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Katsumi Shimotsu

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

Personal Details

First Name:Katsumi
Middle Name:
Last Name:Shimotsu
Suffix:
RePEc Short-ID:psh189
[This author has chosen not to make the email address public]
http://shimotsu.web.fc2.com
Tokyo, Japan
http://www.e.u-tokyo.ac.jp/

: +81-3-3812-2111

7-3-1 Hongo, Bunkyo-ku, Tokyo 113
RePEc:edi:fetokjp (more details at EDIRC)
Kingston, Canada
http://www.econ.queensu.ca/

: (613) 533-2250
(613) 533-6668
Kingston, Ontario, K7L 3N6
RePEc:edi:qedquca (more details at EDIRC)
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  1. SHIMOTSU Katsumi, 2014. "The Effect of Large-Scale Retailers on Price Level: Evidence from Japanese data for 1977-1992," Discussion papers 14013, Research Institute of Economy, Trade and Industry (RIETI).
  2. 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.
  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 & 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.
  5. 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.
  6. 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).
  7. Kasahara, Hiroyuki & Shimotsu, Katsumi, 2011. "Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity," Discussion Papers 2011-03, 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. Kasahara, Hiroyuki & Shimotsu, Katsumi, 2010. "Nonparametric Identification of Multivariate Mixtures," Discussion Papers 2010-09, Graduate School of Economics, Hitotsubashi University.
  10. Shimotsu, Katsumi, 2010. "Exact Local Whittle Estimation of Fractionally Cointegrated Systems," Discussion Papers 2010-11, Graduate School of Economics, Hitotsubashi University.
  11. Hiroyuki Kasahara & Katsumi Shimotsu, 2008. "Sequential Estimation of Structural Models with a Fixed Point Constraint," Working Papers 1192, Queen's University, Department of Economics.
  12. Jason Allen & Allan W. Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Papers 1156, 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, 2007. "Nonparametric Identification and Estimation of Multivariate Mixtures," Working Papers 1153, Queen's University, Department of Economics.
  15. 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.
  16. 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.
  17. Katsumi Shimotsu, 2006. "Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend," Working Papers 1061, Queen's University, Department of Economics.
  18. 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.
  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, 2006. "Simple (but effective) tests of long memory versus structural breaks," Working Papers 1101, Queen's University, Department of Economics.
  21. 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.
  22. Katsumi Shimotsu, 2006. "Gaussian Semiparametric Estimation of Multivariate Fractionally Integrated Processes," Working Papers 1062, Queen's University, Department of Economics.
  23. Katsumi Shimotsu & Alex Maynard, 2004. "Covariance-based orthogonality tests for regressors with unknown persistence," Econometric Society 2004 North American Summer Meetings 536, Econometric Society.
  24. 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.
  25. Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Pooled Log Periodogram Regression," Cowles Foundation Discussion Papers 1267, 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.
  27. 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.
  1. Hiroyuki Kasahara & Tatsuyoshi Okimoto & Katsumi Shimotsu, 2014. "Modified Quasi-Likelihood Ratio Test for Regime Switching," The Japanese Economic Review, Japanese Economic Association, vol. 65(1), pages 25-41, 03.
  2. Kasahara, Hiroyuki & Shimotsu, Katsumi & Suzuki, Michio, 2014. "Does an R&D tax credit affect R&D expenditure? The Japanese R&D tax credit reform in 2003," Journal of the Japanese and International Economies, Elsevier, vol. 31(C), pages 72-97.
  3. Hiroyuki Kasahara & Katsumi Shimotsu, 2014. "Non-parametric identification and estimation of the number of components in multivariate mixtures," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(1), pages 97-111, 01.
  4. Shimotsu, Katsumi, 2012. "Exact local Whittle estimation of fractionally cointegrated systems," Journal of Econometrics, Elsevier, vol. 169(2), pages 266-278.
  5. 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.
  6. Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2011. "Empirical likelihood block bootstrapping," Journal of Econometrics, Elsevier, vol. 161(2), pages 110-121, April.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Shimotsu, Katsumi, 2007. "Gaussian semiparametric estimation of multivariate fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 137(2), pages 277-310, April.
  14. 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.
  15. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 27 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (18) 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
  2. NEP-ETS: Econometric Time Series (8) 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
  3. NEP-CBA: Central Banking (3) 2006-04-29 2007-11-17 2010-06-04
  4. NEP-DCM: Discrete Choice Models (3) 2006-10-21 2008-12-21 2011-04-02
  5. NEP-INO: Innovation (3) 2007-01-14 2011-12-13 2012-03-08
  6. NEP-ACC: Accounting & Auditing (2) 2011-12-13 2012-03-08
  7. NEP-ORE: Operations Research (2) 2008-06-13 2010-04-04
  8. NEP-AGR: Agricultural Economics (1) 2014-03-15
  9. NEP-COM: Industrial Competition (1) 2014-03-15
  10. NEP-DGE: Dynamic General Equilibrium (1) 2011-04-02
  11. NEP-IFN: International Finance (1) 2007-11-17
  12. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2007-01-14
  13. NEP-OPM: Open Economy Macroeconomics (1) 2010-06-04
  14. NEP-PBE: Public Economics (1) 2012-03-08
  15. NEP-URE: Urban & Real Estate Economics (1) 2014-03-15
This author is among the top 5% authors according to these criteria:
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