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 3 4 6 414
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 37 3 7 11 223
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 2 3 5 336
Decline in the Persistence of Real Exchange Rates: But Not Sufficient for Purchasing Power Parity 0 0 0 38 1 3 4 192
Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach 0 0 0 164 7 13 13 536
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 4 9 12 234
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 0 0 20 5 6 7 135
Empirical Likelihood Block Bootstrapping 0 0 0 148 2 10 12 590
Empirical Likelihood Block Bootstrapping 0 0 0 65 3 6 12 247
Empirical Likelihood Block Bootstrapping 0 0 0 51 1 2 4 209
Enrollment Responses To Labour Market Conditions: A Study Of The Canadian Market For Scientists And Engineers 0 0 0 36 3 4 5 209
Exact Local Whittle Estimation of Fractional Integration 0 0 0 140 3 9 13 629
Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend 0 0 0 127 4 5 6 472
Exact Local Whittle Estimation of Fractionally Cointegrated Systems 0 0 0 63 1 3 5 153
Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity 0 0 0 124 2 4 5 507
Gaussian Semiparametric Estimation Of Multivariate Fractionally Integrated Processes 0 0 0 65 4 6 8 224
How Much Do R&D Tax Credits Affect R&D Expenditures? Japanese tax credit reform in 2003 0 0 1 43 4 8 15 139
Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test 0 0 0 99 1 3 5 445
Local Whittle Estimation in Nonstationary and Unit Root Cases 0 0 0 142 2 5 6 610
Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case 0 0 0 155 1 1 1 694
Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models 0 0 0 76 1 2 4 407
Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models 0 0 0 112 7 13 18 468
Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices 0 0 1 159 5 8 12 613
Nonparametric Identification And Estimation Of Multivariate Mixtures 0 0 0 56 2 7 9 239
Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices 0 0 0 119 11 13 16 474
Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures 0 0 0 19 6 7 9 86
Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures 0 0 0 38 5 5 5 117
Nonparametric Identification of Multivariate Mixtures 0 0 0 58 2 7 10 177
Pooled Log Periodogram Regression 0 0 1 146 1 4 8 787
Sequential Estimation Of Structural Models With A Fixed Point Constraint 0 0 0 43 4 9 11 182
Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity 0 0 4 115 1 4 10 221
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 36 4 9 11 215
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 17 3 4 5 141
Simple (but Effective) Tests Of Long Memory Versus Structural Breaks 0 0 1 300 6 10 13 742
Testing the Number of Components in Finite Mixture Models 0 0 2 38 5 8 11 175
Testing the Number of Components in Finite Mixture Models 0 0 0 67 2 5 7 165
The Effect of Large-Scale Retailers on Price Level: Evidence from Japanese data for 1977-1992 0 0 1 22 6 10 13 102
Total Working Papers 0 0 12 3,085 127 236 327 12,639


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 9 9 10 193
Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach 0 0 0 249 5 7 10 702
Does an R&D tax credit affect R&D expenditure? The Japanese R&D tax credit reform in 2003 0 0 6 78 5 7 29 280
EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND 0 0 3 101 3 8 16 290
Empirical likelihood block bootstrapping 0 0 0 42 5 6 9 251
Exact local Whittle estimation of fractionally cointegrated systems 0 0 0 38 4 6 10 142
Gaussian semiparametric estimation of multivariate fractionally integrated processes 0 0 1 55 1 3 6 143
Improvement in finite sample properties of the Hansen-Jagannathan distance test 0 0 0 42 4 4 7 256
Local Whittle estimation of fractional integration and some of its variants 0 0 1 109 3 5 8 251
Modified Quasi-Likelihood Ratio Test for Regime Switching 0 0 0 7 2 5 8 56
Non-parametric identification and estimation of the number of components in multivariate mixtures 0 0 0 10 6 8 12 63
Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices 0 0 1 595 2 4 14 1,413
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models 0 1 4 274 2 7 18 856
Sequential Estimation of Structural Models With a Fixed Point Constraint 0 0 1 28 5 5 8 223
Total Journal Articles 0 1 17 1,679 56 85 170 5,232


Statistics updated 2026-02-12