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 1 1 364 2 12 20 2,778
A High-Low Model of Daily Stock Price Ranges 0 0 0 152 3 3 4 635
Baynesian Estimation of the Linear Regression Model with an Uncertain Interval Constraint on Coefficient 0 0 0 0 0 0 0 492
Risk Comparison of the Inequality Constrained Least Squares and Other Related Estimators Under Balanced Loss 0 0 0 0 0 0 0 517
The Exact Density and Distribution Functions of the Inequality Constrained and Pre-test Estimators 0 0 0 0 0 1 2 125
The Non-Optimality of Interval Restricted and Pre-Test Estimators Under Squared Error Loss 0 0 0 0 0 0 2 111
Total Working Papers 0 1 1 516 5 16 28 4,658

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 82 0 1 1 495
A trading strategy based on Callable Bull/Bear Contracts 1 1 1 208 1 2 3 728
An empirical model of daily highs and lows of West Texas Intermediate crude oil prices 0 0 0 45 0 1 1 227
An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss 0 0 0 12 0 0 0 74
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 52
Double k-Class Estimators in Regression Models with Non-spherical Disturbances 0 0 0 4 1 1 3 52
Estimating Equations Inference With Missing Data 2 2 3 99 2 2 3 199
Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of non-normal errors 0 0 0 11 0 0 0 90
Frequentist Model Averaging with missing observations 0 0 0 11 0 1 2 108
Further results on optimal critical values of pre-test when estimating the regression error variance 0 0 0 15 2 2 4 143
Improved Estimators of Hedonic Housing Price Models 0 0 0 188 0 0 0 475
Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix 0 0 0 2 0 0 1 70
Least squares model averaging by Mallows criterion 1 3 7 143 1 5 15 521
Minimax and [Gamma]-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted 0 0 0 60 1 1 1 310
ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS 0 0 0 12 0 1 2 76
ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION 0 0 0 17 0 1 6 109
On the Use of Spline Smoothing in Estimating Hedonic Housing Price Models: Empirical Evidence Using Hong Kong Data 0 1 1 103 1 3 7 274
On the sensitivity of the one-sided t test to covariance misspecification 0 0 0 11 0 0 0 132
On the sensitivity of the restricted least squares estimators to covariance misspecification 0 0 0 57 0 0 4 398
Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances 0 0 0 2 0 0 0 50
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 0 162
Predicting daily highs and lows of exchange rates: a cointegration analysis 0 0 1 22 0 0 3 121
Risk comparison of the inequality constrained least squares and other related estimators under balanced loss 0 0 0 41 0 1 1 117
Robustness of Stein-type estimators under a non-scalar error covariance structure 0 1 1 9 0 1 1 87
Simultaneous Estimation of Several Stratum Means under Error-in-Variables Superpopulation Models 0 0 0 3 1 1 2 69
Testing for covariance stationarity of stock returns in the presence of structural breaks: an intervention analysis 0 0 0 81 0 0 3 332
The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions 0 0 0 14 0 0 1 124
Unbiased estimation of the MSE matrices of improved estimators in linear regression 0 0 0 17 0 0 1 233
Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance 0 0 0 78 0 1 3 266
Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market 0 0 0 29 1 1 2 159
Total Journal Articles 4 8 14 1,412 11 26 70 6,253

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Statistics updated 2025-10-06