Items where Author is "Shimotsu, Katsumi"
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Shimotsu, Katsumi (2003) Exact Local Whittle Estimation of Fractionally Cointegrated Systems. Working Paper. University of Essex, Department of Economics, Economics Discussion Papers, Colchester.
Shimotsu, Katsumi (2003) Gaussian semiparametric estimation of multivariate fractionally integrated processes. Working Paper. University of Essex, Department of Economics, Economics Discussion Papers, Colchester.
Shimotsu, Katsumi and Phillips, Peter C B (2002) Exact Local Whittle Estimation of Fractional Integration. Working Paper. University of Essex, Department of Economics, Economics Discussion Papers, Colchester.
Shimotsu, Katsumi (2002) Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend. Working Paper. University of Essex, Department of Economics, Economics Discussion Papers, Colchester.