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 1 65 1 1 3 411
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 37 2 7 8 220
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 1 1 3 334
Decline in the Persistence of Real Exchange Rates: But Not Sufficient for Purchasing Power Parity 0 0 1 38 0 2 4 191
Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach 0 0 0 164 3 6 6 529
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese R&D Tax Credit Reform in 2003 0 0 0 35 0 0 0 130
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 0 0 20 1 2 2 130
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 0 0 46 2 5 8 230
Empirical Likelihood Block Bootstrapping 0 0 0 65 2 4 9 244
Empirical Likelihood Block Bootstrapping 0 0 0 51 1 2 3 208
Empirical Likelihood Block Bootstrapping 0 0 0 148 7 9 10 588
Enrollment Responses To Labour Market Conditions: A Study Of The Canadian Market For Scientists And Engineers 0 0 1 36 1 2 4 206
Exact Local Whittle Estimation of Fractional Integration 0 0 0 140 3 9 11 626
Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend 0 0 0 127 1 1 2 468
Exact Local Whittle Estimation of Fractionally Cointegrated Systems 0 0 0 63 1 3 4 152
Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity 0 0 0 124 1 2 3 505
Gaussian Semiparametric Estimation Of Multivariate Fractionally Integrated Processes 0 0 0 65 1 3 4 220
How Much Do R&D Tax Credits Affect R&D Expenditures? Japanese tax credit reform in 2003 0 0 1 43 3 4 11 135
Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test 0 0 0 99 2 3 4 444
Local Whittle Estimation in Nonstationary and Unit Root Cases 0 0 0 142 0 3 4 608
Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case 0 0 0 155 0 0 0 693
Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models 0 0 0 76 0 1 3 406
Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models 0 0 0 112 4 9 11 461
Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices 0 0 1 159 3 4 7 608
Nonparametric Identification And Estimation Of Multivariate Mixtures 0 0 0 56 4 7 7 237
Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices 0 0 0 119 1 4 5 463
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 1 2 4 80
Nonparametric Identification of Multivariate Mixtures 0 0 0 58 3 6 8 175
Pooled Log Periodogram Regression 0 1 1 146 2 5 7 786
Sequential Estimation Of Structural Models With A Fixed Point Constraint 0 0 0 43 4 5 10 178
Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity 0 0 4 115 1 3 9 220
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 17 1 1 3 138
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 36 3 5 7 211
Simple (but Effective) Tests Of Long Memory Versus Structural Breaks 0 0 1 300 2 4 7 736
Testing the Number of Components in Finite Mixture Models 0 0 3 38 2 3 7 170
Testing the Number of Components in Finite Mixture Models 0 0 0 67 2 4 5 163
The Effect of Large-Scale Retailers on Price Level: Evidence from Japanese data for 1977-1992 0 0 1 22 3 4 7 96
Total Working Papers 0 1 16 3,085 69 136 210 12,512


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 1 5 113
Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity 0 0 0 23 0 0 1 184
Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach 0 0 0 249 1 2 5 697
Does an R&D tax credit affect R&D expenditure? The Japanese R&D tax credit reform in 2003 0 0 7 78 1 3 25 275
EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND 0 0 3 101 1 6 13 287
Empirical likelihood block bootstrapping 0 0 0 42 1 3 4 246
Exact local Whittle estimation of fractionally cointegrated systems 0 0 0 38 2 4 6 138
Gaussian semiparametric estimation of multivariate fractionally integrated processes 0 0 1 55 2 4 5 142
Improvement in finite sample properties of the Hansen-Jagannathan distance test 0 0 0 42 0 0 3 252
Local Whittle estimation of fractional integration and some of its variants 0 0 1 109 1 3 5 248
Modified Quasi-Likelihood Ratio Test for Regime Switching 0 0 0 7 2 4 6 54
Non-parametric identification and estimation of the number of components in multivariate mixtures 0 0 2 10 0 3 8 57
Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices 0 0 1 595 1 3 12 1,411
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models 0 1 4 274 3 7 16 854
Sequential Estimation of Structural Models With a Fixed Point Constraint 0 0 1 28 0 0 4 218
Total Journal Articles 0 1 20 1,679 15 43 118 5,176


Statistics updated 2026-01-09