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Information about:
Katsumi Shimotsu

Personal Details | Affiliation | Works
This is information that was supplied by Katsumi Shimotsu in registering through RePEc. If you are Katsumi Shimotsu , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Katsumi
Middle Name:
Last Name: Shimotsu
Suffix:

RePEc Short-ID: psh189

Email: [This author has chosen not to make the email address public]
Homepage: http://www.econ.hit-u.ac.jp/~shimotsu/
Postal Address:
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Jason Allen & Allan W. Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Papers 1156, Queen's University, Department of Economics. [Downloadable!]
    Other versions:

  2. Hiroyuki Kasahara & Katsumi Shimotsu, 2008. "Sequential Estimation of Structural Models with a Fixed Point Constraint," Working Papers 1192, Queen's University, Department of Economics. [Downloadable!]
    Other versions:

  3. Hiroyuki Kasahara & Katsumi Shimotsu, 2007. "Nonparametric Identification and Estimation of Multivariate Mixtures," Working Papers 1153, Queen's University, Department of Economics. [Downloadable!]

  4. Tatsuyoshi Okimoto & Katsumi Shimotsu, 2007. "Financial Market Integration and World Economic Stabilization toward Purchasing Power Parity," Working Papers 1138, Queen's University, Department of Economics. [Downloadable!]

  5. Yu Ren & Katsumi Shimotsu, 2007. "Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test," Working Papers 1126, Queen's University, Department of Economics. [Downloadable!]
    Published as:

  6. Sumon Majumdar & Katsumi Shimotsu, 2006. "Enrollment Responses to Labour Market Conditions: A Study of the Canadian Market for Scientists and Engineers," Working Papers 1105, Queen's University, Department of Economics. [Downloadable!]

  7. Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," UWO Department of Economics Working Papers 20064, University of Western Ontario, Department of Economics. [Downloadable!]
    Other versions:

  8. Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices," Working Papers 1092, Queen's University, Department of Economics. [Downloadable!]
    Other versions:

  9. Katsumi Shimotsu, 2006. "Gaussian Semiparametric Estimation of Multivariate Fractionally Integrated Processes," Working Papers 1062, Queen's University, Department of Economics. [Downloadable!]
    Other versions:
    Published as:

  10. Katsumi Shimotsu, 2006. "Simple (but effective) tests of long memory versus structural breaks," Working Papers 1101, Queen's University, Department of Economics. [Downloadable!]

  11. Katsumi Shimotsu & Morten Ørregaard Nielsen, 2006. "Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle Approach," Working Papers 1029, Queen's University, Department of Economics. [Downloadable!]
    Published as:

  12. Katsumi Shimotsu & Alex Maynard, 2004. "Covariance-based orthogonality tests for regressors with unknown persistence," Econometric Society 2004 North American Summer Meetings 536, Econometric Society.
    Other versions:
    Published as:

  13. Katsumi Shimotsu, 2003. "Exact Local Whittle Estimation of Fractionally Cointegrated Systems," Economics Discussion Papers 570, University of Essex, Department of Economics. [Downloadable!]

  14. Katsumi Shimotsu, 2002. "Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend," Economics Discussion Papers 543, University of Essex, Department of Economics. [Downloadable!]
    Other versions:

  15. Katsumi Shimotsu & Peter C.B. Phillips, 2002. "Exact Local Whittle Estimation of Fractional Integration," Cowles Foundation Discussion Papers 1367, Cowles Foundation, Yale University, revised Jul 2004. [Downloadable!]
    Other versions:

  16. Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Pooled Log Periodogram Regression," Cowles Foundation Discussion Papers 1267, Cowles Foundation, Yale University. [Downloadable!]

  17. Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Local Whittle Estimation in Nonstationary and Unit Root Cases," Cowles Foundation Discussion Papers 1266, Cowles Foundation, Yale University, revised Sep 2003. [Downloadable!]

  18. Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case," Cowles Foundation Discussion Papers 1265, Cowles Foundation, Yale University. [Downloadable!]

Articles

  1. Ren, Yu & Shimotsu, Katsumi, 2009. "Improvement in finite sample properties of the Hansen-Jagannathan distance test," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 483-506, June. [Downloadable!] (restricted)
    Other versions:

  2. Maynard, Alex & Shimotsu, Katsumi, 2009. "Covariance-Based Orthogonality Tests For Regressors With Unknown Persistence," Econometric Theory, Cambridge University Press, vol. 25(01), pages 63-116, February. [Downloadable!]
    Other versions:

  3. Hiroyuki Kasahara & Katsumi Shimotsu, 2009. "Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices," Econometrica, Econometric Society, vol. 77(1), pages 135-175, 01. [Downloadable!] (restricted)

  4. Kasahara, Hiroyuki & Shimotsu, Katsumi, 2008. "Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models," Journal of Econometrics, Elsevier, vol. 146(1), pages 92-106, September. [Downloadable!] (restricted)

  5. Shimotsu, Katsumi, 2007. "Gaussian semiparametric estimation of multivariate fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 137(2), pages 277-310, April. [Downloadable!] (restricted)
    Other versions:

  6. Nielsen, Morten Orregaard & Shimotsu, Katsumi, 2007. "Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach," Journal of Econometrics, Elsevier, vol. 141(2), pages 574-596, December. [Downloadable!] (restricted)
    Other versions:

  7. Shimotsu, Katsumi & Phillips, Peter C.B., 2006. "Local Whittle estimation of fractional integration and some of its variants," Journal of Econometrics, Elsevier, vol. 130(2), pages 209-233, February. [Downloadable!] (restricted)

NEP Fields

20 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2006-04-29 2007-11-17
  2. NEP-DCM: Discrete Choice Models (2) 2006-10-21 2008-12-21
  3. NEP-ECM: Econometrics (15) 2002-04-22 2002-08-29 2003-11-30 2003-11-30 2004-08-16 2006-02-12 2006-02-26 2006-10-21 2007-01-14 2007-02-24 2007-06-30 2008-02-09 2008-03-08 2008-06-13 2008-12-21 Author is listed
  4. NEP-ETS: Econometric Time Series (10) 2002-04-15 2002-08-29 2003-11-30 2003-11-30 2004-08-16 2006-02-26 2006-04-29 2006-04-29 2007-01-14 2007-02-24 Author is listed
  5. NEP-IFN: International Finance (1) 2007-11-17
  6. NEP-INO: Innovation (1) 2007-01-14
  7. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2007-01-14
  8. NEP-ORE: Operations Research (1) 2008-06-13
  9. NEP-RMG: Risk Management (1) 2003-11-30
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This page was last updated on 2009-11-3.

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