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Local Whittle estimation of fractional integration and some of its variants
Shimotsu, Katsumi; Phillips, Peter C.B. - In: Journal of econometrics 130 (2006) 2, pp. 209-234
Persistent link: https://www.econbiz.de/10006748300
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Gaussian semiparametric estimation of multivariate fractionally integrated processes
Shimotsu, Katsumi - In: Journal of econometrics 137 (2007) 2, pp. 277-310
Persistent link: https://www.econbiz.de/10007604730
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Sequential Estimation of Structural Models With a Fixed Point Constraint
Kasahara, Hiroyuki; Shimotsu, Katsumi - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 5, pp. 2303-2320
Persistent link: https://www.econbiz.de/10010023939
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Exact local Whittle estimation of fractionally cointegrated systems
Shimotsu, Katsumi - In: Journal of econometrics 169 (2012) 2, pp. 266-279
Persistent link: https://www.econbiz.de/10009987064
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Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices
Kasahara, Hiroyuki; Shimotsu, Katsumi - In: Econometrica : journal of the Econometric Society, an … 77 (2009) 1, pp. 135-176
Persistent link: https://www.econbiz.de/10008160091
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COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE
Maynard, Alex; Shimotsu, Katsumi - In: Econometric theory 25 (2009) 1, pp. 63-116
Persistent link: https://www.econbiz.de/10008163719
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Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models
Kasahara, Hiroyuki; Shimotsu, Katsumi - In: Journal of econometrics 146 (2008) 1, pp. 92-106
Persistent link: https://www.econbiz.de/10008109081
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MAXIMAL UNIFORM CONVERGENCE RATES IN PARAMETRIC ESTIMATION PROBLEMS
Shimotsu, Katsumi - In: Econometric theory 26 (2010) 2, pp. 469-501
Persistent link: https://www.econbiz.de/10008388022
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Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity
Okimoto, Tatsuyoshi; Shimotsu, Katsumi - In: Journal of the Japanese and international economies : … 24 (2010) 3, pp. 395-412
Persistent link: https://www.econbiz.de/10008451124
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Empirical likelihood block bootstrapping
Allen, Jason; Gregory, Allan W.; Shimotsu, Katsumi - In: Journal of econometrics 161 (2011) 2, pp. 110-122
Persistent link: https://www.econbiz.de/10008877473