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Katsumi Shimotsu

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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://shimotsu.web.fc2.com
Postal Address:
Phone:

Affiliation

(90%) Faculty of Economics
University of Tokyo
Location: Tokyo, Japan
Homepage: http://www.e.u-tokyo.ac.jp/
Email:
Phone: +81-3-3812-2111
Fax:
Postal: 7-3-1 Hongo, Bunkyo-ku, Tokyo 113
Handle: RePEc:edi:fetokjp (more details at EDIRC)
(10%) Economics Department
Queen's University
Location: Kingston, Canada
Homepage: http://qed.econ.queensu.ca/
Email:
Phone: (613) 533-2250
Fax: (613) 533-6668
Postal: Kingston, Ontario, K7L 3N6
Handle: RePEc:edi:qedquca (more details at EDIRC)

Works

as in new window

Working papers

  1. Hiroyuki Kasahara & Katsumi Shimotsu & Michio Suzuki, 2013. "Does an R&D Tax Credit Affect R&D Expenditure? The Japanese R&D Tax Credit Reform in 2003," CESifo Working Paper Series 4451, CESifo Group Munich.
  2. Hiroyuki Kasahara, & Katsumi Shimotsu & Michio Suzuki, 2012. "Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003," CARF F-Series CARF-F-275, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, revised Oct 2013.
  3. Hiroyuki Kasahara & Katsumi Shimotsu, 2012. "Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures," CIRJE F-Series CIRJE-F-866, CIRJE, Faculty of Economics, University of Tokyo.
  4. Hiroyuki Kasahara & Katsumi Shimotsu, 2012. "Testing the Number of Components in Finite Mixture Models," CIRJE F-Series CIRJE-F-867, CIRJE, Faculty of Economics, University of Tokyo.
  5. KASAHARA Hiroyuki & SHIMOTSU Katsumi & SUZUKI Michio, 2011. "How Much Do R&D Tax Credits Affect R&D Expenditures? Japanese tax credit reform in 2003," Discussion papers 11072, Research Institute of Economy, Trade and Industry (RIETI).
  6. Kasahara, Hiroyuki & Shimotsu, Katsumi, 2011. "Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity," Discussion Papers 2011-03, Graduate School of Economics, Hitotsubashi University.
  7. Kasahara, Hiroyuki & Shimotsu, Katsumi, 2010. "Nonparametric Identification of Multivariate Mixtures," Discussion Papers 2010-09, Graduate School of Economics, Hitotsubashi University.
  8. OKIMOTO, Tatsuyoshi & SHIMOTSU, Katsumi, 2010. "Decline in the Persistence of Real Exchange Rates : But Not Sufficient for Purchasing Power Parity," Discussion Papers 2010-06, Graduate School of Economics, Hitotsubashi University.
  9. Hiroyuki Kasahara & Katsumi Shimotsu, 2008. "Sequential Estimation of Structural Models with a Fixed Point Constraint," Working Papers 1192, Queen's University, Department of Economics.
  10. Jason Allen & Allan W. Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Papers 1156, Queen's University, Department of Economics.
  11. Hiroyuki Kasahara & Katsumi Shimotsu, 2007. "Nonparametric Identification and Estimation of Multivariate Mixtures," Working Papers 1153, Queen's University, Department of Economics.
  12. 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.
  13. 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.
  14. 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.
  15. Katsumi Shimotsu, 2006. "Gaussian Semiparametric Estimation of Multivariate Fractionally Integrated Processes," Working Papers 1062, Queen's University, Department of Economics.
  16. 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.
  17. 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.
  18. Katsumi Shimotsu, 2006. "Simple (but effective) tests of long memory versus structural breaks," Working Papers 1101, Queen's University, Department of Economics.
  19. Katsumi Shimotsu & Morten ├śrregaard 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.
  20. Katsumi Shimotsu & Alex Maynard, 2004. "Covariance-based orthogonality tests for regressors with unknown persistence," Econometric Society 2004 North American Summer Meetings 536, Econometric Society.
  21. Katsumi Shimotsu, 2003. "Exact Local Whittle Estimation of Fractionally Cointegrated Systems," Economics Discussion Papers 570, University of Essex, Department of Economics.
  22. 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.
  23. Katsumi Shimotsu & Peter C.B. Phillips, 2002. "Exact Local Whittle Estimation of Fractional Integration," Cowles Foundation Discussion Papers 1367, Cowles Foundation for Research in Economics, Yale University, revised Jul 2004.
  24. Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Pooled Log Periodogram Regression," Cowles Foundation Discussion Papers 1267, Cowles Foundation for Research in Economics, Yale University.
  25. 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 for Research in Economics, Yale University.
  26. Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Local Whittle Estimation in Nonstationary and Unit Root Cases," Cowles Foundation Discussion Papers 1266, Cowles Foundation for Research in Economics, Yale University, revised Sep 2003.

Articles

  1. Hiroyuki Kasahara & Katsumi Shimotsu, 2012. "Sequential Estimation of Structural Models With a Fixed Point Constraint," Econometrica, Econometric Society, vol. 80(5), pages 2303-2319, 09.
  2. Shimotsu, Katsumi, 2012. "Exact local Whittle estimation of fractionally cointegrated systems," Journal of Econometrics, Elsevier, vol. 169(2), pages 266-278.
  3. Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2011. "Empirical likelihood block bootstrapping," Journal of Econometrics, Elsevier, vol. 161(2), pages 110-121, April.
  4. Shimotsu, Katsumi, 2010. "Exact Local Whittle Estimation Of Fractional Integration With Unknown Mean And Time Trend," Econometric Theory, Cambridge University Press, vol. 26(02), pages 501-540, April.
  5. Okimoto, Tatsuyoshi & Shimotsu, Katsumi, 2010. "Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 395-411, September.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. Shimotsu, Katsumi, 2007. "Gaussian semiparametric estimation of multivariate fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 137(2), pages 277-310, April.
  11. 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.
  12. 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.

NEP Fields

30 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (2) 2011-12-13 2012-03-08
  2. NEP-CBA: Central Banking (3) 2006-04-29 2007-11-17 2010-06-04
  3. NEP-DCM: Discrete Choice Models (3) 2006-10-21 2008-12-21 2011-04-02
  4. NEP-DGE: Dynamic General Equilibrium (1) 2011-04-02
  5. NEP-ECM: Econometrics (22) 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 2010-01-16 2010-04-04 2010-09-25 2010-10-23 2011-04-02 2012-10-20 2012-11-11. Author is listed
  6. NEP-ETS: Econometric Time Series (12) 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 2010-04-04 2010-10-23. Author is listed
  7. NEP-IFN: International Finance (1) 2007-11-17
  8. NEP-INO: Innovation (3) 2007-01-14 2011-12-13 2012-03-08
  9. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2007-01-14
  10. NEP-OPM: Open Economy Macroeconomics (1) 2010-06-04
  11. NEP-ORE: Operations Research (2) 2008-06-13 2010-04-04
  12. NEP-PBE: Public Economics (1) 2012-03-08
  13. NEP-RMG: Risk Management (1) 2003-11-30

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