Kazuhiro Ohtani

Names

Identifer

Contact

Affiliations

Research profile

author of:

• Testing Linear Restrictions on Coefficients in a Linear Regression Model with Proxy Variables and Spherically Symmetric Disturbances (repec:ags:canzdp:262998)
  by Ohtani, Kazuhiro & Giles, Judith A.
• The Exact Risks of Some Pre-Test and Stein-Type Regression Estimators Under Balanced Loss (repec:ags:canzdp:263725)
  by Giles, Judith A. & Giles, David E. A. & Ohtani, Kazuhiro
• The Risk Behavior of a Pre-Test Estimator in a Linear Regression Model with Possible Heteroscedasticity Under the Linex Loss Function (repec:ags:canzdp:263735)
  by Ohtani, Kazuhiro & Giles, David E. A. & Giles, Judith A.
• Modified Wald Tests in Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity (repec:bla:manch2:v:54:y:1986:i:2:p:208-18)
  by Honda, Yuzo & Ohtani, Kazuhiro
• The Exact Risk Of A Weighted Average Estimator Of The Ols And Stein-Rule Estimators In Regression Under Balanced Loss (repec:bpj:strimo:v:16:y:1998:i:1:p:35-46:n:5)
  by Ohtani Kazuhiro
• A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity (repec:cup:etheor:v:2:y:1986:i:02:p:220-231_01)
  by Ohtani, Kazuhiro & Kobayashi, Masahito
• On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables (repec:cup:etheor:v:9:y:1993:i:03:p:504-515_00)
  by Ohtani, Kazuhiro & Hasegawa, Hikaru
• A Comparison of the Stein-Rule and Positive-Part Stein-Rule Estimators in a Misspecified Linear Regression Model (repec:cup:etheor:v:9:y:1993:i:04:p:668-679_00)
  by Ohtani, Kazuhiro
• Further results on optimal critical values of pre-test when estimating the regression error variance (repec:ect:emjrnl:v:9:y:2006:i:1:p:159-176)
  by Alan T.K. Wan & Guohua Zou & Kazuhiro Ohtani
• The density functions of R2 and , and their risk performance under asymmetric loss in misspecified linear regression models (repec:eee:ecmode:v:11:y:1994:i:4:p:463-471)
  by Ohtani, Kazuhiro
• Bootstrapping R2 and adjusted R2 in regression analysis (repec:eee:ecmode:v:17:y:2000:i:4:p:473-483)
  by Ohtani, Kazuhiro
• Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative (repec:eee:ecolet:v:10:y:1982:i:3-4:p:293-298)
  by Ohtani, Kazuhiro
• A note on the Wald, LR and LM tests and misspecification (repec:eee:ecolet:v:14:y:1984:i:1:p:31-35)
  by Ohtani, Kazuhiro
• A note on the use of a proxy variable in testing hypothesis (repec:eee:ecolet:v:17:y:1985:i:1-2:p:107-110)
  by Ohtani, Kazuhiro
• Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance (repec:eee:ecolet:v:17:y:1985:i:1-2:p:111-114)
  by Ohtani, Kazuhiro & Toyoda, Toshihisa
• A note on the mixed instrumental variables estimator in a stochastic regressors model : Some small sample properties (repec:eee:ecolet:v:17:y:1985:i:4:p:351-353)
  by Kakimoto, Sumio & Ohtani, Kazuhiro
• On the use of a proxy variable in the test for homoscedasticity (repec:eee:ecolet:v:18:y:1985:i:2-3:p:153-156)
  by Kakimoto, Sumio & Ohtani, Kazuhiro
• Bounds of the F-ratio incorporating the ordinary ridge regression estimator (repec:eee:ecolet:v:18:y:1985:i:2-3:p:161-164)
  by Ohtani, Kazuhiro
• A gradual switching regression model with autocorrelated errors (repec:eee:ecolet:v:21:y:1986:i:2:p:169-172)
  by Ohtani, Kazuhiro & Katayama, Sei-ichi
• A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator (repec:eee:ecolet:v:21:y:1986:i:3:p:257-260)
  by Ohtani, Kazuhiro
• Some small sample properties of tests for structural stability in a simultaneous equation (repec:eee:ecolet:v:22:y:1986:i:2-3:p:229-232)
  by Ohtani, Kazuhiro
• Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression (repec:eee:ecolet:v:24:y:1987:i:1:p:51-55)
  by Ohtani, Kazuhiro
• The MSE of the least squares estimator over an interval constraint (repec:eee:ecolet:v:25:y:1987:i:4:p:351-354)
  by Ohtani, Kazuhiro
• 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 (repec:eee:ecolet:v:28:y:1988:i:2:p:151-156)
  by Ohtani, Kazuhiro
• A gradual switching regression model with a flexible transition path (repec:eee:ecolet:v:32:y:1990:i:1:p:43-48)
  by Ohtani, Kazuhiro & Kakimoto, Sumio & Abe, Kenzo
• An exact test for linear restrictions in seemingly unrelated regressions with the same regressors (repec:eee:ecolet:v:32:y:1990:i:3:p:243-246)
  by Hashimoto, Noriko & Ohtani, Kazuhiro
• Estimation of regression coefficients after a preliminary test for homoscedasticity (repec:eee:econom:v:12:y:1980:i:2:p:151-159)
  by Ohtani, Kazuhiro & Toyoda, Toshihisa
• Bayesian estimation of the switching regression model with autocorrelated errors (repec:eee:econom:v:18:y:1982:i:2:p:251-261)
  by Ohtani, Kazuhiro
• Small sample properties of the mixed regression estimator (repec:eee:econom:v:26:y:1984:i:3:p:375-385)
  by Ohtani, Kazuhiro & Honda, Yuzo
• Testing equality between sets of coefficients after a preliminary test for equality of disturbance variances in two linear regressions (repec:eee:econom:v:31:y:1986:i:1:p:67-80)
  by Toyoda, Toshihisa & Ohtani, Kazuhiro
• On pooling disturbance variances when the goal is testing restrictions on regression coefficients (repec:eee:econom:v:35:y:1987:i:2-3:p:219-231)
  by Ohtani, Kazuhiro
• On estimating and testing in a linear regression model with autocorrelated errors (repec:eee:econom:v:44:y:1990:i:3:p:333-346)
  by Ohtani, Kazuhiro
• Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances (repec:eee:econom:v:57:y:1993:i:1-3:p:393-406)
  by Ohtani, Kazuhiro & Giles, Judith
• The exact general formulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators (repec:eee:econom:v:74:y:1996:i:2:p:273-287)
  by Ohtani, Kazuhiro & Kozumi, Hideo
• Inadmissibility of the Stein-rule estimator under the balanced loss function (repec:eee:econom:v:88:y:1998:i:1:p:193-201)
  by Ohtani, Kazuhiro
• Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model (repec:eee:stapro:v:29:y:1996:i:3:p:191-199)
  by Ohtani, Kazuhiro
• MSE performance of a heterogeneous pre-test estimator (repec:eee:stapro:v:41:y:1999:i:1:p:65-71)
  by Ohtani, Kazuhiro
• MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression (repec:eee:stapro:v:54:y:2001:i:3:p:331-340)
  by Ohtani, Kazuhiro
• Exact distribution of a pre-test estimator for regression error variance when there are omitted variables (repec:eee:stapro:v:60:y:2002:i:2:p:129-140)
  by Ohtani, Kazuhiro
• PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables (repec:eee:stapro:v:76:y:2006:i:9:p:898-906)
  by Namba, Akio & Ohtani, Kazuhiro
• Optimal Pre-Testing Procedure in Regression ‐A Minimum Average Risk Approach (repec:hit:ecorev:v:29:y:1977:i:1:p:39-43)
  by Toyoda, Toshihisa & Ohtani, Kazuhiro
• Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity (repec:ier:iecrev:v:26:y:1985:i:1:p:37-44)
  by Ohtani, Kazuhiro & Toyoda, Toshihisa
• MSE Performance of the Weighted Average Estimators Consisting of Shrinkage Estimators (repec:koe:wpaper:1513)
  by Akio Namba & Kazuhiro Ohtani
• A Switching Regression Model with Different Change-Points for Individual Coefficients and Its Application to the Energy Demand Equations for Japan (repec:spr:empeco:v:14:y:1989:i:2:p:93-103)
  by Toyoda, T & Ohtani, K
• Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion (repec:spr:stpapr:v:48:y:2007:i:1:p:151-162)
  by Akio Namba & Kazuhiro Ohtani
• Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted (repec:spr:stpapr:v:50:y:2009:i:1:p:151-160)
  by Kazuhiro Ohtani & Alan Wan
• An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression (repec:spr:testjl:v:7:y:1998:i:2:p:361-376)
  by Kazuhiro Ohtani
• Exact distribution and critical values of a unit root test in the presence of change in variance (repec:taf:apeclt:v:11:y:2004:i:14:p:855-860)
  by Kazuhiro Ohtani
• Testing demand homogeneity when error terms have an elliptically symmetric distribution (repec:taf:apeclt:v:14:y:2007:i:7:p:497-502)
  by Manami Ogura & Kazuhiro Ohtani
• Exact distribution and critical values of a unit root test when error terms are serially correlated (repec:taf:apeclt:v:15:y:2008:i:5:p:359-362)
  by Junya Masuda & Kazuhiro Ohtani
• Exact critical values of unit root tests when there is a constant term and a time trend (repec:taf:apeclt:v:6:y:1999:i:8:p:497-500)
  by Kazuhiro Ohtani
• Exact and bootstrap distributions of a unit root test (repec:taf:apeclt:v:7:y:2000:i:7:p:463-466)
  by Kazuhiro Ohtani
• Exact critical values of unit root tests with drift and trend (repec:taf:apeclt:v:9:y:2002:i:3:p:137-145)
  by Kazuhiro Ohtani
• The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function (repec:taf:emetrv:v:16:y:1997:i:1:p:119-130)
  by Kazuhiro Ohtani & David Giles & Judith Giles
• ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION (repec:taf:emetrv:v:21:y:2002:i:1:p:121-134)
  by Kazuhiro Ohtani & Alan Wan
• MSE performance of the weighted average estimators consisting of shrinkage estimators (repec:taf:lstaxx:v:47:y:2018:i:5:p:1204-1214)
  by Akio Namba & Kazuhiro Ohtani
• PMSE performance of two different types of preliminary test estimators under a multivariate t error term (repec:taf:lstaxx:v:48:y:2019:i:17:p:4320-4338)
  by Haifeng Xu & Kazuhiro Ohtani
• On the Use of a Proxy Variable in Prediction: An MSE Comparison (repec:tpr:restat:v:63:y:1981:i:4:p:627-28)
  by Ohtani, Kazuhiro