Regular biography
Katsumi SHIMOTSU is a Professor at The University of Tokyo, Faculty of Economics. His research focuses on Econometrics and Statistics, with particular interests in finite mixture models, dynamic discrete choice models, and long memory time series. He has published extensively in leading journals such as the Journal of Econometrics, Econometric Theory, and the Japanese Economic Review. SHIMOTSU has held academic positions at Queen’s University, Hitotsubashi University, and the University of Essex. His work includes contributions to inference in predictive quantile regressions, identification of regression models with misclassified regressors, and estimation of regime switching models. He is also recognized for his research on the impact of R&D tax credits and empirical likelihood methods.