Katsumi Shimotsu

Available identifiers

zbMath Open shimotsu.katsumiWikidataQ41804142 ScholiaQ41804142MaRDI QIDQ274885

List of research outcomes

Publication	Date of Publication	Type
Inference in predictive quantile regressions	2025-01-16	Paper
IDENTIFICATION OF REGRESSION MODELS WITH A MISCLASSIFIED AND ENDOGENOUS BINARY REGRESSOR	2022-12-23	Paper
https://portal.mardi4nfdi.de/entity/Q5011284	2021-08-27	Paper
Non-Parametric Identification and Estimation of the Number of Components in Multivariate Mixtures	2019-05-09	Paper
Asymptotic properties of the maximum likelihood estimator in regime switching econometric models	2019-04-29	Paper
Testing the Number of Components in Normal Mixture Regression Models	2017-10-13	Paper
Exact local Whittle estimation of fractionally cointegrated systems	2017-05-12	Paper
Empirical likelihood block bootstrapping	2016-08-10	Paper
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models	2016-06-13	Paper
Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach	2016-05-27	Paper
Gaussian semiparametric estimation of multivariate fractionally integrated processes	2016-05-04	Paper
Local Whittle estimation of fractional integration and some of its variants	2016-04-25	Paper
Sequential estimation of structural models with a fixed point constraint	2013-11-08	Paper
EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND	2010-04-23	Paper
Covariance-based orthogonality tests for regressors with unknown persistence	2010-04-08	Paper
Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices	2009-05-18	Paper
Gaussian semiparametric estimation of multivariate fractionally integrated processes	2007-04-01	Paper
Exact local Whittle estimation of fractional integration	2006-01-16	Paper
Local Whittle estimation in nonstationary and unit root cases.	2004-09-15	Paper
Pooled Log Periodogram Regression	2002-08-05	Paper

Research outcomes over time

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