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 4 5 414
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 1 4 5 337
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 37 0 5 10 223
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 4 14 17 540
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese R&D Tax Credit Reform in 2003 0 0 0 35 1 1 1 131
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 0 0 46 8 14 19 242
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 0 0 20 3 9 10 138
Empirical Likelihood Block Bootstrapping 0 0 0 51 1 3 5 210
Empirical Likelihood Block Bootstrapping 0 0 0 148 2 11 14 592
Empirical Likelihood Block Bootstrapping 0 0 0 65 1 6 12 248
Enrollment Responses To Labour Market Conditions: A Study Of The Canadian Market For Scientists And Engineers 0 0 0 36 0 4 5 209
Exact Local Whittle Estimation of Fractional Integration 0 0 0 140 2 8 15 631
Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend 0 0 0 127 0 5 6 472
Exact Local Whittle Estimation of Fractionally Cointegrated Systems 0 0 0 63 0 2 5 153
Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity 0 0 0 124 1 4 6 508
Gaussian Semiparametric Estimation Of Multivariate Fractionally Integrated Processes 0 0 0 65 1 6 9 225
How Much Do R&D Tax Credits Affect R&D Expenditures? Japanese tax credit reform in 2003 0 0 1 43 0 7 15 139
Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test 0 0 0 99 0 3 5 445
Local Whittle Estimation in Nonstationary and Unit Root Cases 0 0 0 142 0 2 6 610
Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case 0 0 0 155 0 1 1 694
Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models 0 0 0 76 0 1 4 407
Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models 0 0 0 112 2 13 20 470
Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices 0 0 1 159 4 12 14 617
Nonparametric Identification And Estimation Of Multivariate Mixtures 0 0 0 56 1 7 10 240
Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices 0 0 0 119 1 13 16 475
Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures 0 0 0 19 2 9 11 88
Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures 0 0 0 38 1 6 6 118
Nonparametric Identification of Multivariate Mixtures 0 0 0 58 0 5 9 177
Pooled Log Periodogram Regression 0 0 1 146 5 8 13 792
Sequential Estimation Of Structural Models With A Fixed Point Constraint 0 0 0 43 1 9 12 183
Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity 0 0 4 115 0 2 9 221
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 36 0 7 11 215
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 17 2 6 7 143
Simple (but Effective) Tests Of Long Memory Versus Structural Breaks 0 0 1 300 2 10 14 744
Testing the Number of Components in Finite Mixture Models 0 0 2 38 2 9 13 177
Testing the Number of Components in Finite Mixture Models 0 0 0 67 2 6 9 167
The Effect of Large-Scale Retailers on Price Level: Evidence from Japanese data for 1977-1992 0 0 1 22 1 10 14 103
Total Working Papers 0 0 12 3,085 51 247 367 12,690


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 0 5 113
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 2 8 11 704
Does an R&D tax credit affect R&D expenditure? The Japanese R&D tax credit reform in 2003 0 0 4 78 0 6 25 280
EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND 0 0 3 101 0 4 15 290
Empirical likelihood block bootstrapping 0 0 0 42 2 8 10 253
Exact local Whittle estimation of fractionally cointegrated systems 0 0 0 38 0 6 9 142
Gaussian semiparametric estimation of multivariate fractionally integrated processes 0 0 1 55 0 3 6 143
Improvement in finite sample properties of the Hansen-Jagannathan distance test 0 0 0 42 1 5 8 257
Local Whittle estimation of fractional integration and some of its variants 0 0 1 109 0 4 8 251
Modified Quasi-Likelihood Ratio Test for Regime Switching 0 0 0 7 0 4 7 56
Non-parametric identification and estimation of the number of components in multivariate mixtures 1 1 1 11 2 8 13 65
Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices 0 0 1 595 0 3 10 1,413
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models 0 0 4 274 2 7 19 858
Sequential Estimation of Structural Models With a Fixed Point Constraint 0 0 1 28 1 6 9 224
Total Journal Articles 1 1 16 1,680 10 81 164 5,242


Statistics updated 2026-03-04