The following pages link to Katsumi Shimotsu (Q274885):
Displaying 19 items.
- Gaussian semiparametric estimation of multivariate fractionally integrated processes (Q145474) (← links)
- Local Whittle estimation of fractional integration and some of its variants (Q274887) (← links)
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models (Q295702) (← links)
- (Q528004) (redirect page) (← links)
- Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
- Empirical likelihood block bootstrapping (Q530588) (← links)
- Asymptotic properties of the maximum likelihood estimator in regime switching econometric models (Q1739870) (← links)
- Local Whittle estimation in nonstationary and unit root cases. (Q1879948) (← links)
- Exact local Whittle estimation of fractional integration (Q2583422) (← links)
- Sequential Estimation of Structural Models With a Fixed Point Constraint (Q2859534) (← links)
- COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE (Q3551017) (← links)
- EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Q3557550) (← links)
- Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices (Q3627279) (← links)
- Pooled Log Periodogram Regression (Q4544839) (← links)
- (Q5011284) (← links)
- IDENTIFICATION OF REGRESSION MODELS WITH A MISCLASSIFIED AND ENDOGENOUS BINARY REGRESSOR (Q5059131) (← links)
- Testing the Number of Components in Normal Mixture Regression Models (Q5367474) (← links)
- Non-Parametric Identification and Estimation of the Number of Components in Multivariate Mixtures (Q5743264) (← links)
