SHIMOTSU Katsumi 下津克己

Researcher Number	50547510
Other IDs
Affiliation (Current)	2025: 東京大学, 大学院経済学研究科(経済学部), 教授
Affiliation (based on the past Project Information) *help	2016 – 2024: 東京大学, 大学院経済学研究科(経済学部), 教授 2012 – 2016: 東京大学, 経済学研究科(研究院), 教授 2015: 東京大学, 大学院経済学研究科, 教授 2011: 一橋大学, 経済学研究科(研究院), 教授 2009 – 2010: Hitotsubashi University, 大学院・経済学研究科, 教授
Review Section/Research Field	Principal Investigator Economic statistics / Basic Section 07030:Economic statistics-related Except Principal Investigator Economic statistics / Economic policy
Keywords	Principal Investigator 計量経済学 / 漸近理論 / 統計的推測 / 有限混合モデル / econometrics / 内生性 / 共変量 / 操作変数 / 内生的二値説明変数 / 識別 … More / 経済統計学 / 漸近分布 / 最尤推定量 / 尤度比検定 / レジーム・スイッチングモデル / 正規混合回帰モデル / 正規有限混合モデル / 統計学 / 不動点問題 / アルゴリズム / 動的最適化 / 構造的計量経済モデル … More Except Principal Investigator 計量経済学 / 倒産確率 / 時系列 / ﾌﾗｸｼｮﾅﾙ・ﾌﾞﾗｳﾝ運動 / フラクショナル・ブラウン運動 / 統合リスク管理 / 統合的リスク管理（ERM） / 総合的リスク管理(ERM) / ビッグデータ / 構造変化 / 高頻度データ / コピュラ / 計量的リスク管理 / 統合的リスク管理 / 金融工学 / 生産性 / 産業集積 / 産合組織 / 日本 / 政策評価 / マイクロデータ / 産業組織 / 経済史 / 産業政策 Less

Identification, estimation, and inference of the discount factor in dynamic discrete choice modelsPrincipal Investigator
- Principal Investigator
  
  下津克己
- Project Period (FY)
  2024 – 2026
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  The University of Tokyo
Identification and Estimation of Regression Models with a Misclassified and Endogenous Binary RegressorPrincipal Investigator
- Principal Investigator
  
  Shimotsu Katsumi
- Project Period (FY)
  2020 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  The University of Tokyo
Estimation and inference in Markov regime switching modelsPrincipal Investigator
- Principal Investigator
  
  Shimotsu Katsumi
- Project Period (FY)
  2017 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  The University of Tokyo
Empirical Analysis of Industrial Policy Based on Micro-dataa
- Principal Investigator
  
  OKAZAKI Tetsuji
- Project Period (FY)
  2014 – 2018
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Economic policy
- Research Institution
  The University of Tokyo
Development of Inference Methods for Finite Normal Mixture ModelsPrincipal Investigator
- Principal Investigator
  
  SHIMOTSU Katsumi
- Project Period (FY)
  2014 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  The University of Tokyo
Financial Engineering to ERM: Theoretical and Empirical Investigation
- Principal Investigator
  
  SHIBA Tsunemasa
- Project Period (FY)
  2012 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University
Development of inference methods for finite mixture modelsPrincipal Investigator
- Principal Investigator
  
  SHIMOTSU Katsumi
- Project Period (FY)
  2011 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  The University of Tokyo
  Hitotsubashi University
Development of algorithms for estimating dynamic structural modelsPrincipal Investigator
- Principal Investigator
  
  SHIMOTSU Katsumi
- Project Period (FY)
  2009 – 2010
- Research Category
  
  Grant-in-Aid for Research Activity Start-up
- Research Field
  
  Economic statistics
- Research Institution
  Hitotsubashi University

All 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009

All Journal Article Presentation

[Journal Article] Identification of Regression Models with a Misclassified and Endogenous Binary Regressor2022
- Author(s)
  Hiroyuki Kasahara and Katsumi Shimotsu
- Journal Title
  
  Econometric Theory
  
  Volume: 38 Issue: 6 Pages: 1117-1139
- DOI
  10.1017/s0266466621000451
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01586
[Journal Article] Identification of Regression Models with a Misclassified and Endogenous Binary Regressor2020
- Author(s)
  Hiroyuki Kasahara and Katsumi Shimotsu
- Journal Title
  
  arXiv:1904.11143v2
  
  Volume: - Pages: 1-24
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03653
[Journal Article] Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models2019
- Author(s)
  Hiroyuki Kasahara and Katsumi Shimotsu
- Journal Title
  
  Journal of Econometrics
  
  Volume: 208 Issue: 2 Pages: 442-467
- DOI
  10.1016/j.jeconom.2018.09.019
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03653
[Journal Article] Identification of Regression Models with a Misclassified and Endogenous Binary Regressor2019
- Author(s)
  Hiroyuki Kasahara and Katsumi Shimotsu
- Journal Title
  
  arXiv:1904.11143 [econ.EM]
  
  Volume: - Pages: 1-18
- Open Access
- Data Source
  KAKENHI-PROJECT-17K03653
[Journal Article] Testing the Number of Regimes in Markov Regime Switching Models2018
- Author(s)
  Hiroyuki Kasahara and Katsumi Shimotsu
- Journal Title
  
  arXiv:1801.06862 [econ.EM]
  
  Volume: - Pages: 1-72
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03653
[Journal Article] Testing the Order of Multivariate Normal Mixture Models2017
- Author(s)
  Hiroyuki Kasahara and Katsumi Shimotsu
- Journal Title
  
  CIRJE Discussion Paper F-1044
  
  Volume: - Pages: 1-33
- Acknowledgement Compliant / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380267
[Journal Article] Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models2017
- Author(s)
  Hiroyuki Kasahara and Katsumi Shimotsu
- Journal Title
  
  CIRJE Discussion Paper F-1049
  
  Volume: - Pages: 1-37
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03653
[Journal Article] Estimation of Discrete Choice Dynamic Programming Models2017
- Author(s)
  Hiroyuki Kasahara and Katsumi Shimotsu
- Journal Title
  
  Japanese Economic Review
  
  Volume: 69(1) Issue: 1 Pages: 28-58
- DOI
  10.1111/jere.12169
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26285053, KAKENHI-PROJECT-25220502
[Journal Article] Testing the Number of Components in Normal Mixture Regression Models2015
- Author(s)
  Hiroyuki Kasahara and Katsumi Shimotsu
- Journal Title
  
  Journal of the American Statistical Association
  
  Volume: 110 Issue: 512 Pages: 1632-1645
- DOI
  10.1080/01621459.2014.986272
- Peer Reviewed / Acknowledgement Compliant / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380267
[Journal Article] Testing the Number of Components in Normal Mixture Regression Models2015
- Author(s)
  Hiroyuki Kasahara and Katsumi Shimotsu
- Journal Title
  
  Journal of the American Statistical Association
  
  Volume: 印刷中
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-26285053
[Journal Article] Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures2014
- Author(s)
  Hiroyuki Kasahara and Katsumi Shimotsu
- Journal Title
  
  Journal of the Royal Statistical Society: Series B
  
  Volume: 76 Issue: 1 Pages: 97-111
- DOI
  10.1111/rssb.12022
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530249
[Journal Article] Nonparametric Identification and Estimation of the Number of Components in Multivariate Mixtures2014
- Author(s)
  Hiroyuki Kasahara, Katsumi Shimotsu
- Journal Title
  
  Journal of the Royal Statistical Society
  
  Volume: Series B, 76 Pages: 97-111
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530249
[Journal Article] Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 20032014
- Author(s)
  Hiroyuki Kasahara, Michio Suzuki, Katsumi Shimotsu
- Journal Title
  
  Journal of the Japanese and International Economies
  
  Volume: 31 Pages: 72-97
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530249
[Journal Article] Modified Quasi-Likelihood Ratio Test for Regime Switching2014
- Author(s)
  Hiroyuki Kasahara, Tatsuyoshi Okimoto, Katsumi Shimotsu
- Journal Title
  
  Japanese Economic Review
  
  Volume: 65 Pages: 25-41
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530249
[Journal Article] Nonparametric identification and estimation of the number of components in multivariate mixtures2013
- Author(s)
  Hiroyuki Kasahara and Katsumi Shimotsu
- Journal Title
  
  Journal of the Royal Statistical Society, Series B
  
  Volume: -
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530249
[Journal Article] Testing the Number of Components in Finite Mixture Models2012
- Author(s)
  Hiroyuki Kasahara, Katsumi Shimotsu
- Journal Title
  
  CIRJE Discussion Paper, University of Tokyo
  
  Volume: F-867 Pages: 1-37
- Data Source
  KAKENHI-PROJECT-23530249
[Journal Article] Sequential Estimation of Structural Models with a Fixed Point Constraint2012
- Author(s)
  Hiroyuki Kasahara, Katsumi Shimotsu
- Journal Title
  
  Econometrica
  
  Volume: 80 Pages: 2303-2319
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530249
[Journal Article] Sequential estimation of structural models with a fixed point constraint2012
- Author(s)
  Hiroyuki Kasahara and Katsumi Shimotsu
- Journal Title
  
  Econometrica
  
  Volume: 80 Issue: 5 Pages: 2303-2319
- DOI
  10.3982/ecta8291
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530249
[Journal Article] Exact local Whittle estimation of fractionally cointegrated systems2012
- Author(s)
  Katsumi Shimotsu
- Journal Title
  
  Journal of Econometrics
  
  Volume: 169 Issue: 2 Pages: 266-278
- DOI
  10.1016/j.jeconom.2012.01.028
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530249
[Journal Article] Exact Local Whittle Estimation of Fractionally Cointegrated Systems2012
- Author(s)
  Katsumi Shimotsu
- Journal Title
  
  Journal of Econometrics
  
  Volume: 169 Pages: 266-278
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23530249
[Journal Article] Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity2011
- Author(s)
  Hiroyuki Kasahara, Katsumi Shimotsu
- Journal Title
  
  Discussion papers, Graduate School of Economics, Hitotsubashi University
  
  Volume: 2011-03 Pages: 1-33
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21830036
[Journal Article] Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity.2011
- Author(s)
  Hiroyuki Kasahara, Katsumi Shimotsu.
- Journal Title
  
  Discussion papers, Graduate School of Economics, Hitotsubashi University 2011-03
  
  Pages: 1-33
- URL
  http://hdl.handle.net/10086/18960
- Data Source
  KAKENHI-PROJECT-21830036
[Journal Article] Exact Local Whittle Estimation of Fractional Integration with UnknownMean and Time Trend2010
- Author(s)
  Katsumi Shimotsu
- Journal Title
  
  Econometric Theory
  
  Volume: 26 Pages: 501-540
- NAID
  120004205501
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21830036
[Journal Article] Decline in the persistence of real exchange rates, but not sufficient forpurchasing power parity2010
- Author(s)
  Tatsuyoshi Okimoto, Katsumi Shimotsu
- Journal Title
  
  Journal of the Japanese and InternationalEconomies
  
  Volume: 24 Pages: 395-411
- NAID
  120006929955
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21830036
[Journal Article] Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend2010
- Author(s)
  Katsumi Shimotsu.
- Journal Title
  
  Econometric Theory 26
  
  Pages: 501-540
- NAID
  120004205501
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21830036
[Journal Article] Decline in the Persistence of Real Exchange Rates, but Not Sufficient for Purchasing Power Parity.2010
- Author(s)
  Tatsuyoshi Okimoto, Katsumi Shimotsu.
- Journal Title
  
  Journal of the Japanese and International Economies 24
  
  Pages: 395-411
- NAID
  120006929955
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21830036
[Presentation] Testing for unobserved heterogeneity in censored duration models: EM approach2023
- Author(s)
  Katsumi Shimotsu
- Organizer
  6th International Conference on Econometrics and Statistics (EcoSta 2023)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01586
[Presentation] Testing for unobserved heterogeneity in censored duration models: EM approach2023
- Author(s)
  Katsumi Shimotsu
- Organizer
  2023 Asian Meeting of the Econometric Society in East and Southeast Asia
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01586
[Presentation] Testing the Order of Multivariate Normal Mixture Models2022
- Author(s)
  Katsumi Shimotsu
- Organizer
  TRANSDISCIPLINARY ECONOMETRICS & DATA SCIENCE SEMINAR
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-20K01586
[Presentation] Testing the Order of Multivariate Normal Mixture Models2021
- Author(s)
  下津克己
- Organizer
  2021年度関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-20K01586
[Presentation] Identification of Regression Models with a Misclassified and Endogenous Binary Regressor2021
- Author(s)
  下津克己
- Organizer
  日本経済学会2021年度秋季大会
- Data Source
  KAKENHI-PROJECT-20K01586
[Presentation] Identification of Regression Models with a Misclassified and Endogenous Binary Regressor2018
- Author(s)
  Katsumi Shimotsu
- Organizer
  A Celebration of Peter Phillips’ Forty Years at Yale Conference
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03653
[Presentation] Testing the Number of Regimes in Markov Regime Switching Models2018
- Author(s)
  Katsumi Shimotsu
- Organizer
  28th Annual Meeting of the Midwest Econometric Group
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03653
[Presentation] Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models2017
- Author(s)
  Katsumi Shimotsu
- Organizer
  The fourth annual conference of the International Association for Applied Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03653
[Presentation] Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models2017
- Author(s)
  Katsumi Shimotsu
- Organizer
  Advances in Econometrics Conference, Shanghai Jiao Tong University, China
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03653
[Presentation] Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models2017
- Author(s)
  Katsumi Shimotsu
- Organizer
  27th Annual Meeting of the Midwest Econometric Group
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03653
[Presentation] Testing the Number of Regimes in Markov Regime Switching Models2016
- Author(s)
  Katsumi Shimotsu
- Organizer
  2016 Asia Meeting of the Econometric Society
- Place of Presentation
  同志社大学（京都府京都市）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380267
[Presentation] Testing the Number of Regimes in Markov Regime Switching Models2016
- Author(s)
  Katsumi Shimotsu
- Organizer
  The 3rd Shandong Econometrics Conference
- Place of Presentation
  Shandong University（中国）
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380267
[Presentation] Testing the Number of Regimes in Markov Regime Switching Models2016
- Author(s)
  下津克己
- Organizer
  Conference "Advances in Econometrics"
- Place of Presentation
  同志社大学（京都府京都市）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26285053
[Presentation] Testing the Number of Regimes in Markov Regime Switching Models2016
- Author(s)
  Katsumi Shimotsu
- Organizer
  The 26th Annual Meeting of the Midwest Econometrics Group
- Place of Presentation
  University of Illinois at Urbana-Champaign （アメリカ合衆国）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380267
[Presentation] 有限モデルの要素数に関する検定とその応用2016
- Author(s)
  下津克己
- Organizer
  日本応用統計学会
- Place of Presentation
  統計数理研究所（東京都・立川市）
- Year and Date
  2016-03-17
- Invited
- Data Source
  KAKENHI-PROJECT-26285053
[Presentation] Testing the Number of Components in Normal Mixture Regression Models2015
- Author(s)
  Katsumi Shimotsu
- Organizer
  International Conference on "Frontiers of Theoretical Econometrics"
- Place of Presentation
  University of Konstanz, Konstanz (Germany)
- Year and Date
  2015-08-01
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380267
[Presentation] Testing the Number of Components in Normal Mixture Regression Models2015
- Author(s)
  Katsumi Shimotsu
- Organizer
  2015 Joint Statistical Meeting
- Place of Presentation
  Washington State Convention Center, Seattle (USA)
- Year and Date
  2015-08-09
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380267
[Presentation] Testing the Number of Components in Normal Mixture Regression Models2015
- Author(s)
  Katsumi Shimotsu
- Organizer
  日本経済学会2015年度秋季大会
- Place of Presentation
  上智大学（東京都千代田区）
- Year and Date
  2015-10-11
- Data Source
  KAKENHI-PROJECT-26380267
[Presentation] Testing the number of components in finite mixture econometric models2013
- Author(s)
  下津克己
- Organizer
  The 2013 International Conference on Financial Econometrics
- Place of Presentation
  Shandong University, Jinnan, China
- Invited
- Data Source
  KAKENHI-PROJECT-23530249
[Presentation] Testing the Number of Components in Finite Mixture Models2013
- Author(s)
  下津克己
- Organizer
  Recent Advances in Statistical Theory and Applications for High Dimensional Data Analysis and Related Topics
- Place of Presentation
  小樽商科大学（北海道）
- Invited
- Data Source
  KAKENHI-PROJECT-23530249
[Presentation] Testing the Number of Components in Finite Mixture Models2013
- Author(s)
  下津克己
- Organizer
  Recent Advances in Statistical Theory and Applications for High Dimensional Data Analysis and Related Topics
- Place of Presentation
  小樽商科大学
- Year and Date
  2013-09-06
- Data Source
  KAKENHI-PROJECT-23530249
[Presentation] Testing the Number of Components in Finite Mixture Models2013
- Author(s)
  下津克己
- Organizer
  2013 International Conference in Financial Econometrics
- Place of Presentation
  山東大学(中国)
- Year and Date
  2013-07-07
- Data Source
  KAKENHI-PROJECT-23530249
[Presentation] Testing the Number of Components in Finite Mixture Models2013
- Author(s)
  下津克己
- Organizer
  Conference in Econometrics :"Partial Identification, Weak Identification, and Related Econometric Problems"
- Place of Presentation
  Yale University(米国)
- Year and Date
  2013-06-06
- Data Source
  KAKENHI-PROJECT-23530249
[Presentation] Testing the Number of Components in Finite Mixture Econometric Models2013
- Author(s)
  下津克己
- Organizer
  Conference in Econometrics: "Partial Identification, Weak Identification, and Related Econometric Problems"
- Place of Presentation
  Yale University, New Haven, USA
- Invited
- Data Source
  KAKENHI-PROJECT-23530249
[Presentation] Modified Quasi-Likelihood Ratio Test for Regime Switching2013
- Author(s)
  下津克己
- Organizer
  日本経済学会2013年度春季大会
- Place of Presentation
  富山大学
- Year and Date
  2013-06-23
- Data Source
  KAKENHI-PROJECT-23530249
[Presentation] Modified Likelihood Ratio Test for Regime Switching2013
- Author(s)
  下津克己
- Organizer
  日本経済学会2013年度春季大会
- Place of Presentation
  富山大学（富山県）
- Invited
- Data Source
  KAKENHI-PROJECT-23530249
[Presentation] Testing the Number of Components in Finite Mixture Models2012
- Author(s)
  下津克己
- Organizer
  京都大学経済研究所研究会
- Place of Presentation
  京都大学
- Year and Date
  2012-08-29
- Data Source
  KAKENHI-PROJECT-23530249
[Presentation] Testing the number of components in finite mixture models2012
- Author(s)
  Katsumi Shimotsu
- Organizer
  京都大学経済研究所研究会
- Place of Presentation
  京都大学（京都府）
- Invited
- Data Source
  KAKENHI-PROJECT-23530249
[Presentation] Testing the Number of Components in Finite Mixture Models2012
- Author(s)
  下津克己
- Organizer
  29th Annual Meeting of Canadian Econometric Study Group
- Place of Presentation
  キングストン(カナダ)
- Year and Date
  2012-10-27
- Data Source
  KAKENHI-PROJECT-23530249
[Presentation] Testing the number of components in finite mixture models2012
- Author(s)
  Katsumi Shimotsu
- Organizer
  CESG 2012
- Place of Presentation
  キングストン（カナダ）
- Data Source
  KAKENHI-PROJECT-23530249
[Presentation] Local Quadratic Approximation in Finite Mixture Models and Testing the Number of Components2011
- Author(s)
  下津克己
- Organizer
  The 28th Annual Meeting of the Canadian Econometrics Study Group
- Place of Presentation
  トロント
- Data Source
  KAKENHI-PROJECT-23530249
[Presentation] Local Quadratic Approximation in Finite Mixture Models and Testing the Number of Components2011
- Author(s)
  下津克己
- Organizer
  28th Annual Meeting of Canadian Econometric Study Group
- Place of Presentation
  トロント
- Year and Date
  2011-10-22
- Data Source
  KAKENHI-PROJECT-23530249
[Presentation] Sequential Estimation of Dynamic Programming Models2010
- Author(s)
  下津克己
- Organizer
  日本経済学会2010年度春季大会
- Place of Presentation
  千葉大学
- Year and Date
  2010-06-05
- Data Source
  KAKENHI-PROJECT-21830036
[Presentation] Sequential Estimation of Structural Models with a Fixed Point Constraint2010
- Author(s)
  下津克己
- Organizer
  第13回情報論的学習理論ワークショップ
- Place of Presentation
  東京大学(招待講演)
- Year and Date
  2010-11-06
- Data Source
  KAKENHI-PROJECT-21830036
[Presentation] Nonparametric Identification of Multivariate Mixtures2010
- Author(s)
  下津克己
- Organizer
  2010Tsinghua Econometrics Conference in Beijing.
- Place of Presentation
  清華大学(中国)
- Year and Date
  2010-05-23
- Data Source
  KAKENHI-PROJECT-21830036
[Presentation] Nonparametric Identification of Multivariate Mixtures2010
- Author(s)
  下津克己
- Organizer
  2010 Tsinghua Econometrics Conference in Beijing
- Place of Presentation
  清華大学(中国)
- Year and Date
  2010-05-23
- Data Source
  KAKENHI-PROJECT-21830036
[Presentation] Nonparametric Identification of Multivariate Mixtures2010
- Author(s)
  下津克己
- Organizer
  27th Annual Meeting of Canadian Econometric Study Group
- Place of Presentation
  ブリティッシュ・コロンビア大学(バンクーバー)カナダ
- Year and Date
  2010-10-22
- Data Source
  KAKENHI-PROJECT-21830036
[Presentation] Nonparametric Identification of Multivariate Mixtures2010
- Author(s)
  下津克己
- Organizer
  27th Annual Meeting of Canadian Econometric Study Group
- Place of Presentation
  バンクーバー
- Year and Date
  2010-10-22
- Data Source
  KAKENHI-PROJECT-21830036
[Presentation] Sequential Estimation of Structural Models with a Fixed Point Constraint2010
- Author(s)
  下津克己
- Organizer
  第13回情報論的学習理論ワークショップ
- Place of Presentation
  東京大学
- Year and Date
  2010-11-06
- Data Source
  KAKENHI-PROJECT-21830036
[Presentation] Sequential estimation of dynamic programming models2009
- Author(s)
  下津克己
- Organizer
  2009 North American Summer Meeting of the Econometric Society
- Place of Presentation
  ボストン大学 (アメリカ)
- Year and Date
  2009-06-06
- Data Source
  KAKENHI-PROJECT-21830036
[Presentation] Sequential estimation of dynamic programming models with Unobserved Heterogeneity2009
- Author(s)
  下津克己
- Organizer
  26th Annual Meeting of Canadian Econometric Study Group
- Place of Presentation
  Chateau Laurier(オタワ)
- Year and Date
  2009-09-19
- Data Source
  KAKENHI-PROJECT-21830036
[Presentation] Sequential estimation of dynamic programming models with Unobserved Heterogeneity2009
- Author(s)
  下津克己
- Organizer
  2009 Far East and South Asia Meeting of the Econometric Society
- Place of Presentation
  東京大学
- Year and Date
  2009-08-05
- Data Source
  KAKENHI-PROJECT-21830036
[Presentation] Sequential estimation of dynamic programming models with Unobserved Heterogeneity2009
- Author(s)
  下津克己
- Organizer
  26th Annual Meeting of Canadian Econometric Study Group
- Place of Presentation
  Chateau Laurier (オタワ)
- Year and Date
  2009-09-19
- Data Source
  KAKENHI-PROJECT-21830036
[Presentation] Sequential estimation of dynamic programming models2009
- Author(s)
  下津克己
- Organizer
  2009 North American Summer Meeting of the Econometric Society
- Place of Presentation
  ボストン大学
- Year and Date
  2009-06-06
- Data Source
  KAKENHI-PROJECT-21830036

1. OKAZAKI Tetsuji (90183029)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
2. 大橋弘 (00361577)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. SHIBA Tsunemasa (90187386)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. TANAKA Katsuto (40126595)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. ISHIMURA Naoyuki (80212934)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. HONDA Toshio (30261754)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. KUROZUMI Eiji (00332643)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. YAMAMOTO Yohei (80633916)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. ISHIHARA Tsunehiro (60609072)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. YAMADA Masahiro (60732435)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. YAMADA Toshiro (50754701)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. TAKAHASHI Hajime (70154838)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
13. WATANABE Toshiaki (90254135)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. KARIYA Takeaki (70092624)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
15. FUJITA Takahiko (50144316)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

SHIMOTSU Katsumi 下津 克己

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Identification, estimation, and inference of the discount factor in dynamic discrete choice modelsPrincipal Investigator

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Identification and Estimation of Regression Models with a Misclassified and Endogenous Binary RegressorPrincipal Investigator

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Estimation and inference in Markov regime switching modelsPrincipal Investigator

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Empirical Analysis of Industrial Policy Based on Micro-dataa

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Development of Inference Methods for Finite Normal Mixture ModelsPrincipal Investigator

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Financial Engineering to ERM: Theoretical and Empirical Investigation

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Development of inference methods for finite mixture modelsPrincipal Investigator

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Development of algorithms for estimating dynamic structural modelsPrincipal Investigator

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[Journal Article] Identification of Regression Models with a Misclassified and Endogenous Binary Regressor2022

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[Journal Article] Identification of Regression Models with a Misclassified and Endogenous Binary Regressor2020

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[Journal Article] Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models2019

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[Journal Article] Identification of Regression Models with a Misclassified and Endogenous Binary Regressor2019

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[Journal Article] Testing the Number of Regimes in Markov Regime Switching Models2018

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[Journal Article] Testing the Order of Multivariate Normal Mixture Models2017

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[Journal Article] Asymptotic Properties of the Maximum Likelihood Estimator in Regime Switching Econometric Models2017

Author(s)

SHIMOTSU Katsumi 下津克己