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 3 5 414
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 37 0 3 10 223
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 0 3 5 337
Decline in the Persistence of Real Exchange Rates: But Not Sufficient for Purchasing Power Parity 0 0 0 38 0 1 4 192
Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach 0 0 0 164 1 12 18 541
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese R&D Tax Credit Reform in 2003 0 0 0 35 1 2 2 132
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 0 0 20 1 9 11 139
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 0 0 46 3 15 22 245
Empirical Likelihood Block Bootstrapping 0 0 0 65 2 6 14 250
Empirical Likelihood Block Bootstrapping 0 0 0 148 2 6 16 594
Empirical Likelihood Block Bootstrapping 0 0 0 51 0 2 5 210
Enrollment Responses To Labour Market Conditions: A Study Of The Canadian Market For Scientists And Engineers 0 0 0 36 0 3 5 209
Exact Local Whittle Estimation of Fractional Integration 0 0 0 140 2 7 17 633
Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend 0 0 0 127 4 8 10 476
Exact Local Whittle Estimation of Fractionally Cointegrated Systems 0 0 0 63 0 1 5 153
Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity 0 0 0 124 0 3 6 508
Gaussian Semiparametric Estimation Of Multivariate Fractionally Integrated Processes 0 0 0 65 0 5 9 225
How Much Do R&D Tax Credits Affect R&D Expenditures? Japanese tax credit reform in 2003 0 0 1 43 1 5 15 140
Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test 0 0 0 99 1 2 6 446
Local Whittle Estimation in Nonstationary and Unit Root Cases 0 0 0 142 1 3 7 611
Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case 0 0 0 155 1 2 2 695
Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models 0 0 0 76 2 3 6 409
Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models 0 0 0 112 0 9 20 470
Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices 0 0 1 159 2 11 16 619
Nonparametric Identification And Estimation Of Multivariate Mixtures 0 0 0 56 0 3 10 240
Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices 0 0 0 119 2 14 18 477
Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures 0 0 0 19 4 12 15 92
Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures 0 0 0 38 0 6 6 118
Nonparametric Identification of Multivariate Mixtures 0 0 0 58 0 2 9 177
Pooled Log Periodogram Regression 0 0 1 146 0 6 12 792
Sequential Estimation Of Structural Models With A Fixed Point Constraint 0 0 0 43 0 5 11 183
Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity 0 0 4 115 1 2 9 222
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 17 0 5 7 143
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 36 0 4 11 215
Simple (but Effective) Tests Of Long Memory Versus Structural Breaks 0 0 1 300 1 9 15 745
Testing the Number of Components in Finite Mixture Models 0 0 2 38 4 11 17 181
Testing the Number of Components in Finite Mixture Models 0 0 0 67 0 4 9 167
The Effect of Large-Scale Retailers on Price Level: Evidence from Japanese data for 1977-1992 0 0 1 22 1 8 15 104
Total Working Papers 0 0 12 3,085 37 215 400 12,727


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 1 6 114
Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity 0 0 0 23 0 9 9 193
Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach 0 0 0 249 1 8 11 705
Does an R&D tax credit affect R&D expenditure? The Japanese R&D tax credit reform in 2003 0 0 4 78 1 6 24 281
EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND 0 0 3 101 1 4 15 291
Empirical likelihood block bootstrapping 0 0 0 42 0 7 10 253
Exact local Whittle estimation of fractionally cointegrated systems 0 0 0 38 0 4 9 142
Gaussian semiparametric estimation of multivariate fractionally integrated processes 0 0 1 55 1 2 7 144
Improvement in finite sample properties of the Hansen-Jagannathan distance test 0 0 0 42 1 6 8 258
Local Whittle estimation of fractional integration and some of its variants 0 0 0 109 0 3 7 251
Modified Quasi-Likelihood Ratio Test for Regime Switching 0 0 0 7 0 2 6 56
Non-parametric identification and estimation of the number of components in multivariate mixtures 0 1 1 11 0 8 13 65
Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices 0 0 1 595 0 2 10 1,413
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models 0 0 4 274 2 6 21 860
Sequential Estimation of Structural Models With a Fixed Point Constraint 0 0 1 28 0 6 9 224
Total Journal Articles 0 1 15 1,680 8 74 165 5,250


Statistics updated 2026-04-09