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 0 364 1 1 58 2,834
A High-Low Model of Daily Stock Price Ranges 0 0 0 152 1 1 54 686
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 0 7 524
The Exact Density and Distribution Functions of the Inequality Constrained and Pre-test Estimators 0 0 0 0 0 0 4 129
The Non-Optimality of Interval Restricted and Pre-Test Estimators Under Squared Error Loss 0 0 0 0 0 1 8 119
Total Working Papers 0 0 0 516 2 3 135 4,788

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 2 21 516
A trading strategy based on Callable Bull/Bear Contracts 2 2 4 211 3 3 29 756
An empirical model of daily highs and lows of West Texas Intermediate crude oil prices 0 1 2 47 0 1 23 250
An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss 0 0 0 12 0 0 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 0 0 8 60
Double k-Class Estimators in Regression Models with Non-spherical Disturbances 0 0 0 4 0 2 11 62
Estimating Equations Inference With Missing Data 0 1 3 100 1 3 12 209
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 1 14 104
Frequentist Model Averaging with missing observations 0 0 1 12 0 0 13 121
Further results on optimal critical values of pre-test when estimating the regression error variance 0 0 0 15 4 13 25 166
Improved Estimators of Hedonic Housing Price Models 0 0 0 188 0 0 6 481
Improved Multivariate Prediction in a General Linear Model with an Unknown Error Covariance Matrix 0 0 0 2 1 2 6 76
Least squares model averaging by Mallows criterion 0 2 7 149 0 4 31 551
Minimax and [Gamma]-minimax estimation for the Poisson distribution under LINEX loss when the parameter space is restricted 0 0 0 60 1 1 10 319
ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS 0 0 0 12 0 1 10 86
ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION 0 0 0 17 0 0 17 126
On the Use of Spline Smoothing in Estimating Hedonic Housing Price Models: Empirical Evidence Using Hong Kong Data 0 0 0 103 1 2 12 285
On the sensitivity of the one-sided t test to covariance misspecification 0 0 0 11 0 0 7 139
On the sensitivity of the restricted least squares estimators to covariance misspecification 0 0 0 57 0 0 4 402
Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances 0 0 0 2 0 0 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 7 13 22 184
Predicting daily highs and lows of exchange rates: a cointegration analysis 0 0 0 22 1 1 11 132
Risk comparison of the inequality constrained least squares and other related estimators under balanced loss 0 0 0 41 0 0 7 124
Robustness of Stein-type estimators under a non-scalar error covariance structure 1 1 1 10 1 1 8 95
Simultaneous Estimation of Several Stratum Means under Error-in-Variables Superpopulation Models 0 0 0 3 1 1 7 75
Testing for covariance stationarity of stock returns in the presence of structural breaks: an intervention analysis 0 0 0 81 1 3 5 337
The power of autocorrelation tests near the unit root in models with possibly mis-specified linear restrictions 0 0 0 14 0 0 6 130
Unbiased estimation of the MSE matrices of improved estimators in linear regression 0 0 1 18 1 1 10 243
Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance 0 0 1 79 0 0 5 271
Weighted average least squares estimation with nonspherical disturbances and an application to the Hong Kong housing market 0 0 0 29 0 0 26 184
Total Journal Articles 3 7 20 1,428 24 55 384 6,626

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Statistics updated 2026-09-10