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 0 14 32 2,790
A High-Low Model of Daily Stock Price Ranges 0 0 0 152 1 18 18 650
Baynesian Estimation of the Linear Regression Model with an Uncertain Interval Constraint on Coefficient 0 0 0 0 1 2 2 494
Risk Comparison of the Inequality Constrained Least Squares and Other Related Estimators Under Balanced Loss 0 0 0 0 1 1 1 518
The Exact Density and Distribution Functions of the Inequality Constrained and Pre-test Estimators 0 0 0 0 1 1 3 126
The Non-Optimality of Interval Restricted and Pre-Test Estimators Under Squared Error Loss 0 0 0 0 0 0 1 111
Total Working Papers 0 0 1 516 4 36 57 4,689

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 4 5 499
A trading strategy based on Callable Bull/Bear Contracts 1 2 2 209 2 5 6 732
An empirical model of daily highs and lows of West Texas Intermediate crude oil prices 0 0 0 45 2 3 4 230
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 1 1 53
Double k-Class Estimators in Regression Models with Non-spherical Disturbances 0 0 0 4 0 1 3 52
Estimating Equations Inference With Missing Data 0 2 3 99 0 6 7 203
Estimation of regression coefficients of interest when other regression coefficients are of no interest: The case of non-normal errors 0 0 0 11 1 1 1 91
Frequentist Model Averaging with missing observations 0 0 0 11 0 1 3 109
Further results on optimal critical values of pre-test when estimating the regression error variance 0 0 0 15 0 3 4 144
Improved Estimators of Hedonic Housing Price Models 0 0 0 188 1 2 2 477
Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix 0 0 0 2 1 1 2 71
Least squares model averaging by Mallows criterion 1 3 8 145 3 9 19 529
Minimax and [Gamma]-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted 0 0 0 60 4 6 6 315
ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS 0 0 0 12 2 2 4 78
ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION 0 0 0 17 1 3 9 112
On the Use of Spline Smoothing in Estimating Hedonic Housing Price Models: Empirical Evidence Using Hong Kong Data 0 0 1 103 3 4 10 277
On the sensitivity of the one-sided t test to covariance misspecification 0 0 0 11 0 1 1 133
On the sensitivity of the restricted least squares estimators to covariance misspecification 0 0 0 57 1 1 3 399
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 1 2 2 164
Predicting daily highs and lows of exchange rates: a cointegration analysis 0 0 1 22 0 1 3 122
Risk comparison of the inequality constrained least squares and other related estimators under balanced loss 0 0 0 41 0 0 1 117
Robustness of Stein-type estimators under a non-scalar error covariance structure 0 0 1 9 3 3 4 90
Simultaneous Estimation of Several Stratum Means under Error-in-Variables Superpopulation Models 0 0 0 3 0 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 1 332
The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions 0 0 0 14 0 2 3 126
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 0 2 266
Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market 0 0 0 29 3 4 4 162
Total Journal Articles 2 7 16 1,415 29 67 113 6,309

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Statistics updated 2025-12-06