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 0 11 421
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 37 2 3 17 230
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 1 3 7 340
Decline in the Persistence of Real Exchange Rates: But Not Sufficient for Purchasing Power Parity 0 0 0 38 1 3 7 196
Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach 0 0 0 164 1 1 24 547
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese R&D Tax Credit Reform in 2003 0 0 1 36 2 3 10 140
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 0 1 21 0 0 14 142
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 0 0 46 0 0 23 248
Empirical Likelihood Block Bootstrapping 0 0 0 65 0 2 12 252
Empirical Likelihood Block Bootstrapping 0 0 0 148 1 1 17 596
Empirical Likelihood Block Bootstrapping 0 0 0 51 0 1 8 214
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 0 3 21 638
Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend 0 0 0 127 1 1 15 482
Exact Local Whittle Estimation of Fractionally Cointegrated Systems 0 0 0 63 0 1 8 157
Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity 0 0 0 124 0 2 10 513
Gaussian Semiparametric Estimation Of Multivariate Fractionally Integrated Processes 0 0 0 65 0 1 11 228
How Much Do R&D Tax Credits Affect R&D Expenditures? Japanese tax credit reform in 2003 0 0 0 43 0 1 10 141
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 11 616
Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case 0 0 0 155 0 1 10 703
Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models 0 0 0 76 0 0 7 412
Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models 0 0 0 112 0 1 24 476
Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices 0 0 0 159 0 4 22 626
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 19 0 0 17 95
Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures 0 0 0 38 0 3 10 122
Nonparametric Identification of Multivariate Mixtures 0 0 0 58 1 1 12 181
Pooled Log Periodogram Regression 0 0 1 146 0 1 15 796
Sequential Estimation Of Structural Models With A Fixed Point Constraint 0 0 0 43 1 2 18 191
Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity 0 0 0 115 0 0 9 226
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 17 0 0 10 147
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 36 1 1 13 219
Simple (but Effective) Tests Of Long Memory Versus Structural Breaks 0 0 0 300 3 4 21 753
Testing the Number of Components in Finite Mixture Models 0 0 0 38 1 1 21 188
Testing the Number of Components in Finite Mixture Models 0 0 0 67 0 1 17 176
The Effect of Large-Scale Retailers on Price Level: Evidence from Japanese data for 1977-1992 0 0 0 22 0 1 16 108
Total Working Papers 0 0 3 3,087 16 48 526 12,902


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 3 115
Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity 0 0 0 23 0 1 12 196
Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach 1 1 1 250 2 2 17 712
Does an R&D tax credit affect R&D expenditure? The Japanese R&D tax credit reform in 2003 0 0 2 80 1 22 39 311
EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND 1 1 1 102 4 5 21 302
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 0 14 148
Gaussian semiparametric estimation of multivariate fractionally integrated processes 0 0 1 56 3 3 16 154
Improvement in finite sample properties of the Hansen-Jagannathan distance test 0 0 0 42 1 3 10 262
Local Whittle estimation of fractional integration and some of its variants 0 0 0 109 0 0 9 254
Modified Quasi-Likelihood Ratio Test for Regime Switching 0 0 0 7 1 3 14 64
Non-parametric identification and estimation of the number of components in multivariate mixtures 0 0 1 11 2 3 17 71
Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices 0 0 0 595 1 6 13 1,421
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models 0 0 1 274 0 1 18 865
Sequential Estimation of Structural Models With a Fixed Point Constraint 0 0 0 28 1 3 11 229
Total Journal Articles 2 2 7 1,685 16 52 226 5,359


Statistics updated 2026-10-11