Access Statistics for Alan T.K. Wan

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
A High-Low Model of Daily Stock Price Ranges 0 0 1 151 0 1 9 624
A High-Low Model of Daily Stock Price Ranges 0 0 1 353 0 1 16 2,721
Baynesian Estimation of the Linear Regression Model with an Uncertain Interval Constraint on Coefficient 0 0 0 0 0 2 7 490
Risk Comparison of the Inequality Constrained Least Squares and Other Related Estimators Under Balanced Loss 0 0 0 0 0 0 0 515
The Exact Density and Distribution Functions of the Inequality Constrained and Pre-test Estimators 0 0 0 0 0 0 2 120
The Non-Optimality of Interval Restricted and Pre-Test Estimators Under Squared Error Loss 0 0 0 0 1 1 2 107
Total Working Papers 0 0 2 504 1 5 36 4,577


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A high-low model of daily stock price ranges 0 0 0 80 1 1 6 486
A trading strategy based on Callable Bull/Bear Contracts 1 2 5 179 5 9 28 617
An empirical model of daily highs and lows of West Texas Intermediate crude oil prices 0 0 0 39 1 1 4 203
An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss 0 0 1 11 0 0 5 70
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 2 52
Double k-Class Estimators in Regression Models with Non-spherical Disturbances 0 0 0 4 0 0 3 45
Estimating Equations Inference With Missing Data 0 0 0 92 1 1 4 185
Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of non-normal errors 0 0 0 10 1 1 2 80
Frequentist Model Averaging with missing observations 1 1 2 11 1 3 5 89
Further results on optimal critical values of pre-test when estimating the regression error variance 0 0 0 15 0 0 1 138
Improved Estimators of Hedonic Housing Price Models 0 0 1 183 1 2 9 457
Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix 0 0 0 2 0 1 5 68
Least squares model averaging by Mallows criterion 0 0 0 118 0 0 5 462
Minimax and [Gamma]-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted 0 0 0 51 6 7 21 265
ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS 1 1 1 11 1 1 1 63
ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION 0 0 0 15 0 1 4 97
On the Use of Spline Smoothing in Estimating Hedonic Housing Price Models: Empirical Evidence Using Hong Kong Data 1 1 1 93 1 2 7 248
On the sensitivity of the one-sided t test to covariance misspecification 0 0 0 11 0 0 6 130
On the sensitivity of the restricted least squares estimators to covariance misspecification 0 0 0 57 0 0 1 389
Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances 0 0 0 2 0 0 1 46
Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure 0 0 0 23 0 0 1 158
Predicting daily highs and lows of exchange rates: a cointegration analysis 0 0 1 20 0 0 5 109
Risk comparison of the inequality constrained least squares and other related estimators under balanced loss 0 0 0 41 0 0 2 113
Robustness of Stein-type estimators under a non-scalar error covariance structure 0 0 0 8 0 0 1 84
Simultaneous Estimation of Several Stratum Means under Error-in-Variables Superpopulation Models 0 0 0 2 0 0 2 64
Testing for covariance stationarity of stock returns in the presence of structural breaks: an intervention analysis 0 0 0 76 0 0 2 320
The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions 0 0 0 14 0 0 3 122
Unbiased estimation of the MSE matrices of improved estimators in linear regression 0 0 0 17 0 0 1 231
Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance 1 2 3 75 2 6 11 248
Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market 0 0 1 28 0 0 6 147
Total Journal Articles 5 7 16 1,301 21 36 154 5,786


Statistics updated 2020-11-03