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 1 1 1 358 1 2 2 2,744
A High-Low Model of Daily Stock Price Ranges 0 0 0 152 0 0 1 631
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 0 1 122
The Non-Optimality of Interval Restricted and Pre-Test Estimators Under Squared Error Loss 0 0 0 0 0 0 0 109
Total Working Papers 1 1 1 510 1 2 4 4,615

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 1 82 0 0 2 492
A trading strategy based on Callable Bull/Bear Contracts 0 0 7 203 1 6 26 713
An empirical model of daily highs and lows of West Texas Intermediate crude oil prices 0 2 3 44 0 2 5 219
An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss 0 0 0 12 0 0 1 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 0 1 1 49
Estimating Equations Inference With Missing Data 0 1 1 94 0 1 2 193
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 89
Frequentist Model Averaging with missing observations 0 0 0 11 0 1 5 104
Further results on optimal critical values of pre-test when estimating the regression error variance 0 0 0 15 0 1 1 139
Improved Estimators of Hedonic Housing Price Models 0 0 1 188 0 1 3 474
Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix 0 0 0 2 0 0 0 69
Least squares model averaging by Mallows criterion 0 1 4 129 1 2 10 489
Minimax and [Gamma]-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted 0 0 2 59 0 1 11 301
ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS 0 0 1 12 0 0 1 72
ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION 0 0 0 16 0 2 2 101
On the Use of Spline Smoothing in Estimating Hedonic Housing Price Models: Empirical Evidence Using Hong Kong Data 1 1 2 99 1 1 4 262
On the sensitivity of the one-sided t test to covariance misspecification 0 0 0 11 0 0 0 131
On the sensitivity of the restricted least squares estimators to covariance misspecification 0 0 0 57 0 0 1 394
Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances 0 0 0 2 0 0 2 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 1 161
Predicting daily highs and lows of exchange rates: a cointegration analysis 0 0 0 21 0 1 5 116
Risk comparison of the inequality constrained least squares and other related estimators under balanced loss 0 0 0 41 0 0 0 115
Robustness of Stein-type estimators under a non-scalar error covariance structure 0 0 0 8 0 0 0 86
Simultaneous Estimation of Several Stratum Means under Error-in-Variables Superpopulation Models 0 0 0 3 0 0 0 67
Testing for covariance stationarity of stock returns in the presence of structural breaks: an intervention analysis 0 0 2 78 0 0 3 326
The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions 0 0 0 14 0 0 0 123
Unbiased estimation of the MSE matrices of improved estimators in linear regression 0 0 0 17 0 0 0 232
Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance 0 0 0 77 0 0 3 261
Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market 0 0 0 29 0 0 2 155
Total Journal Articles 1 5 24 1,375 3 20 91 6,109

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Statistics updated 2023-05-07