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 1 1 24 0 6 9 74
Testing Linear Restrictions on Coefficients in a Linear Regression Model with Proxy Variables and Spherically Symmetric Disturbances 0 0 0 0 0 0 0 0
The Exact Risks of Some Pre-Test and Stein-Type Regression Estimators Under Balanced Loss 0 0 0 0 0 1 1 1
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 0 0 0 0
Total Working Papers 0 1 1 24 0 7 10 75

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 3 4 54
A Comparison of the Stein-Rule and Positive-Part Stein-Rule Estimators in a Misspecified Linear Regression Model 0 0 1 8 0 1 3 26
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 4 5 298
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 2 56
A gradual switching regression model with a flexible transition path 0 0 0 99 1 6 6 290
A gradual switching regression model with autocorrelated errors 0 0 0 36 0 1 3 93
A note on the Wald, LR and LM tests and misspecification 0 0 0 38 0 4 8 87
A note on the mixed instrumental variables estimator in a stochastic regressors model: Some small sample properties 0 0 0 3 1 1 2 30
A note on the use of a proxy variable in testing hypothesis 0 0 0 14 0 1 4 49
An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression 0 0 0 12 1 2 4 53
An exact test for linear restrictions in seemingly unrelated regressions with the same regressors 0 0 0 76 0 1 2 198
Bayesian estimation of the switching regression model with autocorrelated errors 0 0 0 19 1 6 6 52
Bootstrapping R2 and adjusted R2 in regression analysis 1 2 5 280 3 7 16 1,282
Bounds of the F-ratio incorporating the ordinary ridge regression estimator 0 0 0 15 0 0 1 58
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 1 4 5 57
Estimation of regression coefficients after a preliminary test for homoscedasticity 0 0 0 35 2 6 7 158
Exact and bootstrap distributions of a unit root test 0 0 0 17 1 10 12 74
Exact critical values of unit root tests when there is a constant term and a time trend 0 0 0 19 0 2 4 76
Exact critical values of unit root tests with drift and trend 0 0 0 54 0 2 3 196
Exact distribution and critical values of a unit root test in the presence of change in variance 0 0 0 27 1 4 5 154
Exact distribution and critical values of a unit root test when error terms are serially correlated 0 0 0 30 0 3 8 122
Exact distribution of a pre-test estimator for regression error variance when there are omitted variables 0 0 0 7 0 2 4 34
Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model 0 0 0 9 1 4 6 45
Further results on optimal critical values of pre-test when estimating the regression error variance 0 0 0 15 0 4 8 148
Inadmissibility of the Stein-rule estimator under the balanced loss function 0 0 0 30 0 4 5 125
Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression 0 0 0 11 3 3 5 49
MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression 0 0 0 6 1 4 6 74
MSE performance of a heterogeneous pre-test estimator 0 0 0 15 1 3 3 70
MSE performance of the weighted average estimators consisting of shrinkage estimators 0 0 0 3 2 5 7 12
Modified Wald Tests in Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity 0 0 0 0 2 5 5 153
ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION 0 0 0 17 0 9 18 121
On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables 0 0 1 22 0 3 6 86
On estimating and testing in a linear regression model with autocorrelated errors 0 0 0 16 0 1 1 54
On pooling disturbance variances when the goal is testing restrictions on regression coefficients 0 0 0 7 0 0 1 43
On the Use of a Proxy Variable in Prediction: An MSE Comparison 0 0 0 73 0 1 2 292
On the use of a proxy variable in the test for homoscedasticity 0 0 0 6 1 1 3 50
Optimal Pre-Testing Procedure in Regression ‐A Minimum Average Risk Approach 0 0 0 0 0 1 1 10
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 1 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 2 2 63
PMSE performance of two different types of preliminary test estimators under a multivariate t error term 0 0 0 4 1 3 4 9
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 1 5 5 47
Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity 0 0 0 62 0 1 2 222
Small sample properties of the mixed regression estimator 0 0 0 8 0 1 4 55
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 0 3 5 26
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 1 1 15
Testing demand homogeneity when error terms have an elliptically symmetric distribution 0 0 0 19 0 4 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 5 14 18 255
Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance 0 0 0 37 0 4 5 212
Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances 0 0 0 72 0 1 4 438
The MSE of the least squares estimator over an interval constraint 0 0 0 20 0 1 4 79
The density functions of R2 and, and their risk performance under asymmetric loss in misspecified linear regression models 0 0 0 72 0 1 2 144
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 0 1 5 55
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 6 79
Total Journal Articles 1 2 8 1,497 33 167 268 6,698

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Statistics updated 2026-03-04