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 1 364 1 4 73 2,833
A High-Low Model of Daily Stock Price Ranges 0 0 0 152 0 2 53 685
Baynesian Estimation of the Linear Regression Model with an Uncertain Interval Constraint on Coefficient 0 0 0 0 0 0 4 496
Risk Comparison of the Inequality Constrained Least Squares and Other Related Estimators Under Balanced Loss 0 0 0 0 0 1 7 524
The Exact Density and Distribution Functions of the Inequality Constrained and Pre-test Estimators 0 0 0 0 0 2 5 129
The Non-Optimality of Interval Restricted and Pre-Test Estimators Under Squared Error Loss 0 0 0 0 1 2 7 118
Total Working Papers 0 0 1 516 2 11 149 4,785

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 1 3 20 514
A trading strategy based on Callable Bull/Bear Contracts 0 0 2 209 0 5 27 753
An empirical model of daily highs and lows of West Texas Intermediate crude oil prices 0 0 1 46 1 8 23 249
An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss 0 0 0 12 0 4 7 81
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 3 8 60
Double k-Class Estimators in Regression Models with Non-spherical Disturbances 0 0 0 4 2 6 10 60
Estimating Equations Inference With Missing Data 0 0 3 99 0 0 10 206
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 3 13 103
Frequentist Model Averaging with missing observations 0 1 1 12 0 7 14 121
Further results on optimal critical values of pre-test when estimating the regression error variance 0 0 0 15 1 5 12 153
Improved Estimators of Hedonic Housing Price Models 0 0 0 188 0 2 6 481
Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix 0 0 0 2 1 1 4 74
Least squares model averaging by Mallows criterion 1 2 7 147 1 8 32 547
Minimax and [Gamma]-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted 0 0 0 60 0 0 9 318
ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS 0 0 0 12 1 2 10 85
ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION 0 0 0 17 0 5 18 126
On the Use of Spline Smoothing in Estimating Hedonic Housing Price Models: Empirical Evidence Using Hong Kong Data 0 0 1 103 0 1 12 283
On the sensitivity of the one-sided t test to covariance misspecification 0 0 0 11 0 3 7 139
On the sensitivity of the restricted least squares estimators to covariance misspecification 0 0 0 57 0 1 4 402
Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances 0 0 0 2 1 2 11 61
Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure 0 0 0 23 0 3 9 171
Predicting daily highs and lows of exchange rates: a cointegration analysis 0 0 0 22 0 3 10 131
Risk comparison of the inequality constrained least squares and other related estimators under balanced loss 0 0 0 41 1 3 8 124
Robustness of Stein-type estimators under a non-scalar error covariance structure 0 0 1 9 0 1 8 94
Simultaneous Estimation of Several Stratum Means under Error-in-Variables Superpopulation Models 0 0 0 3 0 1 6 74
Testing for covariance stationarity of stock returns in the presence of structural breaks: an intervention analysis 0 0 0 81 0 0 2 334
The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions 0 0 0 14 0 4 6 130
Unbiased estimation of the MSE matrices of improved estimators in linear regression 0 0 1 18 0 2 10 242
Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance 0 0 1 79 0 2 6 271
Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market 0 0 0 29 1 6 26 184
Total Journal Articles 1 3 18 1,421 12 94 348 6,571

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Statistics updated 2026-06-04