19 citations · 79 across the 30 of their papers we have counts for
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econ.EM2022
Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models
Andriy Norets, Kenichi Shimizu
We propose a tractable semiparametric estimation method for structural dynamic discrete choice models. The distribution of additive utility shocks in the proposed framework is mode…
econ.EM2022
Asymptotic properties of Bayesian inference in linear regression with a structural break
Kenichi Shimizu
This paper studies large sample properties of a Bayesian approach to inference about slope parameters in linear regression models with a structural break. In contrast to the co…
econ.EM2021
Bayesian Approaches to Shrinkage and Sparse Estimation
Dimitris Korobilis, Kenichi Shimizu
In all areas of human knowledge, datasets are increasing in both size and complexity, creating the need for richer statistical models. This trend is also true for economic data, wh…