Working Papers
Working Papers
Hao, Y., Kasahara, H., and Shimotsu, K. (2025). Semiparametric Identification of the Discount Factor and Payoff Function in Dynamic Discrete Choice Models.
Kasahara, H., and Shimotsu, K. (2019). Testing the Order of Multivariate Normal Mixture Models.Â
Kasahara, H., and Shimotsu, K. (2018). Testing the Number of Regimes in Markov Regime Switching Models.
Kasahara, H., and Shimotsu, K. (2012). Testing the Number of Components in Finite Mixture Models.
Shimotsu, K. (2006). Simple (But Effective) Tests of Long Memory Versus Structural Breaks.
Majumdar, S., and Shimotsu, K. (2006). Enrollment Responses to Labour Market Conditions: A Study of the Canadian Market for Scientists and Engineers.
Phillips, P. C. B., and Shimotsu, K. (2000). Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case. Cowles Foundation Discussion Paper No. 1265. (available at http://cowles.econ.yale.edu)