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 5 11 39 4 15 56 169
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 2 3 48 230
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 6 33 0 1 28 114
Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle Approach 1 2 18 89 3 13 53 258
Empirical Likelihood Block Bootstrapping 1 2 16 44 4 9 54 77
Empirical Likelihood Block Bootstrapping 3 8 31 72 9 20 101 204
Enrollment Responses to Labour Market Conditions: A Study of the Canadian Market for Scientists and Engineers 0 0 2 20 1 6 29 101
Exact Local Whittle Estimation of Fractional Integration 2 4 20 102 3 9 52 330
Exact Local Whittle Estimation of Fractional Integration 1 4 18 85 1 5 32 401
Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend 1 4 26 65 2 6 63 192
Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend 1 4 18 122 4 7 34 348
Exact Local Whittle Estimation of Fractionally Cointegrated Systems 1 1 8 51 2 4 22 178
Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity 4 9 26 73 8 21 101 240
Gaussian Semiparametric Estimation of Multivariate Fractionally Integrated Processes 1 2 10 28 2 4 20 84
Gaussian semiparametric estimation of multivariate fractionally integrated processes 0 0 8 62 2 4 20 229
Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test 4 5 18 60 7 14 68 187
Local Whittle Estimation in Nonstationary and Unit Root Cases 2 3 14 119 4 5 35 497
Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case 1 1 15 113 1 1 26 543
Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models 0 0 13 53 3 7 58 230
Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models 2 3 10 71 3 10 38 257
Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices 1 3 17 92 2 9 70 307
Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices 1 7 30 104 7 22 107 370
Nonparametric Identification and Estimation of Multivariate Mixtures 0 2 13 32 0 6 43 81
Pooled Log Periodogram Regression 1 3 9 113 1 5 25 623
Sequential Estimation of Structural Models with a Fixed Point Constraint 2 2 7 7 3 7 29 29
Sequential Estimation of Structural Models with a Fixed Point Constraint 1 3 28 28 2 11 35 35
Simple (but effective) tests of long memory versus structural breaks 1 2 40 150 5 9 85 314
Total Working Papers 33 79 432 1,828 85 233 1,332 6,628

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 1 1 6 6 3 5 21 21
Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach 3 6 21 33 4 13 62 96
Gaussian semiparametric estimation of multivariate fractionally integrated processes 0 0 3 15 0 1 9 56
Improvement in finite sample properties of the Hansen-Jagannathan distance test 0 0 0 0 3 3 3 3
Local Whittle estimation of fractional integration and some of its variants 1 2 8 42 2 4 18 81
Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices 2 12 32 32 6 25 85 85
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models 1 1 4 4 4 6 27 27
Total Journal Articles 8 22 74 132 22 57 225 369

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Statistics updated 2009-11-04