Rchr
J-GLOBAL ID：200901029782500496   Update date: Jun. 08, 2020

Shimotsu Katsumi

シモツ カツミ | Shimotsu Katsumi
Research field  (1)： Economic statistics
Research keywords  (2)： 計量経済学 ,  Econometrics
Research theme for competitive and other funds  (2)：
  • 2000 - 計量経済学
  • 2000 - Econometrics
MISC (34)：
  • Yu Ren, Katsumi Shimotsu. Improvement in finite sample properties of the Hansen-Jagannathan distance test. JOURNAL OF EMPIRICAL FINANCE. 2009. 16. 3. 483-506
  • Yu Ren, Katsumi Shimotsu. Improvement in finite sample properties of the Hansen-Jagannathan distance test. JOURNAL OF EMPIRICAL FINANCE. 2009. 16. 3. 483-506
  • Alex Maynard, Katsumi Shimotsu. COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE. ECONOMETRIC THEORY. 2009. 25. 1. 63-116
  • Alex Maynard, Katsumi Shimotsu. COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE. ECONOMETRIC THEORY. 2009. 25. 1. 63-116
  • Hiroyuki Kasahara, Katsumi Shimotsu. Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices. ECONOMETRICA. 2009. 77. 1. 135-175
ｍore...
Lectures and oral presentations  (8)：
  • "Sequential Estimation of Structural Models with a Fixed Point Constraint,"
    (Econometric Society Far Eastern Meetings 2008)
  • "Sequential Estimation of Structural Models with a Fixed Point Constraint,"
    (Econometric Society Far Eastern Meetings 2008)
  • "Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices,"
    (Econometric Society Far Eastern Meetings 2007)
  • "Nonparametric Identification of Finite Mixture Models of Dynamic Discrete Choices,"
    (Econometric Society Far Eastern Meetings 2007)
  • -
    (CIRANO-CIREQ Time Series Conference (Program Committee member) 2006)
ｍore...
Works (1)：
  • 動的最適化を含む構造的計量経済モデルの推定アルゴリズムの開発
    2009 - 2011
Education (6)：
  • - 2000 イェール大学 経済学研究科
  • - 2000 Yale University Graduate School, Division of Economics
  • - 1995 The University of Tokyo
  • - 1995 The University of Tokyo Graduate School, Division of General Culture
  • - 1993 The University of Tokyo College of Arts and Sciences
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Work history (8)：
  • 2008 - 2009 クイーンズ大学経済学部 准教授
  • 2008 - 2009 Associate Professor
  • 2009 - - 一橋大学経済学研究科 教授
  • 2009 - - Professor,Graduate School of Economics,Hitotsubashi University
  • 2003 - 2008 クイーンズ大学経済学部 助教授
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Association Membership(s) (1)：
日本経済学会
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