Katsumi Shimotsu
Names
| first: |
Katsumi |
| last: |
Shimotsu |
Identifer
Contact
Affiliations
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Queen's University
/ Economics Department (weight: 10%)
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University of Tokyo
/ Faculty of Economics (weight: 90%)
Research profile
author of:
- Empirical Likelihood Block Bootstrapping (RePEc:bca:bocawp:08-18)
by Jason Allen & Allan Gregory & Katsumi Shimotsu - Modified Quasi-Likelihood Ratio Test for Regime Switching (RePEc:bla:jecrev:v:65:y:2014:i:1:p:25-41)
by Hiroyuki Kasahara & Tatsuyoshi Okimoto & Katsumi Shimotsu - Non-parametric identification and estimation of the number of components in multivariate mixtures (RePEc:bla:jorssb:v:76:y:2014:i:1:p:97-111)
by Hiroyuki Kasahara & Katsumi Shimotsu - Sequential Estimation of Structural Models with a Fixed Point Constraint (RePEc:ces:ceswps:_2507)
by Hiroyuki Kasahara & Katsumi Shimotsu - Does an R&D Tax Credit Affect R&D Expenditure? The Japanese R&D Tax Credit Reform in 2003 (RePEc:ces:ceswps:_4451)
by Hiroyuki Kasahara & Katsumi Shimotsu & Michio Suzuki - Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 (RePEc:cfi:fseres:cf275)
by Hiroyuki Kasahara, & Katsumi Shimotsu & Michio Suzuki - Covariance-Based Orthogonality Tests For Regressors With Unknown Persistence (RePEc:cup:etheor:v:25:y:2009:i:01:p:63-116_09)
by Maynard, Alex & Shimotsu, Katsumi - Exact Local Whittle Estimation Of Fractional Integration With Unknown Mean And Time Trend (RePEc:cup:etheor:v:26:y:2010:i:02:p:501-540_10)
by Shimotsu, Katsumi - Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case (RePEc:cwl:cwldpp:1265)
by Katsumi Shimotsu & Peter C.B. Phillips - Local Whittle Estimation in Nonstationary and Unit Root Cases (RePEc:cwl:cwldpp:1266)
by Katsumi Shimotsu & Peter C.B. Phillips - Pooled Log Periodogram Regression (RePEc:cwl:cwldpp:1267)
by Katsumi Shimotsu & Peter C.B. Phillips - Exact Local Whittle Estimation of Fractional Integration (RePEc:cwl:cwldpp:1367)
by Katsumi Shimotsu & Peter C.B. Phillips - Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices (RePEc:ecm:emetrp:v:77:y:2009:i:1:p:135-175)
by Hiroyuki Kasahara & Katsumi Shimotsu - Sequential Estimation of Structural Models With a Fixed Point Constraint (RePEc:ecm:emetrp:v:80:y:2012:i:5:p:2303-2319)
by Hiroyuki Kasahara & Katsumi Shimotsu - Covariance-based orthogonality tests for regressors with unknown persistence (RePEc:ecm:feam04:518)
by Katsumi Shimotsu & Alex Maynard - Covariance-based orthogonality tests for regressors with unknown persistence (RePEc:ecm:nasm04:536)
by Katsumi Shimotsu & Alex Maynard - Local Whittle estimation of fractional integration and some of its variants (RePEc:eee:econom:v:130:y:2006:i:2:p:209-233)
by Shimotsu, Katsumi & Phillips, Peter C.B. - Gaussian semiparametric estimation of multivariate fractionally integrated processes (RePEc:eee:econom:v:137:y:2007:i:2:p:277-310)
by Shimotsu, Katsumi - Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (RePEc:eee:econom:v:141:y:2007:i:2:p:574-596)
by Nielsen, Morten Orregaard & Shimotsu, Katsumi - Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models (RePEc:eee:econom:v:146:y:2008:i:1:p:92-106)
by Kasahara, Hiroyuki & Shimotsu, Katsumi - Empirical likelihood block bootstrapping (RePEc:eee:econom:v:161:y:2011:i:2:p:110-121)
by Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi - Exact local Whittle estimation of fractionally cointegrated systems (RePEc:eee:econom:v:169:y:2012:i:2:p:266-278)
by Shimotsu, Katsumi - Improvement in finite sample properties of the Hansen-Jagannathan distance test (RePEc:eee:empfin:v:16:y:2009:i:3:p:483-506)
by Ren, Yu & Shimotsu, Katsumi - Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity (RePEc:eee:jjieco:v:24:y:2010:i:3:p:395-411)
by Okimoto, Tatsuyoshi & Shimotsu, Katsumi - Does an R&D tax credit affect R&D expenditure? The Japanese R&D tax credit reform in 2003 (RePEc:eee:jjieco:v:31:y:2014:i:c:p:72-97)
by Kasahara, Hiroyuki & Shimotsu, Katsumi & Suzuki, Michio - How Much Do R&D Tax Credits Affect R&D Expenditures? Japanese tax credit reform in 2003 (RePEc:eti:dpaper:11072)
by KASAHARA Hiroyuki & SHIMOTSU Katsumi & SUZUKI Michio - The Effect of Large-Scale Retailers on Price Level: Evidence from Japanese data for 1977-1992 (RePEc:eti:dpaper:14013)
by SHIMOTSU Katsumi - Sequential Estimation of Structural Models with a Fixed Point Constraint (RePEc:hit:econdp:2009-18)
by Kasahara, Hiroyuki & 笠原, 博幸 & Shimotsu, Katsumi & 下津, 克己 - Empirical Likelihood Block Bootstrapping (RePEc:hit:econdp:2010-01)
by Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi & 下津, 克己 - Decline in the Persistence of Real Exchange Rates : But Not Sufficient for Purchasing Power Parity (RePEc:hit:econdp:2010-06)
by OKIMOTO, Tatsuyoshi & 沖本, 竜義 & SHIMOTSU, Katsumi & 下津, 克己 - Nonparametric Identification of Multivariate Mixtures (RePEc:hit:econdp:2010-09)
by Kasahara, Hiroyuki & 笠原, 博幸 & Shimotsu, Katsumi & 下津, 克己 - Exact Local Whittle Estimation of Fractionally Cointegrated Systems (RePEc:hit:econdp:2010-11)
by Shimotsu, Katsumi & 下津, 克己 - Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity (RePEc:hit:econdp:2011-03)
by Kasahara, Hiroyuki & 笠原, 博幸 & Shimotsu, Katsumi & 下津, 克己 - Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 (RePEc:hst:ghsdps:gd11-220)
by Hiroyuki Kasahara & Katsumi Shimotsu & Michio Suzuki - Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures (RePEc:hst:ghsdps:gd12-247)
by Kasahara Hiroyuki & Shimotsu Katsumi - Testing the Number of Components in Finite Mixture Models (RePEc:hst:ghsdps:gd12-259)
by Kasahara Hiroyuki & Shimotsu Katsumi - Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach (RePEc:qed:wpaper:1029)
by Morten Ø. Nielsen & Katsumi Shimotsu - Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend (RePEc:qed:wpaper:1061)
by Katsumi Shimotsu - Gaussian Semiparametric Estimation Of Multivariate Fractionally Integrated Processes (RePEc:qed:wpaper:1062)
by Katsumi Shimotsu - Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models (RePEc:qed:wpaper:1063)
by Hiroyuki Kasahara & Katsumi Shimotsu - Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices (RePEc:qed:wpaper:1092)
by Hiroyuki Kasahara & Katsumi Shimotsu - Simple (but Effective) Tests Of Long Memory Versus Structural Breaks (RePEc:qed:wpaper:1101)
by Katsumi Shimotsu - Enrollment Responses To Labour Market Conditions: A Study Of The Canadian Market For Scientists And Engineers (RePEc:qed:wpaper:1105)
by Katsumi Shimotsu & Sumon Majumdar - Covariance-based Orthogonality Tests For Regressors With Unknown Persistence (RePEc:qed:wpaper:1122)
by Alex Maynard & Katsumi Shimotsu - Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test (RePEc:qed:wpaper:1126)
by Yu Ren & Katsumi Shimotsu - Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity (RePEc:qed:wpaper:1138)
by Tatsuyoshi Okimoto & Katsumi Shimotsu - Nonparametric Identification And Estimation Of Multivariate Mixtures (RePEc:qed:wpaper:1153)
by Hiroyuki Kasahara & Katsumi Shimotsu - Empirical Likelihood Block Bootstrapping (RePEc:qed:wpaper:1156)
by Jason Allen & Allan Gregory & Katsumi Shimotsu - Sequential Estimation Of Structural Models With A Fixed Point Constraint (RePEc:qed:wpaper:1192)
by Hiroyuki Kasahara & Katsumi Shimotsu - Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures (RePEc:tky:fseres:2012cf866)
by Hiroyuki Kasahara & Katsumi Shimotsu - Testing the Number of Components in Finite Mixture Models (RePEc:tky:fseres:2012cf867)
by Hiroyuki Kasahara & Katsumi Shimotsu - Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models (RePEc:uwo:uwowop:20064)
by Hiroyuki Kasahara & Katsumi Shimotsu - Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices (RePEc:uwo:uwowop:20065)
by Hiroyuki Kasahara & Katsumi Shimotsu