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 0 0 2 410
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 37 2 5 6 218
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 0 0 2 333
Decline in the Persistence of Real Exchange Rates: But Not Sufficient for Purchasing Power Parity 0 0 1 38 2 2 4 191
Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach 0 0 0 164 3 3 3 526
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 46 3 3 6 228
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 0 0 20 0 1 1 129
Empirical Likelihood Block Bootstrapping 0 0 0 148 1 3 3 581
Empirical Likelihood Block Bootstrapping 0 0 0 51 0 2 2 207
Empirical Likelihood Block Bootstrapping 0 0 0 65 1 3 7 242
Enrollment Responses To Labour Market Conditions: A Study Of The Canadian Market For Scientists And Engineers 0 0 1 36 0 1 3 205
Exact Local Whittle Estimation of Fractional Integration 0 0 0 140 3 6 8 623
Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend 0 0 0 127 0 0 1 467
Exact Local Whittle Estimation of Fractionally Cointegrated Systems 0 0 0 63 1 3 3 151
Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity 0 0 0 124 1 1 2 504
Gaussian Semiparametric Estimation Of Multivariate Fractionally Integrated Processes 0 0 0 65 1 2 3 219
How Much Do R&D Tax Credits Affect R&D Expenditures? Japanese tax credit reform in 2003 0 0 1 43 1 2 8 132
Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test 0 0 0 99 0 1 2 442
Local Whittle Estimation in Nonstationary and Unit Root Cases 0 0 0 142 3 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 1 2 3 406
Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models 0 0 0 112 2 5 7 457
Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices 0 0 1 159 0 1 4 605
Nonparametric Identification And Estimation Of Multivariate Mixtures 0 0 0 56 1 3 3 233
Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices 0 0 0 119 1 3 4 462
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 1 3 79
Nonparametric Identification of Multivariate Mixtures 0 0 0 58 2 3 5 172
Pooled Log Periodogram Regression 0 1 1 146 1 3 5 784
Sequential Estimation Of Structural Models With A Fixed Point Constraint 0 0 0 43 1 1 6 174
Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity 0 1 4 115 2 3 8 219
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 17 0 0 2 137
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 36 2 2 4 208
Simple (but Effective) Tests Of Long Memory Versus Structural Breaks 0 0 1 300 2 3 5 734
Testing the Number of Components in Finite Mixture Models 0 0 0 67 1 2 3 161
Testing the Number of Components in Finite Mixture Models 0 0 3 38 1 1 5 168
The Effect of Large-Scale Retailers on Price Level: Evidence from Japanese data for 1977-1992 0 0 1 22 1 1 5 93
Total Working Papers 0 2 16 3,085 40 75 142 12,443


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 1 2 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 1 6 696
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 27 274
EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND 0 0 3 101 4 5 12 286
Empirical likelihood block bootstrapping 0 0 1 42 0 2 4 245
Exact local Whittle estimation of fractionally cointegrated systems 0 0 0 38 0 2 4 136
Gaussian semiparametric estimation of multivariate fractionally integrated processes 0 0 1 55 0 2 3 140
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 2 4 247
Modified Quasi-Likelihood Ratio Test for Regime Switching 0 0 0 7 1 2 4 52
Non-parametric identification and estimation of the number of components in multivariate mixtures 0 0 2 10 2 4 9 57
Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices 0 0 1 595 1 2 11 1,410
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models 1 1 4 274 2 4 13 851
Sequential Estimation of Structural Models With a Fixed Point Constraint 0 0 1 28 0 1 5 218
Total Journal Articles 1 1 21 1,679 14 32 111 5,161


Statistics updated 2025-12-06