Katsumi Shimotsu at IDEAS
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Information
about: Katsumi Shimotsu
Personal Details | Affiliation | Works
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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/
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Phone: Affiliation (in no particular order)
Works | Working papers | Articles | Access
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Working papers
Jason Allen & Allan W. Gregory & Katsumi Shimotsu, 2008.
"Empirical Likelihood Block Bootstrapping ,"
Working Papers
1156, Queen's University, Department of Economics.
[Downloadable!] Other versions:
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:
Hiroyuki Kasahara & Katsumi Shimotsu, 2007.
"Nonparametric Identification and Estimation of Multivariate Mixtures ,"
Working Papers
1153, Queen's University, Department of Economics.
[Downloadable!]
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!]
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:
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!]
Katsumi Shimotsu, 2006.
"Simple (but effective) tests of long memory versus structural breaks ,"
Working Papers
1101, Queen's University, Department of Economics.
[Downloadable!]
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:
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:
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:
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:
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:
Katsumi Shimotsu, 2003.
"Exact Local Whittle Estimation of Fractionally Cointegrated Systems ,"
Economics Discussion Papers
570, University of Essex, Department of Economics.
[Downloadable!]
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:
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:
Katsumi Shimotsu & Peter C.B. Phillips, 2000.
"Pooled Log Periodogram Regression ,"
Cowles Foundation Discussion Papers
1267, Cowles Foundation, Yale University.
[Downloadable!]
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!]
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!]
Articles
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:
Katsumi Shimotsu & Alex Maynard, 2004.
"Covariance-based orthogonality tests for regressors with unknown persistence ,"
Econometric Society 2004 Far Eastern Meetings
518, Econometric Society.
[Downloadable!] Katsumi Shimotsu & Alex Maynard, 2004.
"Covariance-based orthogonality tests for regressors with unknown persistence ,"
Econometric Society 2004 North American Summer Meetings
536, Econometric Society.
Alex Maynard & Katsumi Shimotsu, 2007.
"Covariance-based orthogonality tests for regressors with unknown persistence ,"
Working Papers
1122, Queen's University, Department of Economics.
[Downloadable!]
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:
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)
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)
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:
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:
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):
NEP-CBA : Central Banking (2) 2006-04-29 2007-11-17
NEP-DCM : Discrete Choice Models (2) 2006-10-21 2008-12-21
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
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
NEP-IFN : International Finance (1) 2007-11-17
NEP-INO : Innovation (1) 2007-01-14
NEP-KNM : Knowledge Management & Knowledge Economy (1) 2007-01-14
NEP-ORE : Operations Research (1) 2008-06-13
NEP-RMG : Risk Management (1) 2003-11-30
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This page was last updated on 2009-11-22.
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