Details about Kazuhiro Ohtani

This author is deceased (2019-01-09).

Access statistics for papers by Kazuhiro Ohtani.

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Short-id: poh14

Working Papers

2015

1. MSE Performance of the Weighted Average Estimators Consisting of Shrinkage Estimators
   Discussion Papers, Graduate School of Economics, Kobe University
   See also Journal Article MSE performance of the weighted average estimators consisting of shrinkage estimators, Communications in Statistics - Theory and Methods, Taylor & Francis Journals (2018) (2018)

Journal Articles

2019

1. PMSE performance of two different types of preliminary test estimators under a multivariate t error term
   Communications in Statistics - Theory and Methods, 2019, 48, (17), 4320-4338

2018

2. MSE performance of the weighted average estimators consisting of shrinkage estimators
   Communications in Statistics - Theory and Methods, 2018, 47, (5), 1204-1214
   See also Working Paper MSE Performance of the Weighted Average Estimators Consisting of Shrinkage Estimators, Discussion Papers (2015) (2015)

2009

3. 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 View citations (1)

2008

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

2007

5. 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 View citations (1)
6. Testing demand homogeneity when error terms have an elliptically symmetric distribution
   Applied Economics Letters, 2007, 14, (7), 497-502 View citations (3)

2006

7. Further results on optimal critical values of pre-test when estimating the regression error variance
   Econometrics Journal, 2006, 9, (1), 159-176 View citations (3)
8. 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 View citations (1)

2004

9. 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 View citations (1)

2002

10. Exact critical values of unit root tests with drift and trend
    Applied Economics Letters, 2002, 9, (3), 137-145 View citations (2)
11. Exact distribution of a pre-test estimator for regression error variance when there are omitted variables
    Statistics & Probability Letters, 2002, 60, (2), 129-140 View citations (2)
12. ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION
    Econometric Reviews, 2002, 21, (1), 121-134 View citations (2)

2001

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

2000

14. Bootstrapping R2 and adjusted R2 in regression analysis
    Economic Modelling, 2000, 17, (4), 473-483 View citations (12)
15. Exact and bootstrap distributions of a unit root test
    Applied Economics Letters, 2000, 7, (7), 463-466 View citations (3)

1999

16. 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
17. MSE performance of a heterogeneous pre-test estimator
    Statistics & Probability Letters, 1999, 41, (1), 65-71 View citations (4)

1998

18. 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 View citations (1)
19. Inadmissibility of the Stein-rule estimator under the balanced loss function
    Journal of Econometrics, 1998, 88, (1), 193-201 View citations (3)
20. THE EXACT RISK OF A WEIGHTED AVERAGE ESTIMATOR OF THE OLS AND STEIN-RULE ESTIMATORS IN REGRESSION UNDER BALANCED LOSS
    Statistics & Risk Modeling, 1998, 16, (1), 35-46 View citations (3)

1997

21. 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 View citations (4)

1996

22. 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 View citations (5)
23. 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 View citations (3)

1994

24. 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 View citations (3)

1993

25. A Comparison of the Stein-Rule and Positive-Part Stein-Rule Estimators in a Misspecified Linear Regression Model
    Econometric Theory, 1993, 9, (4), 668-679 View citations (12)
26. On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables
    Econometric Theory, 1993, 9, (3), 504-515 View citations (7)
27. 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 View citations (2)

1990

28. A gradual switching regression model with a flexible transition path
    Economics Letters, 1990, 32, (1), 43-48 View citations (16)
29. An exact test for linear restrictions in seemingly unrelated regressions with the same regressors
    Economics Letters, 1990, 32, (3), 243-246 View citations (4)
30. On estimating and testing in a linear regression model with autocorrelated errors
    Journal of Econometrics, 1990, 44, (3), 333-346 View citations (1)

1989

31. 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

32. 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 View citations (4)

1987

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

1986

36. A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity
    Econometric Theory, 1986, 2, (2), 220-231 View citations (5)
37. 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
38. A gradual switching regression model with autocorrelated errors
    Economics Letters, 1986, 21, (2), 169-172 View citations (19)
39. 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 (4)
40. Some small sample properties of tests for structural stability in a simultaneous equation
    Economics Letters, 1986, 22, (2-3), 229-232
41. 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 View citations (12)

1985

42. A note on the mixed instrumental variables estimator in a stochastic regressors model: Some small sample properties
    Economics Letters, 1985, 17, (4), 351-353
43. A note on the use of a proxy variable in testing hypothesis
    Economics Letters, 1985, 17, (1-2), 107-110
44. Bounds of the F-ratio incorporating the ordinary ridge regression estimator
    Economics Letters, 1985, 18, (2-3), 161-164
45. On the use of a proxy variable in the test for homoscedasticity
    Economics Letters, 1985, 18, (2-3), 153-156
46. 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 View citations (3)
47. Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance
    Economics Letters, 1985, 17, (1-2), 111-114

1984

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

1982

50. Bayesian estimation of the switching regression model with autocorrelated errors
    Journal of Econometrics, 1982, 18, (2), 251-261 View citations (1)
51. 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

1981

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

1980

53. Estimation of regression coefficients after a preliminary test for homoscedasticity
    Journal of Econometrics, 1980, 12, (2), 151-159 View citations (8)

1977

54. Optimal Pre-Testing Procedure in Regression ‐A Minimum Average Risk Approach
    Economic Review, 1977, 29, (1), 39-43