Access Statistics for Katsumi Shimotsu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Covariance-based Orthogonality Tests For Regressors With Unknown Persistence 0 0 0 64 1 1 1 409
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 1 1 2 332
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 37 1 1 1 213
Decline in the Persistence of Real Exchange Rates: But Not Sufficient for Purchasing Power Parity 0 1 1 38 0 1 1 188
Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach 0 0 0 164 0 0 0 523
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese R&D Tax Credit Reform in 2003 0 0 4 35 0 0 7 130
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 0 1 46 1 1 8 223
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 0 0 20 0 0 2 128
Empirical Likelihood Block Bootstrapping 0 0 0 65 1 1 2 236
Empirical Likelihood Block Bootstrapping 0 0 0 148 0 0 0 578
Empirical Likelihood Block Bootstrapping 0 0 0 51 0 0 0 205
Enrollment Responses To Labour Market Conditions: A Study Of The Canadian Market For Scientists And Engineers 0 1 1 36 0 2 2 204
Exact Local Whittle Estimation of Fractional Integration 0 0 0 140 0 1 1 616
Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend 0 0 0 127 0 0 1 466
Exact Local Whittle Estimation of Fractionally Cointegrated Systems 0 0 0 63 0 0 0 148
Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity 0 0 0 124 0 0 2 502
Gaussian Semiparametric Estimation Of Multivariate Fractionally Integrated Processes 0 0 0 65 0 0 0 216
How Much Do R&D Tax Credits Affect R&D Expenditures? Japanese tax credit reform in 2003 0 0 0 42 0 0 0 124
Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test 0 0 0 99 0 0 1 440
Local Whittle Estimation in Nonstationary and Unit Root Cases 0 0 0 142 0 0 1 604
Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case 0 0 0 155 0 0 1 693
Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models 0 0 0 76 0 0 1 403
Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models 0 0 0 112 0 0 0 450
Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices 0 0 0 158 2 2 2 603
Nonparametric Identification And Estimation Of Multivariate Mixtures 0 0 0 56 0 0 0 230
Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices 0 0 0 119 1 1 1 459
Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures 0 1 1 19 0 1 1 77
Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures 0 0 0 38 0 0 1 112
Nonparametric Identification of Multivariate Mixtures 0 0 0 58 1 1 1 168
Pooled Log Periodogram Regression 0 0 0 145 0 0 0 779
Sequential Estimation Of Structural Models With A Fixed Point Constraint 0 0 0 43 0 3 5 171
Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity 0 0 2 111 1 1 3 212
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 36 0 0 0 204
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 17 0 1 1 136
Simple (but Effective) Tests Of Long Memory Versus Structural Breaks 0 0 0 299 1 1 1 730
Testing the Number of Components in Finite Mixture Models 0 0 0 67 0 0 1 158
Testing the Number of Components in Finite Mixture Models 0 1 1 36 0 1 3 164
The Effect of Large-Scale Retailers on Price Level: Evidence from Japanese data for 1977-1992 0 0 0 21 0 1 3 89
Total Working Papers 0 4 11 3,073 11 22 57 12,323


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE 0 0 0 28 0 0 1 108
Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity 0 0 0 23 1 1 1 184
Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach 0 0 0 249 1 3 13 693
Does an R&D tax credit affect R&D expenditure? The Japanese R&D tax credit reform in 2003 2 3 8 74 4 8 20 255
EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND 0 0 3 98 1 1 5 275
Empirical likelihood block bootstrapping 0 1 1 42 1 2 3 243
Exact local Whittle estimation of fractionally cointegrated systems 0 0 0 38 1 1 3 133
Gaussian semiparametric estimation of multivariate fractionally integrated processes 0 0 0 54 0 0 1 137
Improvement in finite sample properties of the Hansen-Jagannathan distance test 0 0 0 42 0 0 0 249
Local Whittle estimation of fractional integration and some of its variants 0 0 1 108 0 0 4 243
Modified Quasi-Likelihood Ratio Test for Regime Switching 0 0 0 7 1 1 2 49
Non-parametric identification and estimation of the number of components in multivariate mixtures 0 2 3 10 1 4 6 52
Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices 0 0 0 594 4 4 7 1,403
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models 0 0 2 270 1 1 8 839
Sequential Estimation of Structural Models With a Fixed Point Constraint 0 0 1 27 0 2 4 215
Total Journal Articles 2 6 19 1,664 16 28 78 5,078


Statistics updated 2025-03-03