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 11 76
Testing Linear Restrictions on Coefficients in a Linear Regression Model with Proxy Variables and Spherically Symmetric Disturbances 0 0 0 0 0 0 1 1
The Exact Risks of Some Pre-Test and Stein-Type Regression Estimators Under Balanced Loss 0 0 0 0 3 3 5 5
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 2 2
Total Working Papers 0 0 1 24 3 4 19 84

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 1 1 12 0 1 6 57
A Comparison of the Stein-Rule and Positive-Part Stein-Rule Estimators in a Misspecified Linear Regression Model 0 0 1 8 1 1 5 29
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 6 300
A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator 0 0 0 7 2 2 3 58
A gradual switching regression model with a flexible transition path 0 0 0 99 0 1 8 292
A gradual switching regression model with autocorrelated errors 0 0 0 36 0 1 3 95
A note on the Wald, LR and LM tests and misspecification 0 0 0 38 0 0 7 89
A note on the mixed instrumental variables estimator in a stochastic regressors model: Some small sample properties 0 0 0 3 1 2 4 33
A note on the use of a proxy variable in testing hypothesis 0 0 0 14 0 2 6 53
An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression 0 0 0 12 0 0 6 57
An exact test for linear restrictions in seemingly unrelated regressions with the same regressors 0 0 0 76 0 0 4 200
Bayesian estimation of the switching regression model with autocorrelated errors 0 0 0 19 1 2 10 56
Bootstrapping R2 and adjusted R2 in regression analysis 0 1 5 281 0 1 12 1,284
Bounds of the F-ratio incorporating the ordinary ridge regression estimator 0 0 0 15 0 1 2 60
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 1 8 60
Estimation of regression coefficients after a preliminary test for homoscedasticity 0 0 0 35 0 0 7 158
Exact and bootstrap distributions of a unit root test 0 0 0 17 0 0 12 75
Exact critical values of unit root tests when there is a constant term and a time trend 0 0 0 19 0 3 12 84
Exact critical values of unit root tests with drift and trend 0 0 0 54 1 2 7 200
Exact distribution and critical values of a unit root test in the presence of change in variance 0 0 0 27 1 1 7 157
Exact distribution and critical values of a unit root test when error terms are serially correlated 0 0 0 30 1 1 8 125
Exact distribution of a pre-test estimator for regression error variance when there are omitted variables 0 0 0 7 1 1 5 36
Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model 0 0 0 9 0 0 8 47
Further results on optimal critical values of pre-test when estimating the regression error variance 0 0 0 15 7 10 21 162
Inadmissibility of the Stein-rule estimator under the balanced loss function 0 0 0 30 2 3 8 129
Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression 0 0 0 11 0 0 5 50
MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression 0 0 0 6 2 2 11 80
MSE performance of a heterogeneous pre-test estimator 0 0 0 15 0 0 5 72
MSE performance of the weighted average estimators consisting of shrinkage estimators 0 0 0 3 1 1 8 13
Modified Wald Tests in Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity 0 0 0 0 0 0 6 154
ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION 0 0 0 17 0 0 17 126
On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables 0 0 0 22 3 4 11 94
On estimating and testing in a linear regression model with autocorrelated errors 0 0 0 16 0 1 5 58
On pooling disturbance variances when the goal is testing restrictions on regression coefficients 0 0 0 7 0 0 4 46
On the Use of a Proxy Variable in Prediction: An MSE Comparison 0 0 0 73 1 1 3 293
On the use of a proxy variable in the test for homoscedasticity 0 0 0 6 0 0 1 50
Optimal Pre-Testing Procedure in Regression ‐A Minimum Average Risk Approach 0 0 0 0 0 0 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 2 2 4 43
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 0 5 12 17
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 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 1 222
Small sample properties of the mixed regression estimator 0 0 0 8 0 1 6 58
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 1 1 9 30
Some small sample properties of tests for structural stability in a simultaneous equation 0 0 0 3 1 1 2 24
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 3 17
Testing demand homogeneity when error terms have an elliptically symmetric distribution 0 0 0 19 1 1 5 107
Testing equality between sets of coefficients after a preliminary test for equality of disturbance variances in two linear regressions 0 0 0 73 1 3 23 262
Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance 0 0 0 37 1 1 6 214
Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances 0 0 0 72 0 1 4 440
The MSE of the least squares estimator over an interval constraint 0 0 0 20 0 0 3 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 3 146
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 0 4 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 1 1 10 83
Total Journal Articles 0 2 8 1,499 34 63 365 6,853

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Statistics updated 2026-08-07