Katsumi Shimotsu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Inference in predictive quantile regressions Journal of Econometrics	2025-01-16	Paper
IDENTIFICATION OF REGRESSION MODELS WITH A MISCLASSIFIED AND ENDOGENOUS BINARY REGRESSOR Econometric Theory	2022-12-23	Paper
scientific article; zbMATH DE number 7387191 (Why is no real title available?)	2021-08-27	Paper
Non-Parametric Identification and Estimation of the Number of Components in Multivariate Mixtures Journal of the Royal Statistical Society Series B: Statistical Methodology	2019-05-09	Paper
Asymptotic properties of the maximum likelihood estimator in regime switching econometric models Journal of Econometrics	2019-04-29	Paper
Testing the number of components in normal mixture regression models Journal of the American Statistical Association	2017-10-13	Paper
Exact local Whittle estimation of fractionally cointegrated systems Journal of Econometrics	2017-05-12	Paper
Exact local Whittle estimation of fractionally cointegrated systems Journal of Econometrics	2017-05-12	Paper
Empirical likelihood block bootstrapping Journal of Econometrics	2016-08-10	Paper
Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models Journal of Econometrics	2016-06-13	Paper
Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach Journal of Econometrics	2016-05-27	Paper
Gaussian semiparametric estimation of multivariate fractionally integrated processes Journal of Econometrics	2016-05-04	Paper
Local Whittle estimation of fractional integration and some of its variants Journal of Econometrics	2016-04-25	Paper
Sequential estimation of structural models with a fixed point constraint Econometrica	2013-11-08	Paper
EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND Econometric Theory	2010-04-23	Paper
Covariance-based orthogonality tests for regressors with unknown persistence Econometric Theory	2010-04-08	Paper
Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices Econometrica	2009-05-18	Paper
Gaussian semiparametric estimation of multivariate fractionally integrated processes Journal of Econometrics	2007-04-01	Paper
Exact local Whittle estimation of fractional integration The Annals of Statistics	2006-01-16	Paper
Local Whittle estimation in nonstationary and unit root cases. The Annals of Statistics	2004-09-15	Paper
Pooled Log Periodogram Regression Journal of Time Series Analysis	2002-08-05	Paper

Research outcomes over time

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