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 24 0 1 10 75
Testing Linear Restrictions on Coefficients in a Linear Regression Model with Proxy Variables and Spherically Symmetric Disturbances 0 0 0 0 1 1 1 1
The Exact Risks of Some Pre-Test and Stein-Type Regression Estimators Under Balanced Loss 0 0 0 0 0 1 2 2
The Risk Behavior of a Pre-Test Estimator in a Linear Regression Model with Possible Heteroscedasticity Under the Linex Loss Function 0 0 0 0 1 2 2 2
Total Working Papers 0 0 1 24 2 5 15 80

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 2 2 6 56
A Comparison of the Stein-Rule and Positive-Part Stein-Rule Estimators in a Misspecified Linear Regression Model 0 0 1 8 1 2 5 28
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 2 7 300
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 0 2 56
A gradual switching regression model with a flexible transition path 0 0 0 99 1 2 7 291
A gradual switching regression model with autocorrelated errors 0 0 0 36 1 1 4 94
A note on the Wald, LR and LM tests and misspecification 0 0 0 38 1 2 9 89
A note on the mixed instrumental variables estimator in a stochastic regressors model: Some small sample properties 0 0 0 3 0 2 3 31
A note on the use of a proxy variable in testing hypothesis 0 0 0 14 2 2 6 51
An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression 0 0 0 12 1 5 8 57
An exact test for linear restrictions in seemingly unrelated regressions with the same regressors 0 0 0 76 2 2 4 200
Bayesian estimation of the switching regression model with autocorrelated errors 0 0 0 19 2 3 8 54
Bootstrapping R2 and adjusted R2 in regression analysis 0 1 5 280 1 4 17 1,283
Bounds of the F-ratio incorporating the ordinary ridge regression estimator 0 0 0 15 0 1 2 59
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 2 3 7 59
Estimation of regression coefficients after a preliminary test for homoscedasticity 0 0 0 35 0 2 7 158
Exact and bootstrap distributions of a unit root test 0 0 0 17 1 2 12 75
Exact critical values of unit root tests when there is a constant term and a time trend 0 0 0 19 5 5 9 81
Exact critical values of unit root tests with drift and trend 0 0 0 54 2 2 5 198
Exact distribution and critical values of a unit root test in the presence of change in variance 0 0 0 27 2 3 6 156
Exact distribution and critical values of a unit root test when error terms are serially correlated 0 0 0 30 2 2 10 124
Exact distribution of a pre-test estimator for regression error variance when there are omitted variables 0 0 0 7 1 1 4 35
Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model 0 0 0 9 1 3 8 47
Further results on optimal critical values of pre-test when estimating the regression error variance 0 0 0 15 3 4 11 152
Inadmissibility of the Stein-rule estimator under the balanced loss function 0 0 0 30 0 1 6 126
Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression 0 0 0 11 1 4 6 50
MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression 0 0 0 6 2 5 10 78
MSE performance of a heterogeneous pre-test estimator 0 0 0 15 1 3 5 72
MSE performance of the weighted average estimators consisting of shrinkage estimators 0 0 0 3 0 2 7 12
Modified Wald Tests in Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity 0 0 0 0 0 3 6 154
ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION 0 0 0 17 5 5 18 126
On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables 0 0 1 22 3 4 9 90
On estimating and testing in a linear regression model with autocorrelated errors 0 0 0 16 1 3 4 57
On pooling disturbance variances when the goal is testing restrictions on regression coefficients 0 0 0 7 2 3 4 46
On the Use of a Proxy Variable in Prediction: An MSE Comparison 0 0 0 73 0 0 2 292
On the use of a proxy variable in the test for homoscedasticity 0 0 0 6 0 1 3 50
Optimal Pre-Testing Procedure in Regression ‐A Minimum Average Risk Approach 0 0 0 0 0 1 2 11
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 3 41
PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables 0 0 0 14 0 0 2 63
PMSE performance of two different types of preliminary test estimators under a multivariate t error term 0 0 0 4 1 4 7 12
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 1 5 47
Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity 0 0 0 62 0 0 2 222
Small sample properties of the mixed regression estimator 0 0 0 8 2 2 6 57
Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative 0 0 1 7 2 3 8 29
Some small sample properties of tests for structural stability in a simultaneous equation 0 0 0 3 0 0 2 23
THE EXACT RISK OF A WEIGHTED AVERAGE ESTIMATOR OF THE OLS AND STEIN-RULE ESTIMATORS IN REGRESSION UNDER BALANCED LOSS 0 0 0 0 1 3 3 17
Testing demand homogeneity when error terms have an elliptically symmetric distribution 0 0 0 19 0 0 5 106
Testing equality between sets of coefficients after a preliminary test for equality of disturbance variances in two linear regressions 0 0 0 73 3 9 22 259
Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance 0 0 0 37 1 1 6 213
Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances 0 0 0 72 1 1 4 439
The MSE of the least squares estimator over an interval constraint 0 0 0 20 2 2 5 81
The density functions of R2 and, and their risk performance under asymmetric loss in misspecified linear regression models 0 0 0 72 1 1 3 145
The exact general formulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators 0 0 0 13 1 1 6 56
The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function 0 0 0 17 2 5 9 82
Total Journal Articles 0 1 8 1,497 67 125 347 6,790

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Statistics updated 2026-05-06