Katsumi Shimotsu : Citation Profile

Are you Katsumi Shimotsu?

University of Tokyo (90% share)
Queen's University (10% share)

13

H index

15

i10 index

830

Citations

RESEARCH PRODUCTION:

15

Articles

38

Papers

RESEARCH ACTIVITY:

   14 years (2000 - 2014). See details.
   Cites by year: 59
   Journals where Katsumi Shimotsu has often published
   Relations with other researchers
   Recent citing documents: 91.    Total self citations: 17 (2.01 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh189
   Updated: 2023-03-25    RAS profile: 2015-02-04    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Katsumi Shimotsu.

Is cited by:

Gil-Alana, Luis (32)

Sibbertsen, Philipp (31)

DE TRUCHIS, Gilles (25)

Yazgan, Ege (23)

Aguirregabiria, Victor (23)

Jochmans, Koen (23)

Nielsen, Morten (19)

Bonhomme, Stéphane (19)

Leschinski, Christian (19)

Stengos, Thanasis (17)

Phillips, Peter (16)

Cites to:

Phillips, Peter (19)

Andrews, Donald (12)

Velasco, Carlos (11)

Hall, Bronwyn (11)

Aguirregabiria, Victor (9)

Bollerslev, Tim (9)

Petersen, Bruce (9)

Kasahara, Hiroyuki (9)

Pakes, Ariel (9)

Rust, John (9)

Heckman, James (9)

Main data

Where Katsumi Shimotsu has published?

Journals with more than one article published# docs
Journal of Econometrics6
Econometrica2
Econometric Theory2
Journal of the Japanese and International Economies2

Working Papers Series with more than one paper published# docs
Working Paper / Economics Department, Queen's University13
Discussion Papers / Graduate School of Economics, Hitotsubashi University6
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University4
CESifo Working Paper Series / CESifo2
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo2

Recent works citing Katsumi Shimotsu (2022 and 2021)

YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

Full description at Econpapers || Download paper

2021Confidence set for group membership. (2018). Okui, Ryo ; Dzemski, Andreas. In: Papers. RePEc:arx:papers:1801.00332.

Full description at Econpapers || Download paper

2021Identification of Regression Models with a Misclassified and Endogenous Binary Regressor. (2019). Kasahara, Hiroyuki ; Shimotsu, Katsumi. In: Papers. RePEc:arx:papers:1904.11143.

Full description at Econpapers || Download paper

2021Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games. (2019). Blevins, Jason ; Dearing, Adam. In: Papers. RePEc:arx:papers:1912.10488.

Full description at Econpapers || Download paper

2021Efficient closed-form estimation of large spatial autoregressions. (2020). Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2008.12395.

Full description at Econpapers || Download paper

2021Duality in dynamic discrete-choice models. (2021). Galichon, Alfred ; Shum, Matt ; Chiong, Khai Xiang. In: Papers. RePEc:arx:papers:2102.06076.

Full description at Econpapers || Download paper

2021Inference on two component mixtures under tail restrictions. (2021). Henry, Marc ; Salani, Bernard ; Jochmans, Koen. In: Papers. RePEc:arx:papers:2102.06232.

Full description at Econpapers || Download paper

2021Monitoring the pandemic: A fractional filter for the COVID-19 contact rate. (2021). Hartl, Tobias. In: Papers. RePEc:arx:papers:2102.10067.

Full description at Econpapers || Download paper

2023Nested Pseudo Likelihood Estimation of Continuous-Time Dynamic Discrete Games. (2021). Blevins, Jason ; Kim, Minhae. In: Papers. RePEc:arx:papers:2108.02182.

Full description at Econpapers || Download paper

2021Dynamic Games in Empirical Industrial Organization. (2021). Aguirregabiria, Victor ; Ryan, Stephen P ; Collard-Wexler, Allan. In: Papers. RePEc:arx:papers:2109.01725.

Full description at Econpapers || Download paper

2022Identifying Dynamic Discrete Choice Models with Hyperbolic Discounting. (2021). Tsubota, Taiga. In: Papers. RePEc:arx:papers:2111.10721.

Full description at Econpapers || Download paper

2022Continuous permanent unobserved heterogeneity in dynamic discrete choice models. (2022). Bunting, Jackson. In: Papers. RePEc:arx:papers:2202.03960.

Full description at Econpapers || Download paper

2022A Classifier-Lasso Approach for Estimating Production Functions with Latent Group Structures. (2022). Czarnowske, Daniel. In: Papers. RePEc:arx:papers:2203.02220.

Full description at Econpapers || Download paper

2022Indirect Inference for Nonlinear Panel Models with Fixed Effects. (2022). Chen, Shuowen. In: Papers. RePEc:arx:papers:2203.10683.

Full description at Econpapers || Download paper

2022Estimating Dynamic Games with Unknown Information Structure. (2022). Koh, Paul S. In: Papers. RePEc:arx:papers:2205.03706.

Full description at Econpapers || Download paper

2022Instrumented Common Confounding. (2022). Tien, Christian. In: Papers. RePEc:arx:papers:2206.12919.

Full description at Econpapers || Download paper

2022A Structural Model for Network Games with Incomplete Information. (2022). Garc, Leidy ; Centeno, Alex. In: Papers. RePEc:arx:papers:2209.08380.

Full description at Econpapers || Download paper

2022Testing the Number of Components in Finite Mixture Normal Regression Model with Panel Data. (2022). Kasahara, Hiroyuki ; Hao, YU. In: Papers. RePEc:arx:papers:2210.02824.

Full description at Econpapers || Download paper

2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235.

Full description at Econpapers || Download paper

2022Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood. (2022). Jasiak, Joann ; Gourieroux, Christian. In: Papers. RePEc:arx:papers:2211.11876.

Full description at Econpapers || Download paper

2023Identification in a Binary Choice Panel Data Model with a Predetermined Covariate. (2023). Graham, Bryan S ; Dano, Kevin ; Bonhomme, St'Ephane. In: Papers. RePEc:arx:papers:2301.05733.

Full description at Econpapers || Download paper

2022Announcement Effect of COVID-19 on Cryptocurrencies. (2022). , Nduka ; Nwanneka, Kodili ; Usman, Nuruddeen. In: Asian Economics Letters. RePEc:ayb:jrnael:57.

Full description at Econpapers || Download paper

2021Testing the law of one-price in the US gasoline market: a long memory approach. (2021). Lagravinese, Raffaele ; de Pascale, Gianluigi ; Barassi, Marco R. In: SERIES. RePEc:bai:series:series_wp_03-2021.

Full description at Econpapers || Download paper

2021DOES REDUCTION IN THE TAX CREDIT RATE RETARD R&D ACTIVITY? EVIDENCE FROM TAIWANS R&D TAX CREDIT REFORM IN 2010. (2021). Huang, Chiahui ; Yang, Chihhai ; Chang, Weihsuan. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:39:y:2021:i:2:p:398-415.

Full description at Econpapers || Download paper

2021Why do life insurance policyholders lapse? The roles of income, health, and bequest motive shocks. (2021). Fang, Hanming ; Kung, Edward. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:4:p:937-970.

Full description at Econpapers || Download paper

2021Consumption, Aggregate Wealth and Expected Stock Returns: An FCVAR Approach. (2021). Quineche, Ricardo. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:21-42:n:4.

Full description at Econpapers || Download paper

2021Equilibrium multiplicity in dynamic games: testing and estimation. (2021). Otsu, Taisuke ; Pesendorfer, Martin. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:618.

Full description at Econpapers || Download paper

2022Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis. (2022). Gil-Alana, Luis A ; de Dios, Jose Javier ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9950.

Full description at Econpapers || Download paper

2021Benefit-Cost Analysis of Federal and Provincial SR&ED Investment Tax Credits. (2021). Lester, John. In: SPP Research Papers. RePEc:clh:resear:v:14:y:2021:i:1.

Full description at Econpapers || Download paper

2021A Structural Model of a Multitasking Salesforce: Multidimensional Incentives and Plan Design. (2021). Kim, Minkyung ; Uetake, Kosuke ; Sudhir, K. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2199r.

Full description at Econpapers || Download paper

2021Nudging against panic selling: Making use of the IKEA effect. (2021). Rieger, Marc Oliver ; Ashtiani, Amin Zokaei ; Stutz, David. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000460.

Full description at Econpapers || Download paper

2021Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis. (2021). Bannour, Nawres ; ben Saad, Mouna ; Boubaker, Heni. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:592-608.

Full description at Econpapers || Download paper

2022Testing for no cointegration in vector autoregressions with estimated degree of fractional integration. (2022). Demetrescu, Matei ; Salish, Nazarii ; Kusin, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321002832.

Full description at Econpapers || Download paper

2021Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115.

Full description at Econpapers || Download paper

2021Testing for observation-dependent regime switching in mixture autoregressive models. (2021). Saikkonen, Pentti ; Meitz, Mika. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:601-624.

Full description at Econpapers || Download paper

2021Dynamic decisions under subjective expectations: A structural analysis. (2021). Hu, Yingyao ; An, Yonghong ; Xiao, Ruli. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:645-675.

Full description at Econpapers || Download paper

2021Linear IV regression estimators for structural dynamic discrete choice models. (2021). Scott, Paul T ; Kalouptsidi, Myrto ; Souza-Rodrigues, Eduardo. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:778-804.

Full description at Econpapers || Download paper

2021Sufficient statistics for unobserved heterogeneity in structural dynamic logit models. (2021). Aguirregabiria, Victor ; Luo, Yao. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:2:p:280-311.

Full description at Econpapers || Download paper

2021Consistent inference for predictive regressions in persistent economic systems. (2021). Andersen, Torben ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:215-244.

Full description at Econpapers || Download paper

2022Identification of dynamic games with unobserved heterogeneity and multiple equilibria. (2022). Xiao, Ruli ; Luo, Yao. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:343-367.

Full description at Econpapers || Download paper

2022Estimating unobserved individual heterogeneity using pairwise comparisons. (2022). Tang, Xun ; Song, Kyungchul ; Krasnokutskaya, Elena. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:477-497.

Full description at Econpapers || Download paper

2022Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers. (2022). Chang, Chia-Lin ; Asai, Manabu ; McAleer, Michael. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:285-304.

Full description at Econpapers || Download paper

2022Residual-augmented IVX predictive regression. (2022). Rodrigues, Paulo ; Demetrescu, Matei. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:2:p:429-460.

Full description at Econpapers || Download paper

2022Testing for parameter instability and structural change in persistent predictive regressions. (2022). Varneskov, Rasmus T ; Andersen, Torben G. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:361-386.

Full description at Econpapers || Download paper

2021Cyclical fractional cointegration. (2021). Sibbertsen, Philipp ; Voges, Michelle. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:114-129.

Full description at Econpapers || Download paper

2022Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics. (2022). Qi, Yinshu ; Ren, Xiaohang ; Duan, Kun ; Li, Yiying. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pb:s0360544222010751.

Full description at Econpapers || Download paper

2022War, pandemics, and modern economic growth in Europe. (2022). Rodriguez-Caballero, Vladimir C ; de la Escosura, Leandro Prados. In: Explorations in Economic History. RePEc:eee:exehis:v:86:y:2022:i:c:s0014498322000456.

Full description at Econpapers || Download paper

2021Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach. (2021). Ye, Jinqiang ; Urquhart, Andrew ; Li, Zeming ; Duan, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000685.

Full description at Econpapers || Download paper

2022Sentiment and stock market connectedness: Evidence from the U.S. – China trade war. (2022). Zhong, Angel ; Hu, Xiaolu ; Do, Hung ; Bissoondoyal-Bheenick, Emawtee. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000114.

Full description at Econpapers || Download paper

2021Nonparametric tests for Optimal Predictive Ability. (2021). Potì, Valerio ; Karabati, Selcuk ; Poti, Valerio ; Post, Thierry ; Arvanitis, Stelios. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:881-898.

Full description at Econpapers || Download paper

2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

Full description at Econpapers || Download paper

2021The impact of the term spread in US monetary policy from 1870 to 2013. (2021). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:230-251.

Full description at Econpapers || Download paper

2022Persistence and volatility spillovers of bitcoin price to gold and silver prices. (2022). Vo, Xuan Vinh ; Lukman, Adewale F ; Yaya, Olaoluwa S. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004548.

Full description at Econpapers || Download paper

2021Revisiting the relations between Hurst exponent and fractional differencing parameter for long memory. (2021). Huang, Yirong ; Lin, Yan ; Luo, YI ; Ding, Liang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309018.

Full description at Econpapers || Download paper

2022Estimation of discrete choice network models with missing outcome data. (2022). Liu, Xiaodong ; Kiefer, Hua ; Chen, Denghui. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:97:y:2022:i:c:s0166046222000734.

Full description at Econpapers || Download paper

2021R&D tax credit and innovation: Evidence from private firms in india. (2021). Sharma, Ruchi ; Jose, Manu ; Ivus, Olena. In: Research Policy. RePEc:eee:respol:v:50:y:2021:i:1:s0048733320302031.

Full description at Econpapers || Download paper

2021Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach. (2021). Umar, Zaghum ; Tiwari, Aviral Kumar ; Alqahtani, Faisal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000246.

Full description at Econpapers || Download paper

2023Asymptotic normality of wavelet covariances and multivariate wavelet Whittle estimators. (2023). Gannaz, Irene. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:155:y:2023:i:c:p:485-534.

Full description at Econpapers || Download paper

2023Equilibrium multiplicity in dynamic games: testing and estimation. (2022). Pesendorfer, Martin ; Otsu, Taisuke. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:113588.

Full description at Econpapers || Download paper

2022Aggregating distributional treatment effects: a Bayesian hierarchical analysis of the microcredit literature. (2022). Meager, Rachael. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115559.

Full description at Econpapers || Download paper

2022Multinominal choice with social interactions: occupations in Victorian London. (2022). Mohnen, Myra ; Guerra, Jose Alberto . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115715.

Full description at Econpapers || Download paper

2021Integration and Disintegration of EMU Government Bond Markets. (2021). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:13-:d:517289.

Full description at Econpapers || Download paper

2021Temperature Anomalies, Long Memory, and Aggregation. (2021). Vera-Valdés, J. Eduardo ; Vera-Valdes, Eduardo J. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:9-:d:509830.

Full description at Econpapers || Download paper

2021Measuring Macroeconomic Convergence and Divergence within EMU Using Long Memory. (2020). Sibbertsen, Philipp ; Dräger, Lena ; Drager, Lena. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-675.

Full description at Econpapers || Download paper

2022Estimation and Testing in a Perturbed Multivariate Long Memory Framework. (2022). Sibbertsen, Philipp ; Less, Vivien. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-704.

Full description at Econpapers || Download paper

2021The Effects of R&D Tax Incentive Reform on R&D Expenditures: The Case of 2009 Reform in Japan. (2021). Okamuro, Hiroyuki ; Sakuma, Yohei. In: TDB-CAREE Discussion Paper Series. RePEc:hit:tdbcdp:e-2021-04.

Full description at Econpapers || Download paper

2022Designing Cash Transfers in the Presence of Childrens Human Capital Formation. (2022). Mullins, Joseph. In: Working Papers. RePEc:hka:wpaper:2022-019.

Full description at Econpapers || Download paper

2021The Econometrics of Unobservables -- Latent Variable and Measurement Error Models and Their Applications in Empirical Industrial Organization and Labor Economics. (2021). Hu, Yingyao. In: Economics Working Paper Archive. RePEc:jhu:papers:64578.

Full description at Econpapers || Download paper

2022Presidential approval in Peru: an empirical analysis using a fractionally cointegrated VAR. (2022). Rodríguez, Gabriel ; Rodriguez, Gabriel ; Saravia, Alexander Boca. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:3:d:10.1007_s10644-021-09374-0.

Full description at Econpapers || Download paper

2021Explaining Heterogeneity in Risk Preferences Using a Finite Mixture Model. (2021). Hajimoladarvish, Narges. In: Journal of Money and Economy. RePEc:mbr:jmonec:v:16:y:2021:i:4:p:533-554.

Full description at Econpapers || Download paper

2021Structural Models: Inception and Frontier. (2021). Galiani, Sebastian ; Pantano, Juan. In: NBER Working Papers. RePEc:nbr:nberwo:28698.

Full description at Econpapers || Download paper

2022Nonparametric estimation of customer segments from censored sales panel data. (2022). Cleophas, Catherine ; Jorg, Johannes F. In: Journal of Revenue and Pricing Management. RePEc:pal:jorapm:v:21:y:2022:i:4:d:10.1057_s41272-021-00339-6.

Full description at Econpapers || Download paper

2022Persistence and Volatility Spillovers of Bitcoin price to Gold and Silver prices. (2022). Vo, Xuan Vinh ; Lukman, Adewale F ; Yaya, Olaoluwa A. In: MPRA Paper. RePEc:pra:mprapa:114521.

Full description at Econpapers || Download paper

2021Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume. (2021). Taylor, Robert ; Rodrigues, Paulo ; Rubia, Antonio ; Balboa, Marina. In: Working Papers. RePEc:ptu:wpaper:w202102.

Full description at Econpapers || Download paper

2021Modeling fractional cointegration between high and low stock prices in Asian countries. (2021). Sibbertsen, Philipp ; Afzal, Alia. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01784-4.

Full description at Econpapers || Download paper

2022True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods. (2022). Mokni, Khaled ; Gil-Alana, Luis Alberiko ; Assaf, Ata. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:3:d:10.1007_s00181-021-02165-6.

Full description at Econpapers || Download paper

2021Revisiting the literature on the dynamic Environmental Kuznets Curves using a latent structure approach. (2021). Mazzanti, Massimiliano ; Chakraborty, Saptorshee Kanto. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:38:y:2021:i:3:d:10.1007_s40888-021-00232-w.

Full description at Econpapers || Download paper

2021A comparison of semiparametric tests for fractional cointegration. (2021). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle. In: Statistical Papers. RePEc:spr:stpapr:v:62:y:2021:i:4:d:10.1007_s00362-020-01169-1.

Full description at Econpapers || Download paper

2021Revisiting the literature on the dynamic Environmental Kuznets Curves using a latent structure approach. (2021). Chakraborty, Saptorshee Kanto ; Mazzanti, Massimiliano. In: SEEDS Working Papers. RePEc:srt:wpaper:0521.

Full description at Econpapers || Download paper

2021Dynamic Games in Empirical Industrial Organization. (2021). Aguirregabiria, Victor ; Ryan, Stephen P ; Collard-Wexler, Allan. In: Working Papers. RePEc:tor:tecipa:tecipa-706.

Full description at Econpapers || Download paper

2021Discrete-Continuous Dynamic Choice Models: Identification and Conditional Choice Probability Estimation. (2021). Bruneel-Zupanc, Christophe Alain. In: TSE Working Papers. RePEc:tse:wpaper:125232.

Full description at Econpapers || Download paper

2021Identification Of Mixtures Of Dynamic Discrete Choices. (2021). Jochmans, Koen ; Higgins, Ayden. In: TSE Working Papers. RePEc:tse:wpaper:126197.

Full description at Econpapers || Download paper

2022Learning Markov Processes with Latent Variables From Longitudinal Data. (2022). Higgins, Ayden ; Jochmans, Koen. In: TSE Working Papers. RePEc:tse:wpaper:127401.

Full description at Econpapers || Download paper

2022Borrowing in Unsettled Times and Cash Holdings Afterwards. (2022). Ogura, Yoshiaki ; Cai, Yue ; Orihara, Masanori. In: Working Papers. RePEc:wap:wpaper:2207.

Full description at Econpapers || Download paper

2021BOOSTING: WHY YOU CAN USE THE HP FILTER. (2021). Shi, Zhentao ; PEter, . In: International Economic Review. RePEc:wly:iecrev:v:62:y:2021:i:2:p:521-570.

Full description at Econpapers || Download paper

2021STRUCTURAL ANALYSIS OF TULLOCK CONTESTS WITH AN APPLICATION TO U.S. HOUSE OF REPRESENTATIVES ELECTIONS. (2021). He, Ming ; Huang, Yangguang. In: International Economic Review. RePEc:wly:iecrev:v:62:y:2021:i:3:p:1011-1054.

Full description at Econpapers || Download paper

2021Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume. (2021). Taylor, Robert ; Rodrigues, Paulo ; Rubia, Antonio ; Balboa, Marina. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:5:p:544-565.

Full description at Econpapers || Download paper

2021Identification of counterfactuals in dynamic discrete choice models. (2021). Souzarodrigues, Eduardo ; Scott, Paul T ; Kalouptsidi, Myrto. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:2:p:351-403.

Full description at Econpapers || Download paper

2021Imposing equilibrium restrictions in the estimation of dynamic discrete games. (2021). Aguirregabiria, Victor ; Marcoux, Mathieu. In: Quantitative Economics. RePEc:wly:quante:v:12:y:2021:i:4:p:1223-1271.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021How does the evolution of R&D tax incentives schemes impact their effectiveness? Evidence from a meta-analysis. (2021). Steinbrenner, Daniela ; Blandinieres, Florence. In: ZEW Discussion Papers. RePEc:zbw:zewdip:21020.

Full description at Econpapers || Download paper

Works by Katsumi Shimotsu:

YearTitleTypeCited
2008Empirical Likelihood Block Bootstrapping In: Staff Working Papers.
[Full Text][Citation analysis]		paper13
2011Empirical likelihood block bootstrapping.(2011) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2010Empirical Likelihood Block Bootstrapping.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2008Empirical Likelihood Block Bootstrapping.(2008) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2014Modified Quasi-Likelihood Ratio Test for Regime Switching In: The Japanese Economic Review.
[Full Text][Citation analysis]		article3
2014Non-parametric identification and estimation of the number of components in multivariate mixtures In: Journal of the Royal Statistical Society Series B.
[Full Text][Citation analysis]		article20
2012Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures.(2012) In: Global COE Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2012Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures.(2012) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2008Sequential Estimation of Structural Models with a Fixed Point Constraint In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper37
2012Sequential Estimation of Structural Models With a Fixed Point Constraint.(2012) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		article
2009Sequential Estimation of Structural Models with a Fixed Point Constraint.(2009) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2008Sequential Estimation Of Structural Models With A Fixed Point Constraint.(2008) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2013Does an R&D Tax Credit Affect R&D Expenditure? The Japanese R&D Tax Credit Reform in 2003 In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper9
2014Does an R&D tax credit affect R&D expenditure? The Japanese R&D tax credit reform in 2003.(2014) In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2013Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 In: CARF F-Series.
[Full Text][Citation analysis]		paper1
2012Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003.(2012) In: Global COE Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2009COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE In: Econometric Theory.
[Full Text][Citation analysis]		article9
2004Covariance-based orthogonality tests for regressors with unknown persistence.(2004) In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2004Covariance-based orthogonality tests for regressors with unknown persistence.(2004) In: Econometric Society 2004 North American Summer Meetings.
[Citation analysis]
This paper has another version. Agregated cites: 9		paper
2007Covariance-based Orthogonality Tests For Regressors With Unknown Persistence.(2007) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2010EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND In: Econometric Theory.
[Full Text][Citation analysis]		article137
2006Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend.(2006) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 137		paper
2000Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper7
2003Local Whittle Estimation in Nonstationary and Unit Root Cases In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper30
2000Pooled Log Periodogram Regression In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper31
2004Exact Local Whittle Estimation of Fractional Integration In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper36
2009Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices In: Econometrica.
[Full Text][Citation analysis]		article144
2006Local Whittle estimation of fractional integration and some of its variants In: Journal of Econometrics.
[Full Text][Citation analysis]		article64
2007Gaussian semiparametric estimation of multivariate fractionally integrated processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article58
2006Gaussian Semiparametric Estimation Of Multivariate Fractionally Integrated Processes.(2006) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 58		paper
2007Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article60
2006Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach.(2006) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60		paper
2008Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
2012Exact local Whittle estimation of fractionally cointegrated systems In: Journal of Econometrics.
[Full Text][Citation analysis]		article50
2010Exact Local Whittle Estimation of Fractionally Cointegrated Systems.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50		paper
2009Improvement in finite sample properties of the Hansen-Jagannathan distance test In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article11
2007Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test.(2007) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2010Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article7
2010Decline in the Persistence of Real Exchange Rates : But Not Sufficient for Purchasing Power Parity.(2010) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2011How Much Do R&D Tax Credits Affect R&D Expenditures? Japanese tax credit reform in 2003 In: Discussion papers.
[Full Text][Citation analysis]		paper1
2014The Effect of Large-Scale Retailers on Price Level: Evidence from Japanese data for 1977-1992 In: Discussion papers.
[Full Text][Citation analysis]		paper0
2010Nonparametric Identification of Multivariate Mixtures In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2011Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity In: Discussion Papers.
[Full Text][Citation analysis]		paper5
2012Testing the Number of Components in Finite Mixture Models In: Global COE Hi-Stat Discussion Paper Series.
[Full Text][Citation analysis]		paper3
2012Testing the Number of Components in Finite Mixture Models.(2012) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2006Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models In: Working Paper.
[Full Text][Citation analysis]		paper2
2006Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models.(2006) In: University of Western Ontario, Departmental Research Report Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2006Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices In: Working Paper.
[Full Text][Citation analysis]		paper3
2006Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices.(2006) In: University of Western Ontario, Departmental Research Report Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2006Simple (but Effective) Tests Of Long Memory Versus Structural Breaks In: Working Paper.
[Full Text][Citation analysis]		paper67
2006Enrollment Responses To Labour Market Conditions: A Study Of The Canadian Market For Scientists And Engineers In: Working Paper.
[Full Text][Citation analysis]		paper0
2007Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity In: Working Paper.
[Full Text][Citation analysis]		paper1
2007Nonparametric Identification And Estimation Of Multivariate Mixtures In: Working Paper.
[Full Text][Citation analysis]		paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2023. Contact: CitEc Team