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 0 0 1 213
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 1 1 3 333
Decline in the Persistence of Real Exchange Rates: But Not Sufficient for Purchasing Power Parity 0 0 1 38 1 1 2 189
Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach 0 0 0 164 0 0 0 523
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese R&D Tax Credit Reform in 2003 0 0 2 35 0 0 2 130
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 0 0 20 0 0 0 128
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 0 0 46 0 2 6 225
Empirical Likelihood Block Bootstrapping 0 0 0 51 0 0 0 205
Empirical Likelihood Block Bootstrapping 0 0 0 148 0 0 0 578
Empirical Likelihood Block Bootstrapping 0 0 0 65 0 2 5 239
Enrollment Responses To Labour Market Conditions: A Study Of The Canadian Market For Scientists And Engineers 0 0 1 36 0 0 2 204
Exact Local Whittle Estimation of Fractional Integration 0 0 0 140 0 1 2 617
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 0 0 0 148
Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity 0 0 0 124 1 1 1 503
Gaussian Semiparametric Estimation Of Multivariate Fractionally Integrated Processes 0 0 0 65 0 1 1 217
How Much Do R&D Tax Credits Affect R&D Expenditures? Japanese tax credit reform in 2003 0 1 1 43 0 3 6 130
Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test 0 0 0 99 0 1 2 441
Local Whittle Estimation in Nonstationary and Unit Root Cases 0 0 0 142 0 0 1 605
Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case 0 0 0 155 0 0 1 693
Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models 0 0 0 76 1 1 2 404
Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models 0 0 0 112 2 2 2 452
Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices 0 1 1 159 0 1 3 604
Nonparametric Identification And Estimation Of Multivariate Mixtures 0 0 0 56 0 0 0 230
Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices 0 0 0 119 0 0 1 459
Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures 0 0 1 19 0 0 2 78
Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures 0 0 0 38 0 0 0 112
Nonparametric Identification of Multivariate Mixtures 0 0 0 58 0 0 2 169
Pooled Log Periodogram Regression 0 0 0 145 1 1 2 781
Sequential Estimation Of Structural Models With A Fixed Point Constraint 0 0 0 43 0 0 7 173
Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity 1 3 4 114 1 3 6 216
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 0 2 2 206
Simple (but Effective) Tests Of Long Memory Versus Structural Breaks 0 0 1 300 0 0 2 731
Testing the Number of Components in Finite Mixture Models 0 0 0 67 0 0 1 159
Testing the Number of Components in Finite Mixture Models 0 0 3 38 0 0 4 167
The Effect of Large-Scale Retailers on Price Level: Evidence from Japanese data for 1977-1992 0 1 1 22 0 3 6 92
Total Working Papers 1 6 17 3,083 8 26 82 12,368


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 3 4 111
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 13 695
Does an R&D tax credit affect R&D expenditure? The Japanese R&D tax credit reform in 2003 0 2 8 78 2 6 28 271
EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND 0 0 3 101 0 2 7 281
Empirical likelihood block bootstrapping 0 0 1 42 0 0 2 243
Exact local Whittle estimation of fractionally cointegrated systems 0 0 0 38 0 0 3 134
Gaussian semiparametric estimation of multivariate fractionally integrated processes 1 1 1 55 1 1 2 138
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 1 3 245
Modified Quasi-Likelihood Ratio Test for Regime Switching 0 0 0 7 0 0 2 50
Non-parametric identification and estimation of the number of components in multivariate mixtures 0 0 3 10 0 0 6 53
Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices 0 0 1 595 1 1 10 1,408
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models 2 2 4 273 3 7 14 847
Sequential Estimation of Structural Models With a Fixed Point Constraint 0 0 1 28 0 1 4 217
Total Journal Articles 3 5 23 1,678 10 23 102 5,129


Statistics updated 2025-09-05