Details about Kazuhiro Ohtani
Access statistics for papers by Kazuhiro Ohtani.
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Shortid: poh14
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Journal Articles
2009
 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), 151160 View citations (1)
2008
 Exact distribution and critical values of a unit root test when error terms are serially correlated
Applied Economics Letters, 2008, 15, (5), 359362
2007
 Risk comparison of the Steinrule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion
Statistical Papers, 2007, 48, (1), 151162 View citations (1)
 Testing demand homogeneity when error terms have an elliptically symmetric distribution
Applied Economics Letters, 2007, 14, (7), 497502 View citations (3)
2006
 Further results on optimal critical values of pretest when estimating the regression error variance
Econometrics Journal, 2006, 9, (1), 159176 View citations (2)
 PMSE performance of the Steinrule and positivepart Steinrule estimators in a regression model with or without proxy variables
Statistics & Probability Letters, 2006, 76, (9), 898906 View citations (1)
2004
 Exact distribution and critical values of a unit root test in the presence of change in variance
Applied Economics Letters, 2004, 11, (14), 855860 View citations (1)
2002
 Exact distribution of a pretest estimator for regression error variance when there are omitted variables
Statistics & Probability Letters, 2002, 60, (2), 129140 View citations (2)
 ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE kCLASS ESTIMATOR IN REGRESSION
Econometric Reviews, 2002, 21, (1), 121134 View citations (2)
2001
 MSE dominance of the pretest iterative variance estimator over the iterative variance estimator in regression
Statistics & Probability Letters, 2001, 54, (3), 331340
2000
 Bootstrapping R2 and adjusted R2 in regression analysis
Economic Modelling, 2000, 17, (4), 473483 View citations (6)
1999
 Exact critical values of unit root tests when there is a constant term and a time trend
Applied Economics Letters, 1999, 6, (8), 497500
 MSE performance of a heterogeneous pretest estimator
Statistics & Probability Letters, 1999, 41, (1), 6571 View citations (3)
1998
 An MSE comparison of the restricted Steinrule and minimum mean squared error estimators in regression
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1998, 7, (2), 361376
 Inadmissibility of the Steinrule estimator under the balanced loss function
Journal of Econometrics, 1998, 88, (1), 193201 View citations (1)
1997
 The exact risk performance of a pretest estimator in a heteroskedastic linear regression model under the balanced loss function
Econometric Reviews, 1997, 16, (1), 119130 View citations (3)
1996
 Further improving the Steinrule estimator using the Stein variance estimator in a misspecified linear regression model
Statistics & Probability Letters, 1996, 29, (3), 191199 View citations (5)
 The exact general formulae for the moments and the MSE dominance of the Steinrule and positivepart Steinrule estimators
Journal of Econometrics, 1996, 74, (2), 273287 View citations (3)
1994
 The density functions of R2 and, and their risk performance under asymmetric loss in misspecified linear regression models
Economic Modelling, 1994, 11, (4), 463471 View citations (2)
1993
 A Comparison of the SteinRule and PositivePart SteinRule Estimators in a Misspecified Linear Regression Model
Econometric Theory, 1993, 9, (04), 668679 View citations (11)
 On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables
Econometric Theory, 1993, 9, (03), 504515 View citations (6)
 Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances
Journal of Econometrics, 1993, 57, (13), 393406 View citations (2)
1990
 A gradual switching regression model with a flexible transition path
Economics Letters, 1990, 32, (1), 4348 View citations (15)
 An exact test for linear restrictions in seemingly unrelated regressions with the same regressors
Economics Letters, 1990, 32, (3), 243246 View citations (4)
 On estimating and testing in a linear regression model with autocorrelated errors
Journal of Econometrics, 1990, 44, (3), 333346 View citations (1)
1989
 A Switching Regression Model with Different ChangePoints for Individual Coefficients and Its Application to the Energy Demand Equations for Japan
Empirical Economics, 1989, 14, (2), 93103
1988
 Optimal levels of significance of a pretest in estimating the disturbance variance after the pretest for a linear hypothesis on coefficients in a linear regression
Economics Letters, 1988, 28, (2), 151156 View citations (4)
1987
 Inadmissibility of the iterative Steinrule estimator of the disturbance variance in a linear regression
Economics Letters, 1987, 24, (1), 5155 View citations (1)
 On pooling disturbance variances when the goal is testing restrictions on regression coefficients
Journal of Econometrics, 1987, 35, (23), 219231
 The MSE of the least squares estimator over an interval constraint
Economics Letters, 1987, 25, (4), 351354 View citations (1)
1986
 A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity
Econometric Theory, 1986, 2, (02), 220231 View citations (4)
 A distribution function of the Fratio when the Steinrule estimator is used in place of the OLS estimator
Economics Letters, 1986, 21, (3), 257260
 A gradual switching regression model with autocorrelated errors
Economics Letters, 1986, 21, (2), 169172 View citations (17)
 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), 20818 View citations (2)
 Some small sample properties of tests for structural stability in a simultaneous equation
Economics Letters, 1986, 22, (23), 229232
 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), 6780 View citations (11)
1985
 A note on the mixed instrumental variables estimator in a stochastic regressors model: Some small sample properties
Economics Letters, 1985, 17, (4), 351353
 A note on the use of a proxy variable in testing hypothesis
Economics Letters, 1985, 17, (12), 107110
 Bounds of the Fratio incorporating the ordinary ridge regression estimator
Economics Letters, 1985, 18, (23), 161164
 On the use of a proxy variable in the test for homoscedasticity
Economics Letters, 1985, 18, (23), 153156
 Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity
International Economic Review, 1985, 26, (1), 3744 View citations (3)
 Testing linear hypothesis on regression coefficients after a pretest for disturbance variance
Economics Letters, 1985, 17, (12), 111114
1984
 A note on the Wald, LR and LM tests and misspecification
Economics Letters, 1984, 14, (1), 3135
 Small sample properties of the mixed regression estimator
Journal of Econometrics, 1984, 26, (3), 375385
1982
 Bayesian estimation of the switching regression model with autocorrelated errors
Journal of Econometrics, 1982, 18, (2), 251261 View citations (1)
 Small sample properties of the twostep and threestep estimators in a heteroscedastic linear regression model and the Bayesian alternative
Economics Letters, 1982, 10, (34), 293298
1981
 On the Use of a Proxy Variable in Prediction: An MSE Comparison
The Review of Economics and Statistics, 1981, 63, (4), 62728 View citations (1)
1980
 Estimation of regression coefficients after a preliminary test for homoscedasticity
Journal of Econometrics, 1980, 12, (2), 151159 View citations (5)

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