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 0 65 0 2 11 421
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 37 1 1 15 228
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 0 0 5 337
Decline in the Persistence of Real Exchange Rates: But Not Sufficient for Purchasing Power Parity 0 0 0 38 1 1 6 194
Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach 0 0 0 164 0 2 23 546
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese R&D Tax Credit Reform in 2003 0 1 1 36 0 2 7 137
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 0 0 46 0 1 23 248
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 1 1 21 0 1 14 142
Empirical Likelihood Block Bootstrapping 0 0 0 65 0 0 11 250
Empirical Likelihood Block Bootstrapping 0 0 0 148 0 0 17 595
Empirical Likelihood Block Bootstrapping 0 0 0 51 1 1 9 214
Enrollment Responses To Labour Market Conditions: A Study Of The Canadian Market For Scientists And Engineers 0 0 0 36 0 0 5 209
Exact Local Whittle Estimation of Fractional Integration 0 0 0 140 1 3 19 636
Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend 0 0 0 127 0 2 14 481
Exact Local Whittle Estimation of Fractionally Cointegrated Systems 0 0 0 63 1 2 9 157
Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity 0 0 0 124 0 1 9 511
Gaussian Semiparametric Estimation Of Multivariate Fractionally Integrated Processes 0 0 0 65 0 1 10 227
How Much Do R&D Tax Credits Affect R&D Expenditures? Japanese tax credit reform in 2003 0 0 0 43 0 0 10 140
Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test 0 0 0 99 0 0 9 450
Local Whittle Estimation in Nonstationary and Unit Root Cases 0 0 0 142 0 1 10 615
Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case 0 0 0 155 0 2 9 702
Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models 0 0 0 76 0 2 9 412
Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models 0 0 0 112 1 2 26 476
Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices 0 0 0 159 0 2 18 622
Nonparametric Identification And Estimation Of Multivariate Mixtures 0 0 0 56 0 0 11 241
Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices 0 0 0 119 0 0 23 482
Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures 0 0 0 38 2 2 9 121
Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures 0 0 0 19 0 1 17 95
Nonparametric Identification of Multivariate Mixtures 0 0 0 58 0 0 11 180
Pooled Log Periodogram Regression 0 0 1 146 0 0 15 795
Sequential Estimation Of Structural Models With A Fixed Point Constraint 0 0 0 43 1 2 17 190
Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity 0 0 2 115 0 2 11 226
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 36 0 0 12 218
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 17 0 1 10 147
Simple (but Effective) Tests Of Long Memory Versus Structural Breaks 0 0 0 300 1 3 19 750
Testing the Number of Components in Finite Mixture Models 0 0 0 67 0 0 16 175
Testing the Number of Components in Finite Mixture Models 0 0 0 38 0 2 20 187
The Effect of Large-Scale Retailers on Price Level: Evidence from Japanese data for 1977-1992 0 0 0 22 0 1 15 107
Total Working Papers 0 2 5 3,087 10 43 504 12,864


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 5 115
Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity 0 0 0 23 0 0 11 195
Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach 0 0 0 249 0 3 16 710
Does an R&D tax credit affect R&D expenditure? The Japanese R&D tax credit reform in 2003 0 1 2 80 0 4 20 289
EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND 0 0 0 101 1 6 17 298
Empirical likelihood block bootstrapping 0 0 0 42 0 0 12 255
Exact local Whittle estimation of fractionally cointegrated systems 0 0 0 38 0 3 14 148
Gaussian semiparametric estimation of multivariate fractionally integrated processes 0 0 2 56 0 4 14 151
Improvement in finite sample properties of the Hansen-Jagannathan distance test 0 0 0 42 1 1 8 260
Local Whittle estimation of fractional integration and some of its variants 0 0 0 109 0 2 10 254
Modified Quasi-Likelihood Ratio Test for Regime Switching 0 0 0 7 1 5 12 62
Non-parametric identification and estimation of the number of components in multivariate mixtures 0 0 1 11 0 2 15 68
Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices 0 0 0 595 2 2 10 1,417
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models 0 0 3 274 0 3 20 864
Sequential Estimation of Structural Models With a Fixed Point Constraint 0 0 0 28 1 1 10 227
Total Journal Articles 0 1 8 1,683 6 37 194 5,313


Statistics updated 2026-08-07