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Details about Kazuhiro Ohtani

Workplace:Faculty of Economics, Kobe University, (more information at EDIRC)

Access statistics for papers by Kazuhiro Ohtani.

Last updated 2016-10-07. Update your information in the RePEc Author Service.

Short-id: poh14


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Journal Articles

2009

  1. Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted
    Statistical Papers, 2009, 50, (1), 151-160 Downloads View citations (1)

2008

  1. Exact distribution and critical values of a unit root test when error terms are serially correlated
    Applied Economics Letters, 2008, 15, (5), 359-362 Downloads

2007

  1. Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion
    Statistical Papers, 2007, 48, (1), 151-162 Downloads View citations (1)
  2. Testing demand homogeneity when error terms have an elliptically symmetric distribution
    Applied Economics Letters, 2007, 14, (7), 497-502 Downloads View citations (3)

2006

  1. Further results on optimal critical values of pre-test when estimating the regression error variance
    Econometrics Journal, 2006, 9, (1), 159-176 Downloads View citations (2)
  2. PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables
    Statistics & Probability Letters, 2006, 76, (9), 898-906 Downloads View citations (1)

2004

  1. Exact distribution and critical values of a unit root test in the presence of change in variance
    Applied Economics Letters, 2004, 11, (14), 855-860 Downloads View citations (1)

2002

  1. Exact distribution of a pre-test estimator for regression error variance when there are omitted variables
    Statistics & Probability Letters, 2002, 60, (2), 129-140 Downloads View citations (2)
  2. ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION
    Econometric Reviews, 2002, 21, (1), 121-134 Downloads View citations (2)

2001

  1. MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression
    Statistics & Probability Letters, 2001, 54, (3), 331-340 Downloads

2000

  1. Bootstrapping R2 and adjusted R2 in regression analysis
    Economic Modelling, 2000, 17, (4), 473-483 Downloads View citations (6)

1999

  1. Exact critical values of unit root tests when there is a constant term and a time trend
    Applied Economics Letters, 1999, 6, (8), 497-500 Downloads
  2. MSE performance of a heterogeneous pre-test estimator
    Statistics & Probability Letters, 1999, 41, (1), 65-71 Downloads View citations (3)

1998

  1. An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1998, 7, (2), 361-376 Downloads
  2. Inadmissibility of the Stein-rule estimator under the balanced loss function
    Journal of Econometrics, 1998, 88, (1), 193-201 Downloads View citations (1)

1997

  1. The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function
    Econometric Reviews, 1997, 16, (1), 119-130 Downloads View citations (3)

1996

  1. Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model
    Statistics & Probability Letters, 1996, 29, (3), 191-199 Downloads View citations (5)
  2. The exact general formulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators
    Journal of Econometrics, 1996, 74, (2), 273-287 Downloads View citations (3)

1994

  1. The density functions of R2 and, and their risk performance under asymmetric loss in misspecified linear regression models
    Economic Modelling, 1994, 11, (4), 463-471 Downloads View citations (2)

1993

  1. A Comparison of the Stein-Rule and Positive-Part Stein-Rule Estimators in a Misspecified Linear Regression Model
    Econometric Theory, 1993, 9, (04), 668-679 Downloads View citations (11)
  2. On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables
    Econometric Theory, 1993, 9, (03), 504-515 Downloads View citations (6)
  3. Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances
    Journal of Econometrics, 1993, 57, (1-3), 393-406 Downloads View citations (2)

1990

  1. A gradual switching regression model with a flexible transition path
    Economics Letters, 1990, 32, (1), 43-48 Downloads View citations (15)
  2. An exact test for linear restrictions in seemingly unrelated regressions with the same regressors
    Economics Letters, 1990, 32, (3), 243-246 Downloads View citations (4)
  3. On estimating and testing in a linear regression model with autocorrelated errors
    Journal of Econometrics, 1990, 44, (3), 333-346 Downloads View citations (1)

1989

  1. A Switching Regression Model with Different Change-Points for Individual Coefficients and Its Application to the Energy Demand Equations for Japan
    Empirical Economics, 1989, 14, (2), 93-103

1988

  1. Optimal levels of significance of a pre-test in estimating the disturbance variance after the pre-test for a linear hypothesis on coefficients in a linear regression
    Economics Letters, 1988, 28, (2), 151-156 Downloads View citations (4)

1987

  1. Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression
    Economics Letters, 1987, 24, (1), 51-55 Downloads View citations (1)
  2. On pooling disturbance variances when the goal is testing restrictions on regression coefficients
    Journal of Econometrics, 1987, 35, (2-3), 219-231 Downloads
  3. The MSE of the least squares estimator over an interval constraint
    Economics Letters, 1987, 25, (4), 351-354 Downloads View citations (1)

1986

  1. A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity
    Econometric Theory, 1986, 2, (02), 220-231 Downloads View citations (4)
  2. A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator
    Economics Letters, 1986, 21, (3), 257-260 Downloads
  3. A gradual switching regression model with autocorrelated errors
    Economics Letters, 1986, 21, (2), 169-172 Downloads View citations (17)
  4. Modified Wald Tests in Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity
    The Manchester School of Economic & Social Studies, 1986, 54, (2), 208-18 View citations (2)
  5. Some small sample properties of tests for structural stability in a simultaneous equation
    Economics Letters, 1986, 22, (2-3), 229-232 Downloads
  6. Testing equality between sets of coefficients after a preliminary test for equality of disturbance variances in two linear regressions
    Journal of Econometrics, 1986, 31, (1), 67-80 Downloads View citations (11)

1985

  1. A note on the mixed instrumental variables estimator in a stochastic regressors model: Some small sample properties
    Economics Letters, 1985, 17, (4), 351-353 Downloads
  2. A note on the use of a proxy variable in testing hypothesis
    Economics Letters, 1985, 17, (1-2), 107-110 Downloads
  3. Bounds of the F-ratio incorporating the ordinary ridge regression estimator
    Economics Letters, 1985, 18, (2-3), 161-164 Downloads
  4. On the use of a proxy variable in the test for homoscedasticity
    Economics Letters, 1985, 18, (2-3), 153-156 Downloads
  5. Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity
    International Economic Review, 1985, 26, (1), 37-44 Downloads View citations (3)
  6. Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance
    Economics Letters, 1985, 17, (1-2), 111-114 Downloads

1984

  1. A note on the Wald, LR and LM tests and misspecification
    Economics Letters, 1984, 14, (1), 31-35 Downloads
  2. Small sample properties of the mixed regression estimator
    Journal of Econometrics, 1984, 26, (3), 375-385 Downloads

1982

  1. Bayesian estimation of the switching regression model with autocorrelated errors
    Journal of Econometrics, 1982, 18, (2), 251-261 Downloads View citations (1)
  2. Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative
    Economics Letters, 1982, 10, (3-4), 293-298 Downloads

1981

  1. On the Use of a Proxy Variable in Prediction: An MSE Comparison
    The Review of Economics and Statistics, 1981, 63, (4), 627-28 Downloads View citations (1)

1980

  1. Estimation of regression coefficients after a preliminary test for homoscedasticity
    Journal of Econometrics, 1980, 12, (2), 151-159 Downloads View citations (5)
 
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