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 Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity 0 0 0 8 0 0 1 39
A Comparison of the Stein-Rule and Positive-Part Stein-Rule Estimators in a Misspecified Linear Regression Model 0 0 0 5 0 0 0 15
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 1 1 285
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 52
A gradual switching regression model with a flexible transition path 0 0 0 96 1 1 1 272
A gradual switching regression model with autocorrelated errors 0 0 0 32 2 2 3 82
A note on the Wald, LR and LM tests and misspecification 0 0 0 34 0 0 0 68
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 2 13 0 0 2 39
An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression 0 0 0 9 0 0 0 40
An exact test for linear restrictions in seemingly unrelated regressions with the same regressors 0 0 0 72 0 0 0 185
Bayesian estimation of the switching regression model with autocorrelated errors 0 0 0 19 0 0 0 45
Bootstrapping R2 and adjusted R2 in regression analysis 1 1 1 253 3 5 7 1,202
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 50
Estimation of regression coefficients after a preliminary test for homoscedasticity 0 0 0 35 0 1 4 143
Exact critical values of unit root tests when there is a constant term and a time trend 0 0 0 18 0 0 1 68
Exact distribution and critical values of a unit root test in the presence of change in variance 0 0 0 26 0 0 0 145
Exact distribution and critical values of a unit root test when error terms are serially correlated 0 0 0 30 0 0 1 104
Exact distribution of a pre-test estimator for regression error variance when there are omitted variables 0 0 0 6 0 0 0 24
Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model 0 0 0 8 0 0 1 35
Further results on optimal critical values of pre-test when estimating the regression error variance 0 0 0 15 1 1 4 137
Inadmissibility of the Stein-rule estimator under the balanced loss function 0 0 0 29 0 0 0 116
Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression 0 0 0 10 0 0 0 40
MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression 0 0 0 6 0 0 0 61
MSE performance of a heterogeneous pre-test estimator 0 0 0 15 0 0 1 62
Modified Wald Tests in Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity 0 0 0 0 0 0 0 139
ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION 0 0 0 15 0 0 1 93
On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables 0 0 0 21 0 0 0 74
On estimating and testing in a linear regression model with autocorrelated errors 0 0 0 16 0 1 1 52
On pooling disturbance variances when the goal is testing restrictions on regression coefficients 0 0 0 7 0 0 1 41
On the Use of a Proxy Variable in Prediction: An MSE Comparison 0 0 1 72 0 0 4 272
On the use of a proxy variable in the test for homoscedasticity 0 0 0 6 0 0 0 43
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 37
PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables 0 0 1 13 0 0 1 54
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 3 40
Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity 0 0 1 61 0 0 2 212
Small sample properties of the mixed regression estimator 0 0 0 8 0 0 1 49
Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative 0 0 0 5 0 0 0 20
Some small sample properties of tests for structural stability in a simultaneous equation 0 0 0 3 0 0 0 20
Testing demand homogeneity when error terms have an elliptically symmetric distribution 0 0 0 18 0 0 0 98
Testing equality between sets of coefficients after a preliminary test for equality of disturbance variances in two linear regressions 0 0 0 71 0 0 1 227
Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance 0 0 0 37 0 0 0 201
Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances 0 0 0 72 0 0 0 421
The MSE of the least squares estimator over an interval constraint 1 1 1 19 1 1 1 72
The density functions of R2 and, and their risk performance under asymmetric loss in misspecified linear regression models 1 2 7 61 1 3 9 123
The exact general formulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators 0 0 0 11 0 0 1 44
The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function 0 0 0 15 0 0 0 64
Total Journal Articles 3 4 14 1,334 9 17 54 5,790


Statistics updated 2019-10-05