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 0 152 0 33 51 683
A High-Low Model of Daily Stock Price Ranges 0 0 1 364 5 39 71 2,829
Baynesian Estimation of the Linear Regression Model with an Uncertain Interval Constraint on Coefficient 0 0 0 0 2 2 4 496
Risk Comparison of the Inequality Constrained Least Squares and Other Related Estimators Under Balanced Loss 0 0 0 0 0 5 6 523
The Exact Density and Distribution Functions of the Inequality Constrained and Pre-test Estimators 0 0 0 0 0 1 4 127
The Non-Optimality of Interval Restricted and Pre-Test Estimators Under Squared Error Loss 0 0 0 0 1 5 5 116
Total Working Papers 0 0 1 516 8 85 141 4,774

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 12 17 511
A trading strategy based on Callable Bull/Bear Contracts 0 0 2 209 2 16 22 748
An empirical model of daily highs and lows of West Texas Intermediate crude oil prices 1 1 1 46 2 11 15 241
An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss 0 0 0 12 2 3 3 77
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 4 5 57
Double k-Class Estimators in Regression Models with Non-spherical Disturbances 0 0 0 4 0 2 5 54
Estimating Equations Inference With Missing Data 0 0 3 99 1 3 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 3 9 10 100
Frequentist Model Averaging with missing observations 0 0 0 11 1 5 8 114
Further results on optimal critical values of pre-test when estimating the regression error variance 0 0 0 15 0 4 8 148
Improved Estimators of Hedonic Housing Price Models 0 0 0 188 0 2 4 479
Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix 0 0 0 2 0 2 4 73
Least squares model averaging by Mallows criterion 0 0 5 145 0 10 25 539
Minimax and [Gamma]-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted 0 0 0 60 0 3 9 318
ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS 0 0 0 12 2 5 8 83
ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION 0 0 0 17 0 9 18 121
On the Use of Spline Smoothing in Estimating Hedonic Housing Price Models: Empirical Evidence Using Hong Kong Data 0 0 1 103 0 5 13 282
On the sensitivity of the one-sided t test to covariance misspecification 0 0 0 11 0 3 4 136
On the sensitivity of the restricted least squares estimators to covariance misspecification 0 0 0 57 0 2 5 401
Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances 0 0 0 2 2 9 9 59
Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure 0 0 0 23 1 4 6 168
Predicting daily highs and lows of exchange rates: a cointegration analysis 0 0 1 22 0 6 8 128
Risk comparison of the inequality constrained least squares and other related estimators under balanced loss 0 0 0 41 1 4 5 121
Robustness of Stein-type estimators under a non-scalar error covariance structure 0 0 1 9 1 3 7 93
Simultaneous Estimation of Several Stratum Means under Error-in-Variables Superpopulation Models 0 0 0 3 1 4 5 73
Testing for covariance stationarity of stock returns in the presence of structural breaks: an intervention analysis 0 0 0 81 0 2 2 334
The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions 0 0 0 14 0 0 2 126
Unbiased estimation of the MSE matrices of improved estimators in linear regression 0 1 1 18 1 7 8 240
Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance 1 1 1 79 1 3 4 269
Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market 0 0 0 29 1 16 20 178
Total Journal Articles 2 3 16 1,418 23 168 269 6,477

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Statistics updated 2026-03-04