Institution: University of Tokyo
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: http://shimotsu.web.fc2.com
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| All Time | 0.00 | 7.71 | 3.02 | 0.00 | 18.43 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2012 | Exact local Whittle estimation of fractionally cointegrated systems | Journal of Econometrics | A | 1 |
| 2011 | Empirical likelihood block bootstrapping | Journal of Econometrics | A | 3 |
| 2010 | EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND | Econometric Theory | B | 1 |
| 2009 | COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE | Econometric Theory | B | 2 |
| 2008 | Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models | Journal of Econometrics | A | 2 |
| 2007 | Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach | Journal of Econometrics | A | 2 |
| 2007 | Gaussian semiparametric estimation of multivariate fractionally integrated processes | Journal of Econometrics | A | 1 |
| 2006 | Local Whittle estimation of fractional integration and some of its variants | Journal of Econometrics | A | 2 |