Browsing All of EconStor by Author Shimotsu, Katsumi


Showing results 1 to 18 of 18
Year of PublicationTitleAuthor(s)
2006Nonparametric identification and estimation of finite mixture models of dynamic discrete choicesKasahara, Hiroyuki; Shimotsu, Katsumi
2006Simple (but effective) tests of long memory versus structural breaksShimotsu, Katsumi
2006Gaussian Semiparametric Estimation of Multivariate Fractionally Integrated ProcessesShimotsu, Katsumi
2006Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle ApproachShimotsu, Katsumi; Nielsen, Morten Ørregaard
2006Nested pseudo-likelihood estimation and bootstrap-based inference for structural discrete Markov decision modelsKasahara, Hiroyuki; Shimotsu, Katsumi
2006Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete ChoicesKasahara, Hiroyuki; Shimotsu, Katsumi
2006Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision ModelsKasahara, Hiroyuki; Shimotsu, Katsumi
2006Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time TrendShimotsu, Katsumi
2006Enrollment Responses to Labour Market Conditions: A Study of the Canadian Market for Scientists and EngineersMajumdar, Sumon; Shimotsu, Katsumi
2007Financial Market Integration and World Economic Stabilization toward Purchasing Power ParityOkimoto, Tatsuyoshi; Shimotsu, Katsumi
2007Covariance-based orthogonality tests for regressors with unknown persistenceMaynard, Alex; Shimotsu, Katsumi
2007Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance TestRen, Yu; Shimotsu, Katsumi
2007Nonparametric Identification and Estimation of Multivariate MixturesKasahara, Hiroyuki; Shimotsu, Katsumi
2008Empirical Likelihood Block BootstrappingAllen, Jason; Gregory, Allan W.; Shimotsu, Katsumi
2008Sequential estimation of structural models with a fixed point constraintKasahara, Hiroyuki; Shimotsu, Katsumi
2008Empirical likelihood block bootstrappingAllen, Jason; Gregory, Allan W.; Shimotsu, Katsumi
2008Sequential estimation of structural models with a fixed point constraintKasahara, Hiroyuki; Shimotsu, Katsumi
2013Does an R&D Tax Credit Affect R&D Expenditure? The Japanese R&D Tax Credit Reform in 2003Kasahara, Hiroyuki; Shimotsu, Katsumi; Suzuki, Michio