Katsumi Shimotsu

CFDPs

CFDP 1367 Katsumi Shimotsu, Peter C. B. Phillips, "Local Whittle Estimation of Fractional Integration," (May 2002, updated July 2004) [36pp, Abstract] (See: 1156)
CFDP 1267 Katsumi Shimotsu, Peter C. B. Phillips, "Pooled Log Periodogram Regression," (July 2000) [46pp, Abstract] (See: 1041)
CFDP 1266 Katsumi Shimotsu, Peter C. B. Phillips, "Local Whittle Estimation in Nonstationary and Unit Root Cases," (July 2000, revised June 2003) [33pp, Abstract] (See: 1098)
CFDP 1265 Katsumi Shimotsu, Peter C. B. Phillips, "Modified Local Whittle Estimation of the Memory Parameter in the Nonstationary Case," (July 2000) [54pp, Abstract]

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CFPs

CFP 1156 Katsumi Shimotsu, Peter C. B. Phillips, "Exact Local Whittle Estimation of Fractional Integration," Annals of Statistics, (January 2005), 33(4): 1890-1933 (See CFDP 1367)
CFP 1098 Peter C. B. Phillips, Katsumi Shimotsu, "Local Whittle Estimation in Nonstationary and Unit Root Cases," Annals of Statistics, (April 2004), 32(2): 656-692 (See CFDP 1266)
CFP 1041 Katsumi Shimotsu, Peter C. B. Phillips, "Pooled Log Periodogram Regression," Journal of Time Series Analysis, (January 2002), 23(1): 57-93 (See CFDP 1267)