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Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Estimation theory
3
Schätztheorie
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Cointegration
2
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Shimotsu, Katsumi
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Journal of econometrics
Working Papers / Economics Department, Queen's University
1,300
Development Discussion Papers
271
RIETI discussion paper
23
Queen's Economics Department Working Paper
13
Queen's Economics Department working paper
13
Journal of the Japanese and international economies : an international journal ; JJIE
10
CAMA working paper series
6
Discussion Papers / Graduate School of Economics, Hitotsubashi University
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Discussion papers / Graduate School of Economics, Hitotsubashi University
6
Journal of Econometrics
6
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5
Econometric theory
5
CESifo Working Paper Series
4
Cowles Foundation Discussion Papers
4
Cowles Foundation discussion paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
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International review of financial analysis
4
Journal of the Japanese and International Economies
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Environmental Technology Innovation and ESG Investment : In the Asia-Pacific Region
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Japan and the world economy : international journal of theory and policy
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Journal of Banking & Finance
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Journal of banking & finance
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Journal of financial and quantitative analysis : JFQA
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Journal of international financial markets, institutions & money
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Journal of international money and finance
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ECONIS (ZBW)
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1
Exact local Whittle estimation of fractionally cointegrated systems
Shimotsu, Katsumi
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 266-278
Persistent link: https://www.econbiz.de/10009673193
Saved in:
2
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/10003441725
Saved in:
3
Asymptotic properties of the maximum likelihood estimator in regime switching econometric models
Kasahara, Hiroyuki
;
Shimotsu, Katsumi
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 442-467
Persistent link: https://www.econbiz.de/10012145057
Saved in:
4
Empirical likelihood block bootstrapping
Allen, Jason
;
Gregory, Allan W.
;
Shimotsu, Katsumi
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 110-121
Persistent link: https://www.econbiz.de/10009242200
Saved in:
5
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. 209-233
Persistent link: https://www.econbiz.de/10003277950
Saved in:
6
Determining the cointegrating rank in nonstationary frational system by the exact local Whittle approach
Nielsen, Morten Ørregaard
;
Shimotsu, Katsumi
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 574-596
Persistent link: https://www.econbiz.de/10003571326
Saved in:
7
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/10003778224
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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