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 1 1 1 65 1 2 2 410
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 0 1 2 332
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 37 0 1 1 213
Decline in the Persistence of Real Exchange Rates: But Not Sufficient for Purchasing Power Parity 0 0 1 38 0 0 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 3 35 0 0 6 130
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 0 0 46 0 1 5 223
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 0 0 20 0 0 1 128
Empirical Likelihood Block Bootstrapping 0 0 0 51 0 0 0 205
Empirical Likelihood Block Bootstrapping 0 0 0 148 0 0 0 578
Empirical Likelihood Block Bootstrapping 0 0 0 65 1 2 3 237
Enrollment Responses To Labour Market Conditions: A Study Of The Canadian Market For Scientists And Engineers 0 0 1 36 0 0 2 204
Exact Local Whittle Estimation of Fractional Integration 0 0 0 140 0 0 1 616
Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend 0 0 0 127 0 0 0 466
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 1 502
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 1 2 2 126
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 0 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 0 1 1 459
Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures 0 0 0 38 0 0 0 112
Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures 0 0 1 19 0 0 1 77
Nonparametric Identification of Multivariate Mixtures 0 0 0 58 0 1 1 168
Pooled Log Periodogram Regression 0 0 0 145 0 1 1 780
Sequential Estimation Of Structural Models With A Fixed Point Constraint 0 0 0 43 0 1 6 172
Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity 0 0 1 111 0 2 3 213
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 17 0 0 1 136
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 36 0 0 0 204
Simple (but Effective) Tests Of Long Memory Versus Structural Breaks 0 0 0 299 0 1 1 730
Testing the Number of Components in Finite Mixture Models 0 0 1 36 1 1 4 165
Testing the Number of Components in Finite Mixture Models 0 0 0 67 0 0 1 158
The Effect of Large-Scale Retailers on Price Level: Evidence from Japanese data for 1977-1992 0 0 0 21 0 0 3 89
Total Working Papers 1 1 9 3,074 4 19 56 12,331


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 0 1 1 184
Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach 0 0 0 249 0 2 14 694
Does an R&D tax credit affect R&D expenditure? The Japanese R&D tax credit reform in 2003 1 3 7 75 5 11 23 262
EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND 1 1 3 99 1 3 6 277
Empirical likelihood block bootstrapping 0 0 1 42 0 1 3 243
Exact local Whittle estimation of fractionally cointegrated systems 0 0 0 38 1 2 4 134
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 1 2 2 251
Local Whittle estimation of fractional integration and some of its variants 0 1 2 109 0 1 3 244
Modified Quasi-Likelihood Ratio Test for Regime Switching 0 0 0 7 0 2 3 50
Non-parametric identification and estimation of the number of components in multivariate mixtures 0 0 3 10 0 1 5 52
Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices 0 0 0 594 2 6 7 1,405
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models 0 0 1 270 0 1 7 839
Sequential Estimation of Structural Models With a Fixed Point Constraint 0 0 1 27 0 0 4 215
Total Journal Articles 2 5 18 1,667 10 33 84 5,095


Statistics updated 2025-05-12