IDEAS home Printed from https://ideas.repec.org/f/psh1178.html
   My authors  Follow this author

Kenichi Shimizu

Personal Details

First Name:Kenichi
Middle Name:
Last Name:Shimizu
Suffix:
RePEc Short-ID:psh1178
[This author has chosen not to make the email address public]
http://www.kenichi-shimizu.com/
Terminal Degree:2021 Economics Department; Brown University (from RePEc Genealogy)

Affiliation

Department of Economics
University of Alberta

Edmonton, Canada
https://www.ualberta.ca/economics/
RePEc:edi:deualca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Siddhartha Chib & Kenichi Shimizu, 2023. "Scalable Estimation of Multinomial Response Models with Uncertain Consideration Sets," Papers 2308.12470, arXiv.org, revised Oct 2023.
  2. Andriy Norets & Kenichi Shimizu, 2022. "Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models," Papers 2202.04339, arXiv.org, revised Aug 2023.
  3. Kenichi Shimizu, 2022. "Asymptotic properties of Bayesian inference in linear regression with a structural break," Papers 2201.07319, arXiv.org.
  4. Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.

Articles

  1. Shimizu, Kenichi, 2023. "Asymptotic properties of Bayesian inference in linear regression with a structural break," Journal of Econometrics, Elsevier, vol. 235(1), pages 202-219.
  2. Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Kenichi Shimizu, 2022. "Asymptotic properties of Bayesian inference in linear regression with a structural break," Papers 2201.07319, arXiv.org.

    Cited by:

    1. Christis Katsouris, 2023. "Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models," Papers 2308.13915, arXiv.org.

  2. Dimitris Korobilis & Kenichi Shimizu, 2021. "Bayesian Approaches to Shrinkage and Sparse Estimation," Working Papers 2021_19, Business School - Economics, University of Glasgow.

    Cited by:

    1. Dimitris Korobilis & Maximilian Schröder, 2023. "Monitoring multicountry macroeconomic risk," Working Papers No 06/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
    2. Ravazzolo, Francesco & Rossini, Luca, 2023. "Is the Price Cap for Gas Useful? Evidence from European Countries," FEEM Working Papers 338790, Fondazione Eni Enrico Mattei (FEEM).
    3. Korobilis, Dimitris & Koop, Gary, 2020. "Bayesian dynamic variable selection in high dimensions," MPRA Paper 100164, University Library of Munich, Germany.
    4. Donald J. Lacombe & Nasima Khatun, 2023. "What are the determinants of financial well‐being? A Bayesian LASSO approach," American Journal of Economics and Sociology, Wiley Blackwell, vol. 82(1), pages 43-59, January.

Articles

  1. Shimizu, Kenichi, 2023. "Asymptotic properties of Bayesian inference in linear regression with a structural break," Journal of Econometrics, Elsevier, vol. 235(1), pages 202-219.
    See citations under working paper version above.
  2. Dimitris Korobilis & Kenichi Shimizu, 2022. "Bayesian Approaches to Shrinkage and Sparse Estimation," Foundations and Trends(R) in Econometrics, now publishers, vol. 11(4), pages 230-354, June.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 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-ORE: Operations Research (7) 2021-12-13 2022-02-21 2022-02-21 2022-02-21 2022-02-28 2022-03-07 2022-03-21. Author is listed
  2. NEP-ECM: Econometrics (4) 2021-12-13 2022-02-21 2022-02-21 2023-09-25. Author is listed
  3. NEP-DCM: Discrete Choice Models (3) 2022-02-21 2022-03-21 2023-09-25. Author is listed
  4. NEP-ETS: Econometric Time Series (2) 2021-12-13 2022-02-21. Author is listed
  5. NEP-UPT: Utility Models and Prospect Theory (2) 2022-02-21 2022-03-21. Author is listed
  6. NEP-BAN: Banking (1) 2022-03-21

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Kenichi Shimizu should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.