Katsumi Shimotsu
Personal Details
First Name: | Katsumi |
Middle Name: | |
Last Name: | Shimotsu |
Suffix: | |
RePEc Short-ID: | psh189 |
[This author has chosen not to make the email address public] | |
http://shimotsu.web.fc2.com | |
Terminal Degree: | 2000 Economics Department; Yale University (from RePEc Genealogy) |
Affiliation
(90%) Faculty of Economics
University of Tokyo
Tokyo, Japanhttp://www.e.u-tokyo.ac.jp/
RePEc:edi:fetokjp (more details at EDIRC)
(10%) Economics Department
Queen's University
Kingston, Canadahttp://www.econ.queensu.ca/
RePEc:edi:qedquca (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- SHIMOTSU Katsumi, 2014. "The Effect of Large-Scale Retailers on Price Level: Evidence from Japanese data for 1977-1992," Discussion papers 14013, Research Institute of Economy, Trade and Industry (RIETI).
- Hiroyuki Kasahara & Katsumi Shimotsu & Michio Suzuki, 2013.
"Does an R&D Tax Credit Affect R&D Expenditure? The Japanese R&D Tax Credit Reform in 2003,"
CESifo Working Paper Series
4451, CESifo.
- Kasahara, Hiroyuki & Shimotsu, Katsumi & Suzuki, Michio, 2014. "Does an R&D tax credit affect R&D expenditure? The Japanese R&D tax credit reform in 2003," Journal of the Japanese and International Economies, Elsevier, vol. 31(C), pages 72-97.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2012.
"Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures,"
CIRJE F-Series
CIRJE-F-866, CIRJE, Faculty of Economics, University of Tokyo.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2014. "Non-parametric identification and estimation of the number of components in multivariate mixtures," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(1), pages 97-111, January.
- Kasahara Hiroyuki & Shimotsu Katsumi, 2012. "Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures," Global COE Hi-Stat Discussion Paper Series gd12-247, Institute of Economic Research, Hitotsubashi University.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2012.
"Testing the Number of Components in Finite Mixture Models,"
CIRJE F-Series
CIRJE-F-867, CIRJE, Faculty of Economics, University of Tokyo.
- Kasahara Hiroyuki & Shimotsu Katsumi, 2012. "Testing the Number of Components in Finite Mixture Models," Global COE Hi-Stat Discussion Paper Series gd12-259, Institute of Economic Research, Hitotsubashi University.
- Hiroyuki Kasahara, & Katsumi Shimotsu & Michio Suzuki, 2012.
"Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003,"
CARF F-Series
CARF-F-275, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, revised Oct 2013.
- Hiroyuki Kasahara & Katsumi Shimotsu & Michio Suzuki, 2012. "Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003," Global COE Hi-Stat Discussion Paper Series gd11-220, Institute of Economic Research, Hitotsubashi University.
- Kasahara, Hiroyuki & 笠原, 博幸 & Shimotsu, Katsumi & 下津, 克己, 2011. "Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity," Discussion Papers 2011-03, Graduate School of Economics, Hitotsubashi University.
- KASAHARA Hiroyuki & SHIMOTSU Katsumi & SUZUKI Michio, 2011. "How Much Do R&D Tax Credits Affect R&D Expenditures? Japanese tax credit reform in 2003," Discussion papers 11072, Research Institute of Economy, Trade and Industry (RIETI).
- OKIMOTO, Tatsuyoshi & 沖本, 竜義 & SHIMOTSU, Katsumi & 下津, 克己, 2010.
"Decline in the Persistence of Real Exchange Rates : But Not Sufficient for Purchasing Power Parity,"
Discussion Papers
2010-06, Graduate School of Economics, Hitotsubashi University.
- Okimoto, Tatsuyoshi & Shimotsu, Katsumi, 2010. "Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 395-411, September.
- Kasahara, Hiroyuki & 笠原, 博幸 & Shimotsu, Katsumi & 下津, 克己, 2010. "Nonparametric Identification of Multivariate Mixtures," Discussion Papers 2010-09, Graduate School of Economics, Hitotsubashi University.
- Shimotsu, Katsumi & 下津, 克己, 2010.
"Exact Local Whittle Estimation of Fractionally Cointegrated Systems,"
Discussion Papers
2010-11, Graduate School of Economics, Hitotsubashi University.
- Shimotsu, Katsumi, 2012. "Exact local Whittle estimation of fractionally cointegrated systems," Journal of Econometrics, Elsevier, vol. 169(2), pages 266-278.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2008.
"Sequential Estimation Of Structural Models With A Fixed Point Constraint,"
Working Paper
1192, Economics Department, Queen's University.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2012. "Sequential Estimation of Structural Models With a Fixed Point Constraint," Econometrica, Econometric Society, vol. 80(5), pages 2303-2319, September.
- Kasahara, Hiroyuki & 笠原, 博幸 & Shimotsu, Katsumi & 下津, 克己, 2009. "Sequential Estimation of Structural Models with a Fixed Point Constraint," Discussion Papers 2009-18, Graduate School of Economics, Hitotsubashi University.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2008. "Sequential Estimation of Structural Models with a Fixed Point Constraint," CESifo Working Paper Series 2507, CESifo.
- Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008.
"Empirical Likelihood Block Bootstrapping,"
Working Paper
1156, Economics Department, Queen's University.
- Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2011. "Empirical likelihood block bootstrapping," Journal of Econometrics, Elsevier, vol. 161(2), pages 110-121, April.
- Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Staff Working Papers 08-18, Bank of Canada.
- Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi & 下津, 克己, 2010. "Empirical Likelihood Block Bootstrapping," Discussion Papers 2010-01, Graduate School of Economics, Hitotsubashi University.
- Tatsuyoshi Okimoto & Katsumi Shimotsu, 2007. "Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity," Working Paper 1138, Economics Department, Queen's University.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2007. "Nonparametric Identification And Estimation Of Multivariate Mixtures," Working Paper 1153, Economics Department, Queen's University.
- Yu Ren & Katsumi Shimotsu, 2007.
"Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test,"
Working Paper
1126, Economics Department, Queen's University.
- Ren, Yu & Shimotsu, Katsumi, 2009. "Improvement in finite sample properties of the Hansen-Jagannathan distance test," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 483-506, June.
- Katsumi Shimotsu & Sumon Majumdar, 2006. "Enrollment Responses To Labour Market Conditions: A Study Of The Canadian Market For Scientists And Engineers," Working Paper 1105, Economics Department, Queen's University.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2006.
"Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models,"
University of Western Ontario, Departmental Research Report Series
20064, University of Western Ontario, Department of Economics.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models," Working Paper 1063, Economics Department, Queen's University.
- Katsumi Shimotsu, 2006. "Simple (but Effective) Tests Of Long Memory Versus Structural Breaks," Working Paper 1101, Economics Department, Queen's University.
- Morten Ø. Nielsen & Katsumi Shimotsu, 2006.
"Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach,"
Working Paper
1029, Economics Department, Queen's University.
- Nielsen, Morten Orregaard & Shimotsu, Katsumi, 2007. "Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach," Journal of Econometrics, Elsevier, vol. 141(2), pages 574-596, December.
- Katsumi Shimotsu, 2006.
"Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend,"
Working Paper
1061, Economics Department, Queen's University.
- Shimotsu, Katsumi, 2010. "Exact Local Whittle Estimation Of Fractional Integration With Unknown Mean And Time Trend," Econometric Theory, Cambridge University Press, vol. 26(2), pages 501-540, April.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2006.
"Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices,"
Working Paper
1092, Economics Department, Queen's University.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices," University of Western Ontario, Departmental Research Report Series 20065, University of Western Ontario, Department of Economics.
- Katsumi Shimotsu, 2006.
"Gaussian Semiparametric Estimation Of Multivariate Fractionally Integrated Processes,"
Working Paper
1062, Economics Department, Queen's University.
- Shimotsu, Katsumi, 2007. "Gaussian semiparametric estimation of multivariate fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 137(2), pages 277-310, April.
- Katsumi Shimotsu & Alex Maynard, 2004.
"Covariance-based orthogonality tests for regressors with unknown persistence,"
Econometric Society 2004 North American Summer Meetings
536, Econometric Society.
- Maynard, Alex & Shimotsu, Katsumi, 2009. "Covariance-Based Orthogonality Tests For Regressors With Unknown Persistence," Econometric Theory, Cambridge University Press, vol. 25(1), pages 63-116, February.
- Katsumi Shimotsu & Alex Maynard, 2004. "Covariance-based orthogonality tests for regressors with unknown persistence," Econometric Society 2004 Far Eastern Meetings 518, Econometric Society.
- Alex Maynard & Katsumi Shimotsu, 2007. "Covariance-based Orthogonality Tests For Regressors With Unknown Persistence," Working Paper 1122, Economics Department, Queen's University.
- Katsumi Shimotsu & Peter C.B. Phillips, 2002.
"Exact Local Whittle Estimation of Fractional Integration,"
Cowles Foundation Discussion Papers
1367, Cowles Foundation for Research in Economics, Yale University, revised Jul 2004.
- Shimotsu, Katsumi & Phillips, Peter C B, 2002. "Exact Local Whittle Estimation of Fractional Integration," Economics Discussion Papers 8838, University of Essex, Department of Economics.
- Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case," Cowles Foundation Discussion Papers 1265, Cowles Foundation for Research in Economics, Yale University.
- Katsumi Shimotsu & Peter C.B. Phillips, 2000.
"Pooled Log Periodogram Regression,"
Cowles Foundation Discussion Papers
1267, Cowles Foundation for Research in Economics, Yale University.
- Katsumi Shimotsu & Peter C. B. Phillips, 2002. "Pooled Log Periodogram Regression," Journal of Time Series Analysis, Wiley Blackwell, vol. 23(1), pages 57-93, January.
- Katsumi Shimotsu & Peter C.B. Phillips, 2000. "Local Whittle Estimation in Nonstationary and Unit Root Cases," Cowles Foundation Discussion Papers 1266, Cowles Foundation for Research in Economics, Yale University, revised Sep 2003.
Articles
- Hiroyuki Kasahara & Tatsuyoshi Okimoto & Katsumi Shimotsu, 2014. "Modified Quasi-Likelihood Ratio Test for Regime Switching," The Japanese Economic Review, Japanese Economic Association, vol. 65(1), pages 25-41, March.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2014.
"Non-parametric identification and estimation of the number of components in multivariate mixtures,"
Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(1), pages 97-111, January.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2012. "Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures," CIRJE F-Series CIRJE-F-866, CIRJE, Faculty of Economics, University of Tokyo.
- Kasahara Hiroyuki & Shimotsu Katsumi, 2012. "Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures," Global COE Hi-Stat Discussion Paper Series gd12-247, Institute of Economic Research, Hitotsubashi University.
- Kasahara, Hiroyuki & Shimotsu, Katsumi & Suzuki, Michio, 2014.
"Does an R&D tax credit affect R&D expenditure? The Japanese R&D tax credit reform in 2003,"
Journal of the Japanese and International Economies, Elsevier, vol. 31(C), pages 72-97.
- Hiroyuki Kasahara & Katsumi Shimotsu & Michio Suzuki, 2013. "Does an R&D Tax Credit Affect R&D Expenditure? The Japanese R&D Tax Credit Reform in 2003," CESifo Working Paper Series 4451, CESifo.
- Shimotsu, Katsumi, 2012.
"Exact local Whittle estimation of fractionally cointegrated systems,"
Journal of Econometrics, Elsevier, vol. 169(2), pages 266-278.
- Shimotsu, Katsumi & 下津, 克己, 2010. "Exact Local Whittle Estimation of Fractionally Cointegrated Systems," Discussion Papers 2010-11, Graduate School of Economics, Hitotsubashi University.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2012.
"Sequential Estimation of Structural Models With a Fixed Point Constraint,"
Econometrica, Econometric Society, vol. 80(5), pages 2303-2319, September.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2008. "Sequential Estimation Of Structural Models With A Fixed Point Constraint," Working Paper 1192, Economics Department, Queen's University.
- Kasahara, Hiroyuki & 笠原, 博幸 & Shimotsu, Katsumi & 下津, 克己, 2009. "Sequential Estimation of Structural Models with a Fixed Point Constraint," Discussion Papers 2009-18, Graduate School of Economics, Hitotsubashi University.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2008. "Sequential Estimation of Structural Models with a Fixed Point Constraint," CESifo Working Paper Series 2507, CESifo.
- Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2011.
"Empirical likelihood block bootstrapping,"
Journal of Econometrics, Elsevier, vol. 161(2), pages 110-121, April.
- Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Staff Working Papers 08-18, Bank of Canada.
- Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi & 下津, 克己, 2010. "Empirical Likelihood Block Bootstrapping," Discussion Papers 2010-01, Graduate School of Economics, Hitotsubashi University.
- Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Paper 1156, Economics Department, Queen's University.
- Okimoto, Tatsuyoshi & Shimotsu, Katsumi, 2010.
"Decline in the persistence of real exchange rates, but not sufficient for purchasing power parity,"
Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 395-411, September.
- OKIMOTO, Tatsuyoshi & 沖本, 竜義 & SHIMOTSU, Katsumi & 下津, 克己, 2010. "Decline in the Persistence of Real Exchange Rates : But Not Sufficient for Purchasing Power Parity," Discussion Papers 2010-06, Graduate School of Economics, Hitotsubashi University.
- Shimotsu, Katsumi, 2010.
"Exact Local Whittle Estimation Of Fractional Integration With Unknown Mean And Time Trend,"
Econometric Theory, Cambridge University Press, vol. 26(2), pages 501-540, April.
- Katsumi Shimotsu, 2006. "Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend," Working Paper 1061, Economics Department, Queen's University.
- Ren, Yu & Shimotsu, Katsumi, 2009.
"Improvement in finite sample properties of the Hansen-Jagannathan distance test,"
Journal of Empirical Finance, Elsevier, vol. 16(3), pages 483-506, June.
- Yu Ren & Katsumi Shimotsu, 2007. "Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test," Working Paper 1126, Economics Department, Queen's University.
- Maynard, Alex & Shimotsu, Katsumi, 2009.
"Covariance-Based Orthogonality Tests For Regressors With Unknown Persistence,"
Econometric Theory, Cambridge University Press, vol. 25(1), pages 63-116, February.
- Katsumi Shimotsu & Alex Maynard, 2004. "Covariance-based orthogonality tests for regressors with unknown persistence," Econometric Society 2004 North American Summer Meetings 536, Econometric Society.
- Katsumi Shimotsu & Alex Maynard, 2004. "Covariance-based orthogonality tests for regressors with unknown persistence," Econometric Society 2004 Far Eastern Meetings 518, Econometric Society.
- Alex Maynard & Katsumi Shimotsu, 2007. "Covariance-based Orthogonality Tests For Regressors With Unknown Persistence," Working Paper 1122, Economics Department, Queen's University.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2009. "Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices," Econometrica, Econometric Society, vol. 77(1), pages 135-175, January.
- Kasahara, Hiroyuki & Shimotsu, Katsumi, 2008. "Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models," Journal of Econometrics, Elsevier, vol. 146(1), pages 92-106, September.
- Shimotsu, Katsumi, 2007.
"Gaussian semiparametric estimation of multivariate fractionally integrated processes,"
Journal of Econometrics, Elsevier, vol. 137(2), pages 277-310, April.
- Katsumi Shimotsu, 2006. "Gaussian Semiparametric Estimation Of Multivariate Fractionally Integrated Processes," Working Paper 1062, Economics Department, Queen's University.
- Nielsen, Morten Orregaard & Shimotsu, Katsumi, 2007.
"Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach,"
Journal of Econometrics, Elsevier, vol. 141(2), pages 574-596, December.
- Morten Ø. Nielsen & Katsumi Shimotsu, 2006. "Determining The Cointegrating Rank In Nonstationary Fractional Systems By The Exact Local Whittle Approach," Working Paper 1029, Economics Department, Queen's University.
- Shimotsu, Katsumi & Phillips, Peter C.B., 2006. "Local Whittle estimation of fractional integration and some of its variants," Journal of Econometrics, Elsevier, vol. 130(2), pages 209-233, February.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Wu-Index
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 26 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.- NEP-ECM: Econometrics (18) 2004-08-16 2006-02-12 2006-02-26 2006-10-21 2007-01-14 2007-02-24 2007-06-30 2008-02-09 2008-03-08 2008-06-13 2008-12-21 2010-01-16 2010-04-04 2010-09-25 2010-10-23 2011-04-02 2012-10-20 2012-11-11. Author is listed
- NEP-ETS: Econometric Time Series (8) 2004-08-16 2006-02-26 2006-04-29 2006-04-29 2007-01-14 2007-02-24 2010-04-04 2010-10-23. Author is listed
- NEP-CBA: Central Banking (3) 2006-04-29 2007-11-17 2010-06-04
- NEP-DCM: Discrete Choice Models (3) 2006-10-21 2008-12-21 2011-04-02
- NEP-INO: Innovation (3) 2007-01-14 2011-12-13 2012-03-08
- NEP-ACC: Accounting and Auditing (2) 2011-12-13 2012-03-08
- NEP-ORE: Operations Research (2) 2008-06-13 2010-04-04
- NEP-AGR: Agricultural Economics (1) 2014-03-15
- NEP-COM: Industrial Competition (1) 2014-03-15
- NEP-DGE: Dynamic General Equilibrium (1) 2011-04-02
- NEP-IFN: International Finance (1) 2007-11-17
- NEP-KNM: Knowledge Management and Knowledge Economy (1) 2007-01-14
- NEP-OPM: Open Economy Macroeconomics (1) 2010-06-04
- NEP-PBE: Public Economics (1) 2012-03-08
- NEP-URE: Urban and Real Estate Economics (1) 2014-03-15
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