Katsumi Shimotsu

发表

Testing the Number of Components in Normal Mixture Regression Models

H. Kasahara, Katsumi Shimotsu, Hiroyuki Kasahara, 2015 .

Nonparametric Identification of Multivariate Mixtures

H. Kasahara, Katsumi Shimotsu, Hiroyuki Kasahara, 2010 .

Local Whittle estimation in nonstationary and unit root cases

P. Phillips, Katsumi Shimotsu, 2004, math/0406462.

Non‐parametric identification and estimation of the number of components in multivariate mixtures

H. Kasahara, Katsumi Shimotsu, Hiroyuki Kasahara, 2014 .

Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices

H. Kasahara, Katsumi Shimotsu, Hiroyuki Kasahara, 2009 .

Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models

Hiroyuki Kasahara, Katsumi Shimotsu, H. Kasahara, 2008 .

Title Testing the Number of Components in Finite Mixture Models

H. Kasahara, Katsumi Shimotsu, Hiroyuki Kasahara, 2019 .

Empirical Likelihood Block Bootstrapping

Allan W. Gregory, Katsumi Shimotsu, Jason Allen, 2011 .

Testing the Number of Regimes in Markov Regime Switching Models

H. Kasahara, Katsumi Shimotsu, Hiroyuki Kasahara, 2018, 1801.06862.

Simple (but effective) tests of long memory versus structural breaks

Katsumi Shimotsu, Katsumi Shimotsu, 2006 .

Sequential Estimation of Structural Models with a Fixed Point Constraint

Hiroyuki Kasahara, Katsumi Shimotsu, H. Kasahara, 2008, SSRN Electronic Journal.

Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity

H. Kasahara, Katsumi Shimotsu, Hiroyuki Kasahara, 2011 .

Sequential Estimation of Dynamic Programming Models

H. Kasahara, Katsumi Shimotsu, 2009 .

2 Example : Machine Replacement Model with Non-Additive Productivity Shocks

H. Kasahara, Katsumi Shimotsu, 2009 .

Testing the Order of Multivariate Normal Mixture Models

H. Kasahara, Katsumi Shimotsu, Hiroyuki Kasahara, 2019, 1902.02920.

Nonparametric Identification of Multivariate Mixtures

H. Kasahara, Katsumi Shimotsu, 2010 .

Estimation of Discrete Choice Dynamic Programming Models

H. Kasahara, Katsumi Shimotsu, Hiroyuki Kasahara, 2018 .

The Effect of Large-Scale Retailers on Price Level: Evidence from Japanese data for 1977-1992

Katsumi Shimotsu, 2014 .

Exact Local Whittle Estimation of Fractional Integration

P. Phillips, Katsumi Shimotsu, 2002, math/0508286.

COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE

Katsumi Shimotsu, Alex Maynard, 2004, Econometric Theory.

Does an R&D Tax Credit Affect R&D Expenditure? The Japanese R&D Tax Credit Reform in 2003

Katsumi Shimotsu, M. Suzuki, Hiroyuki Kasahara, 2013, SSRN Electronic Journal.

Testing the Number of Components in Finite Mixture Models

Katsumi Shimotsu, Hiroyuki Kasahara, 2012 .

Nonparametric Identification of Finite Mixture Econometric Models of Dynamic Discrete Choices(Special Topic: The JSS Research Prize Lecture)

Hiroyuki Kasahara, Katsumi Shimotsu, Katsumi Shimotsu, 2015 .

Modified Quasi�?Likelihood Ratio Test for Regime Switching

Tatsuyoshi Okimoto, Katsumi Shimotsu, 2014 .

Enrollment Responses to Labour Market Conditions: A Study of the Canadian Market for Scientists and Engineers

Katsumi Shimotsu, Sumon Majumdar, 2006 .

Improvement in finite sample properties of the Hansen–Jagannathan distance test☆

Katsumi Shimotsu, Katsumi Shimotsu, Yu Ren, 2009 .

Speciflcation Test Based on the Hansen-Jagannathan Distance with Good Small Sample Properties

Katsumi Shimotsu, Yu Ren, 2006 .

Nonparametric Identification and Estimation of Multivariate Mixtures

Hiroyuki Kasahara, Katsumi Shimotsu, Katsumi Shimotsu, 2007 .

Asymptotic properties of the maximum likelihood estimator in regime switching econometric models

Katsumi Shimotsu, Hiroyuki Kasahara, 2017, Journal of Econometrics.

Title Empirical Likelihood Block Bootstrapping

Allan W. Gregory, Katsumi Shimotsu, Jason Allen, 2017 .

IDENTIFICATION OF REGRESSION MODELS WITH A MISCLASSIFIED AND ENDOGENOUS BINARY REGRESSOR

Hiroyuki Kasahara, Katsumi Shimotsu, Katsumi Shimotsu, 2019, Econometric Theory.

Working Paper / Document de travail 2008-18 Empirical Likelihood Block Bootstrapping

Allan W. Gregory, Katsumi Shimotsu, Jason Allen, 2008 .

EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND

Katsumi Shimotsu, Katsumi Shimotsu, 2009, Econometric Theory.

Local Whittle estimation of fractional integration and some of its variants

Peter C. B. Phillips, Katsumi Shimotsu, P. Phillips, 2006 .

Inference in Predictive Quantile Regressions

Katsumi Shimotsu, Alex Maynard, Nina Kuriyama, 2023, 2306.00296.

MODELS OF DYNAMIC DISCRETE CHOICES

Katsumi Shimotsu, Hiroyuki Kasahara, 2009 .

Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity

Tatsuyoshi Okimoto, Katsumi Shimotsu, 2010 .

Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity

Tatsuyoshi Okimoto, Katsumi Shimotsu, 2007 .

Modified Likelihood Ratio Test for Regime Switching

Tatsuyoshi Okimoto, Katsumi Shimotsu, Hiroyuki Kasahara, 2008 .

Title Decline in the Persistence of Real Exchange Rates , but Not Sufficient for Purchasing Power Parity

Tatsuyoshi Okimoto, Katsumi Shimotsu, 2017 .

Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models

Hiroyuki Kasahara, Katsumi Shimotsu, Katsumi Shimotsu, 2006 .

Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach

Katsumi Shimotsu, M. Nielsen, 2007 .

Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case

P. Phillips, Katsumi Shimotsu, 2000 .