Browsing All of EconStor by Author Shimotsu, Katsumi

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Showing results 1 to 18 of 18
Year of PublicationTitleAuthor(s)
2006 Nested pseudo-likelihood estimation and bootstrap-based inference for structural discrete Markov decision modelsKasahara, Hiroyuki; Shimotsu, Katsumi
2006 Nonparametric identification and estimation of finite mixture models of dynamic discrete choicesKasahara, Hiroyuki; Shimotsu, Katsumi
2006 Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time TrendShimotsu, Katsumi
2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision ModelsKasahara, Hiroyuki; Shimotsu, Katsumi
2006 Gaussian Semiparametric Estimation of Multivariate Fractionally Integrated ProcessesShimotsu, Katsumi
2006 Enrollment Responses to Labour Market Conditions: A Study of the Canadian Market for Scientists and EngineersMajumdar, Sumon; Shimotsu, Katsumi
2006 Determining the Cointegrating Rank in Nonstationary Fractional Systems by the Exact Local Whittle ApproachShimotsu, Katsumi; Nielsen, Morten ├śrregaard
2006 Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete ChoicesKasahara, Hiroyuki; Shimotsu, Katsumi
2006 Simple (but effective) tests of long memory versus structural breaksShimotsu, Katsumi
2007 Nonparametric Identification and Estimation of Multivariate MixturesKasahara, Hiroyuki; Shimotsu, Katsumi
2007 Covariance-based orthogonality tests for regressors with unknown persistenceMaynard, Alex; Shimotsu, Katsumi
2007 Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance TestRen, Yu; Shimotsu, Katsumi
2007 Financial Market Integration and World Economic Stabilization toward Purchasing Power ParityOkimoto, Tatsuyoshi; Shimotsu, Katsumi
2008 Empirical likelihood block bootstrappingAllen, Jason; Gregory, Allan W.; Shimotsu, Katsumi
2008 Sequential estimation of structural models with a fixed point constraintKasahara, Hiroyuki; Shimotsu, Katsumi
2008 Empirical Likelihood Block BootstrappingAllen, Jason; Gregory, Allan W.; Shimotsu, Katsumi
2008 Sequential estimation of structural models with a fixed point constraintKasahara, Hiroyuki; Shimotsu, Katsumi
2013 Does an R&D Tax Credit Affect R&D Expenditure? The Japanese R&D Tax Credit Reform in 2003Kasahara, Hiroyuki; Shimotsu, Katsumi; Suzuki, Michio