some additional empirical evidence H Yamada Journal of International Financial Markets, Institutions and Money 12 (3 …, 2002 | 15 | 2002 |
| Why does the trend extracted by the Hodrick–Prescott filtering seem to be more plausible than the linear trend? H Yamada Applied Economics Letters 25 (2), 102-105, 2018 | 14 | 2018 |
| Geary’s c and Spectral Graph Theory H Yamada Mathematics 9 (19), 2465, 2021 | 12 | 2021 |
| A note on band-pass filters based on the Hodrick-Prescott filter and the OECD system of composite leading indicators H Yamada OECD Journal: Journal of Business Cycle Measurement and Analysis 2011 (2 …, 2012 | 12 | 2012 |
| Selecting the tuning parameter of the ℓ1 trend filter H Yamada, G Yoon Studies in Nonlinear Dynamics & Econometrics 20 (1), 97-105, 2016 | 11 | 2016 |
| Estimating the trend in US real GDP using the ℓ1 trend filtering H Yamada Applied Economics Letters 24 (10), 713-716, 2017 | 10 | 2017 |
| TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS H Yamada Econometric Theory, 2021 | 9 | 2021 |
| A Note on Whittaker-Henderson Graduation: Bisymmetry of the Smoother Matrix H Yamada Communications in Statistics – Theory and Methods, 2019 | 9 | 2019 |
