Access Statistics for Kazuhiro Ohtani

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of the Stein-Rule and Positive-Part Stein-Rule Estimators in a Misspecified Linear Regression Model 0 0 2 2 0 1 3 3
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 2 8 43 228
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 2 9 41
A gradual switching regression model with a flexible transition path 1 4 15 64 3 7 31 176
A gradual switching regression model with autocorrelated errors 0 3 11 25 0 4 18 46
A note on the Wald, LR and LM tests and misspecification 0 0 5 22 0 2 16 46
A note on the mixed instrumental variables estimator in a stochastic regressors model: Some small sample properties 0 0 1 1 0 1 5 15
A note on the use of a proxy variable in testing hypothesis 0 0 1 4 0 0 2 15
An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression 0 0 3 5 1 1 6 12
An exact test for linear restrictions in seemingly unrelated regressions with the same regressors 0 2 8 38 3 5 25 118
Bayesian estimation of the switching regression model with autocorrelated errors 0 0 2 10 0 1 4 21
Bootstrapping R2 and adjusted R2 in regression analysis 1 3 23 200 3 9 108 1,057
Bounds of the F-ratio incorporating the ordinary ridge regression estimator 0 0 2 10 0 1 9 39
Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted 0 0 1 1 0 1 5 5
Estimation of regression coefficients after a preliminary test for homoscedasticity 1 4 9 24 1 9 28 87
Exact Critical Values of Unit Root Tests When There Is a Constant Term and a Time Trend 0 0 3 17 0 1 7 46
Exact Critical Values of Unit Root Tests with Drift and Trend 0 0 3 50 0 0 11 158
Exact and Bootstrap Distributions of a Unit Root Test 0 0 2 9 0 1 3 34
Exact distribution and critical values of a unit root test in the presence of change in variance 0 0 0 14 1 1 8 87
Exact distribution and critical values of a unit root test when error terms are serially correlated 1 3 5 10 2 7 21 41
Exact distribution of a pre-test estimator for regression error variance when there are omitted variables 0 1 1 1 0 1 1 1
Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model 0 0 1 1 1 3 6 6
Further results on optimal critical values of pre-test when estimating the regression error variance 1 1 2 10 1 2 9 72
Inadmissibility of the Stein-rule estimator under the balanced loss function 0 0 1 19 0 0 1 77
Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression 0 0 0 4 1 2 4 20
MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression 0 0 1 1 0 0 16 16
MSE performance of a heterogeneous pre-test estimator 1 1 3 3 2 4 16 16
Modified Wald Tests in Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity 0 0 0 0 0 0 15 92
ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION 0 0 4 7 0 0 9 44
On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables 2 3 7 7 6 8 21 21
On estimating and testing in a linear regression model with autocorrelated errors 0 0 0 10 0 0 1 31
On pooling disturbance variances when the goal is testing restrictions on regression coefficients 0 0 1 5 1 1 7 25
On the Use of a Proxy Variable in Prediction: An MSE Comparison 0 0 0 39 3 3 15 174
On the use of a proxy variable in the test for homoscedasticity 0 1 2 3 0 1 5 24
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 1 1 3 9 1 1 8 21
PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables 1 2 2 2 1 2 3 3
Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity 0 2 3 49 1 4 13 164
Small sample properties of the mixed regression estimator 0 0 1 4 0 2 8 18
Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative 0 0 0 1 0 0 1 4
Some small sample properties of tests for structural stability in a simultaneous equation 0 0 1 2 0 0 1 10
Testing demand homogeneity when error terms have an elliptically symmetric distribution 1 1 3 12 2 2 17 57
Testing equality between sets of coefficients after a preliminary test for equality of disturbance variances in two linear regressions 3 4 15 47 6 16 67 156
Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance 1 3 8 31 3 8 47 167
Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances 2 3 5 32 2 4 21 153
The MSE of the least squares estimator over an interval constraint 0 0 0 7 1 1 6 44
The density functions of R2 and, and their risk performance under asymmetric loss in misspecified linear regression models 2 4 6 21 2 5 10 50
The exact general formulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators 0 0 2 6 0 0 5 27
The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function 1 1 1 4 2 2 8 22
Total Journal Articles 20 47 169 850 52 134 703 3,790

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Statistics updated 2009-11-04