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 5 5 9 419
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 1 0 1 5 337
Covariance-based orthogonality tests for regressors with unknown persistence 0 0 0 37 4 4 14 227
Decline in the Persistence of Real Exchange Rates: But Not Sufficient for Purchasing Power Parity 0 0 0 38 1 1 5 193
Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach 0 0 0 164 3 8 21 544
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese R&D Tax Credit Reform in 2003 0 0 0 35 3 5 5 135
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 0 0 20 2 6 13 141
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 0 0 0 46 2 13 24 247
Empirical Likelihood Block Bootstrapping 0 0 0 65 0 3 13 250
Empirical Likelihood Block Bootstrapping 0 0 0 51 3 4 8 213
Empirical Likelihood Block Bootstrapping 0 0 0 148 1 5 17 595
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 4 17 633
Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend 0 0 0 127 3 7 13 479
Exact Local Whittle Estimation of Fractionally Cointegrated Systems 0 0 0 63 2 2 7 155
Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity 0 0 0 124 2 3 8 510
Gaussian Semiparametric Estimation Of Multivariate Fractionally Integrated Processes 0 0 0 65 1 2 10 226
How Much Do R&D Tax Credits Affect R&D Expenditures? Japanese tax credit reform in 2003 0 0 1 43 0 1 14 140
Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test 0 0 0 99 4 5 10 450
Local Whittle Estimation in Nonstationary and Unit Root Cases 0 0 0 142 3 4 10 614
Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case 0 0 0 155 5 6 7 700
Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models 0 0 0 76 1 3 7 410
Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models 0 0 0 112 4 6 24 474
Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices 0 0 1 159 1 7 17 620
Nonparametric Identification And Estimation Of Multivariate Mixtures 0 0 0 56 1 2 11 241
Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices 0 0 0 119 5 8 23 482
Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures 0 0 0 19 2 8 17 94
Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures 0 0 0 38 1 2 7 119
Nonparametric Identification of Multivariate Mixtures 0 0 0 58 3 3 12 180
Pooled Log Periodogram Regression 0 0 1 146 3 8 15 795
Sequential Estimation Of Structural Models With A Fixed Point Constraint 0 0 0 43 5 6 16 188
Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity 0 0 4 115 2 3 11 224
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 36 3 3 14 218
Sequential Estimation of Structural Models with a Fixed Point Constraint 0 0 0 17 3 5 10 146
Simple (but Effective) Tests Of Long Memory Versus Structural Breaks 0 0 1 300 2 5 17 747
Testing the Number of Components in Finite Mixture Models 0 0 2 38 4 10 20 185
Testing the Number of Components in Finite Mixture Models 0 0 0 67 8 10 17 175
The Effect of Large-Scale Retailers on Price Level: Evidence from Japanese data for 1977-1992 0 0 1 22 2 4 17 106
Total Working Papers 0 0 11 3,085 94 182 490 12,821


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 6 114
Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity 0 0 0 23 2 2 11 195
Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach 0 0 0 249 2 5 13 707
Does an R&D tax credit affect R&D expenditure? The Japanese R&D tax credit reform in 2003 1 1 4 79 4 5 23 285
EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND 0 0 2 101 1 2 15 292
Empirical likelihood block bootstrapping 0 0 0 42 2 4 12 255
Exact local Whittle estimation of fractionally cointegrated systems 0 0 0 38 3 3 11 145
Gaussian semiparametric estimation of multivariate fractionally integrated processes 1 1 2 56 3 4 10 147
Improvement in finite sample properties of the Hansen-Jagannathan distance test 0 0 0 42 1 3 8 259
Local Whittle estimation of fractional integration and some of its variants 0 0 0 109 1 1 8 252
Modified Quasi-Likelihood Ratio Test for Regime Switching 0 0 0 7 1 1 7 57
Non-parametric identification and estimation of the number of components in multivariate mixtures 0 1 1 11 1 3 14 66
Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices 0 0 1 595 2 2 10 1,415
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models 0 0 4 274 1 5 22 861
Sequential Estimation of Structural Models With a Fixed Point Constraint 0 0 1 28 2 3 11 226
Total Journal Articles 2 3 15 1,682 26 44 181 5,276


Statistics updated 2026-05-06