| Exact local Whittle estimation of fractional integration K Shimotsu, PCB Phillips The Annals of Statistics 33 (4), 1890-1933, 2005 | 680 | 2005 |
| Nonparametric identification of finite mixture models of dynamic discrete choices H Kasahara, K Shimotsu Econometrica 77 (1), 135-175, 2009 | 370 | 2009 |
| Exact local Whittle estimation of fractional integration with unknown mean and time trend K Shimotsu Econometric Theory 26 (02), 501-540, 2010 | 299 | 2010 |
| Local Whittle estimation in nonstationary and unit root cases PCB Phillips, K Shimotsu Annals of Statistics 32 (2), 656-692, 2004 | 286 | 2004 |
| Local Whittle estimation of fractional integration and some of its variants K Shimotsu, PCB Phillips Journal of Econometrics 130 (2), 209-233, 2006 | 175 | 2006 |
| Simple (but effective) tests of long memory versus structural breaks K Shimotsu Queen's Economics Department Working Paper, 2006 | 150 | 2006 |
| Gaussian semiparametric estimation of multivariate fractionally integrated processes K Shimotsu Journal of Econometrics 137 (2), 277-310, 2007 | 113 | 2007 |
| Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach MØ Nielsen, K Shimotsu Journal of Econometrics 141 (2), 574-596, 2007 | 106 | 2007 |
| Non-parametric identification and estimation of the number of components in multivariate mixtures H Kasahara, K Shimotsu Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2014 | 95* | 2014 |
| Does an R&D tax credit affect R&D expenditure? The Japanese R&D tax credit reform in 2003 H Kasahara, K Shimotsu, M Suzuki Journal of the Japanese and International Economies 31, 72-97, 2014 | 89 | 2014 |
| Sequential estimation of structural models with a fixed point constraint H Kasahara, K Shimotsu Econometrica 80 (5), 2303-2319, 2012 | 86 | 2012 |
| Exact local Whittle estimation of fractionally cointegrated systems K Shimotsu Journal of Econometrics 169 (2), 266-278, 2012 | 64 | 2012 |
| Pooled log periodogram regression K Shimotsu, PCB Phillips Journal of Time Series Analysis 23 (1), 57-93, 2002 | 63 | 2002 |
| Testing the number of components in normal mixture regression models H Kasahara, K Shimotsu Journal of the American Statistical Association 110 (512), 1632-1645, 2015 | 61 | 2015 |
| Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models H Kasahara, K Shimotsu Journal of Econometrics 146 (1), 92-106, 2008 | 48* | 2008 |
| Covariance-based orthogonality tests for regressors with unknown persistence A Maynard, K Shimotsu Econometric Theory 25 (01), 63-116, 2009 | 37* | 2009 |
| Inference in predictive quantile regressions A Maynard, K Shimotsu, N Kuriyama arXiv preprint arXiv:2306.00296, 2023 | 26 | 2023 |
| Empirical likelihood block bootstrapping J Allen, AW Gregory, K Shimotsu Journal of econometrics 161 (2), 110-121, 2011 | 24* | 2011 |
| Improvement in finite sample properties of the Hansen–Jagannathan distance test Y Ren, K Shimotsu Journal of Empirical Finance 16 (3), 483-506, 2009 | 19* | 2009 |
| Testing the number of components in finite mixture models H Kasahara, K Shimotsu Institute of Economic Research, Hitotsubashi University, 2012 | 18* | 2012 |
Hiroyuki KasaharaUniversity of British ColumbiaVerified email at mail.ubc.ca
