Access Statistics for Kazuhiro Ohtani

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
MSE Performance of the Weighted Average Estimators Consisting of Shrinkage Estimators 0 0 1 23 0 0 5 65
Total Working Papers 0 0 1 23 0 0 5 65

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity 0 0 0 11 0 0 2 50
A Comparison of the Stein-Rule and Positive-Part Stein-Rule Estimators in a Misspecified Linear Regression Model 0 0 1 7 0 0 2 23
A Switching Regression Model with Different Change-Points for Individual Coefficients and Its Application to the Energy Demand Equations for Japan 0 0 0 0 0 0 0 293
A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator 0 0 0 7 0 1 1 54
A gradual switching regression model with a flexible transition path 0 0 0 99 0 0 0 284
A gradual switching regression model with autocorrelated errors 0 0 1 36 0 0 2 90
A note on the Wald, LR and LM tests and misspecification 0 0 1 38 0 1 2 79
A note on the mixed instrumental variables estimator in a stochastic regressors model: Some small sample properties 0 0 0 3 0 0 0 28
A note on the use of a proxy variable in testing hypothesis 0 0 0 14 0 1 1 45
An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression 0 0 0 12 0 1 1 49
An exact test for linear restrictions in seemingly unrelated regressions with the same regressors 0 0 0 76 0 0 2 196
Bayesian estimation of the switching regression model with autocorrelated errors 0 0 0 19 0 0 1 46
Bootstrapping R2 and adjusted R2 in regression analysis 0 0 1 275 0 0 3 1,266
Bounds of the F-ratio incorporating the ordinary ridge regression estimator 0 0 0 15 0 0 0 57
Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted 0 0 0 13 0 0 0 52
Estimation of regression coefficients after a preliminary test for homoscedasticity 0 0 0 35 0 0 0 151
Exact and bootstrap distributions of a unit root test 0 0 0 17 0 0 0 62
Exact critical values of unit root tests when there is a constant term and a time trend 0 0 0 19 0 1 1 72
Exact critical values of unit root tests with drift and trend 0 0 0 54 0 1 1 193
Exact distribution and critical values of a unit root test in the presence of change in variance 0 0 0 27 0 0 0 149
Exact distribution and critical values of a unit root test when error terms are serially correlated 0 0 0 30 0 1 1 114
Exact distribution of a pre-test estimator for regression error variance when there are omitted variables 0 0 0 7 0 1 1 30
Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model 0 0 1 9 0 1 2 39
Further results on optimal critical values of pre-test when estimating the regression error variance 0 0 0 15 0 0 1 140
Inadmissibility of the Stein-rule estimator under the balanced loss function 0 0 0 30 0 0 0 120
Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression 0 0 0 11 0 0 0 44
MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression 0 0 0 6 1 1 1 68
MSE performance of a heterogeneous pre-test estimator 0 0 0 15 0 0 0 67
MSE performance of the weighted average estimators consisting of shrinkage estimators 0 0 2 3 1 1 3 5
Modified Wald Tests in Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity 0 0 0 0 0 0 1 148
ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION 0 0 0 17 0 0 1 103
On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables 0 0 0 21 1 1 1 80
On estimating and testing in a linear regression model with autocorrelated errors 0 0 0 16 1 1 1 53
On pooling disturbance variances when the goal is testing restrictions on regression coefficients 0 0 0 7 0 0 0 42
On the Use of a Proxy Variable in Prediction: An MSE Comparison 0 0 0 73 1 1 1 290
On the use of a proxy variable in the test for homoscedasticity 0 0 0 6 0 0 0 47
Optimal Pre-Testing Procedure in Regression ‐A Minimum Average Risk Approach 0 0 0 0 0 0 0 9
Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression 0 0 0 13 0 0 0 38
PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables 0 0 1 14 0 0 1 61
PMSE performance of two different types of preliminary test estimators under a multivariate t error term 0 0 1 4 0 0 1 5
Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion 0 0 0 13 0 0 0 42
Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity 0 0 0 62 1 2 2 220
Small sample properties of the mixed regression estimator 0 0 0 8 0 0 0 51
Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative 0 0 0 6 0 0 0 21
Some small sample properties of tests for structural stability in a simultaneous equation 0 0 0 3 1 1 1 21
THE EXACT RISK OF A WEIGHTED AVERAGE ESTIMATOR OF THE OLS AND STEIN-RULE ESTIMATORS IN REGRESSION UNDER BALANCED LOSS 0 0 0 0 0 0 0 14
Testing demand homogeneity when error terms have an elliptically symmetric distribution 0 0 0 19 0 0 0 101
Testing equality between sets of coefficients after a preliminary test for equality of disturbance variances in two linear regressions 0 0 0 73 1 2 2 237
Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance 0 0 0 37 1 2 3 207
Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances 0 0 0 72 0 0 1 434
The MSE of the least squares estimator over an interval constraint 0 0 0 20 0 1 1 75
The density functions of R2 and, and their risk performance under asymmetric loss in misspecified linear regression models 1 1 1 72 4 4 5 142
The exact general formulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators 0 0 1 13 0 0 1 50
The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function 0 0 0 17 0 0 1 73
Total Journal Articles 1 1 11 1,489 13 26 52 6,430

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Statistics updated 2025-03-03