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Kazuhiro Ohtani

(deceased)

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This person is deceased (Date: 09 Jan 2019)
First Name:Kazuhiro
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Last Name:Ohtani
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RePEc Short-ID:poh14

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Working papers

  1. Akio Namba & Kazuhiro Ohtani, 2015. "MSE Performance of the Weighted Average Estimators Consisting of Shrinkage Estimators," Discussion Papers 1513, Graduate School of Economics, Kobe University.

Articles

  1. Haifeng Xu & Kazuhiro Ohtani, 2019. "PMSE performance of two different types of preliminary test estimators under a multivariate t error term," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(17), pages 4320-4338, September.
  2. Akio Namba & Kazuhiro Ohtani, 2018. "MSE performance of the weighted average estimators consisting of shrinkage estimators," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 47(5), pages 1204-1214, March.
  3. Kazuhiro Ohtani & Alan Wan, 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, Springer, vol. 50(1), pages 151-160, January.
  4. Junya Masuda & Kazuhiro Ohtani, 2008. "Exact distribution and critical values of a unit root test when error terms are serially correlated," Applied Economics Letters, Taylor & Francis Journals, vol. 15(5), pages 359-362.
  5. Akio Namba & Kazuhiro Ohtani, 2007. "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, Springer, vol. 48(1), pages 151-162, January.
  6. Manami Ogura & Kazuhiro Ohtani, 2007. "Testing demand homogeneity when error terms have an elliptically symmetric distribution," Applied Economics Letters, Taylor & Francis Journals, vol. 14(7), pages 497-502.
  7. Alan T.K. Wan & Guohua Zou & Kazuhiro Ohtani, 2006. "Further results on optimal critical values of pre-test when estimating the regression error variance," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 159-176, March.
  8. Namba, Akio & Ohtani, Kazuhiro, 2006. "PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables," Statistics & Probability Letters, Elsevier, vol. 76(9), pages 898-906, May.
  9. Kazuhiro Ohtani, 2004. "Exact distribution and critical values of a unit root test in the presence of change in variance," Applied Economics Letters, Taylor & Francis Journals, vol. 11(14), pages 855-860.
  10. Kazuhiro Ohtani & Alan Wan, 2002. "ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 121-134.
  11. Kazuhiro Ohtani, 2002. "Exact critical values of unit root tests with drift and trend," Applied Economics Letters, Taylor & Francis Journals, vol. 9(3), pages 137-145.
  12. Ohtani, Kazuhiro, 2002. "Exact distribution of a pre-test estimator for regression error variance when there are omitted variables," Statistics & Probability Letters, Elsevier, vol. 60(2), pages 129-140, November.
  13. Ohtani, Kazuhiro, 2001. "MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression," Statistics & Probability Letters, Elsevier, vol. 54(3), pages 331-340, October.
  14. Kazuhiro Ohtani, 2000. "Exact and bootstrap distributions of a unit root test," Applied Economics Letters, Taylor & Francis Journals, vol. 7(7), pages 463-466.
  15. Ohtani, Kazuhiro, 2000. "Bootstrapping R2 and adjusted R2 in regression analysis," Economic Modelling, Elsevier, vol. 17(4), pages 473-483, December.
  16. Kazuhiro Ohtani, 1999. "Exact critical values of unit root tests when there is a constant term and a time trend," Applied Economics Letters, Taylor & Francis Journals, vol. 6(8), pages 497-500.
  17. Ohtani, Kazuhiro, 1999. "MSE performance of a heterogeneous pre-test estimator," Statistics & Probability Letters, Elsevier, vol. 41(1), pages 65-71, January.
  18. Ohtani Kazuhiro, 1998. "The Exact Risk Of A Weighted Average Estimator Of The Ols And Stein-Rule Estimators In Regression Under Balanced Loss," Statistics & Risk Modeling, De Gruyter, vol. 16(1), pages 35-46, January.
  19. Ohtani, Kazuhiro, 1998. "Inadmissibility of the Stein-rule estimator under the balanced loss function," Journal of Econometrics, Elsevier, vol. 88(1), pages 193-201, November.
  20. Kazuhiro Ohtani, 1998. "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, Springer;Sociedad de Estadística e Investigación Operativa, vol. 7(2), pages 361-376, December.
  21. Kazuhiro Ohtani & David Giles & Judith Giles, 1997. "The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function," Econometric Reviews, Taylor & Francis Journals, vol. 16(1), pages 119-130.
  22. Ohtani, Kazuhiro & Kozumi, Hideo, 1996. "The exact general formulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators," Journal of Econometrics, Elsevier, vol. 74(2), pages 273-287, October.
  23. Ohtani, Kazuhiro, 1996. "Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model," Statistics & Probability Letters, Elsevier, vol. 29(3), pages 191-199, September.
  24. Ohtani, Kazuhiro, 1994. "The density functions of R2 and , and their risk performance under asymmetric loss in misspecified linear regression models," Economic Modelling, Elsevier, vol. 11(4), pages 463-471, October.
  25. Ohtani, Kazuhiro, 1993. "A Comparison of the Stein-Rule and Positive-Part Stein-Rule Estimators in a Misspecified Linear Regression Model," Econometric Theory, Cambridge University Press, vol. 9(4), pages 668-679, August.
  26. Ohtani, Kazuhiro & Hasegawa, Hikaru, 1993. "On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables," Econometric Theory, Cambridge University Press, vol. 9(3), pages 504-515, June.
  27. Ohtani, Kazuhiro & Giles, Judith, 1993. "Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 393-406.
  28. Ohtani, Kazuhiro, 1990. "On estimating and testing in a linear regression model with autocorrelated errors," Journal of Econometrics, Elsevier, vol. 44(3), pages 333-346, June.
  29. Ohtani, Kazuhiro & Kakimoto, Sumio & Abe, Kenzo, 1990. "A gradual switching regression model with a flexible transition path," Economics Letters, Elsevier, vol. 32(1), pages 43-48, January.
  30. Hashimoto, Noriko & Ohtani, Kazuhiro, 1990. "An exact test for linear restrictions in seemingly unrelated regressions with the same regressors," Economics Letters, Elsevier, vol. 32(3), pages 243-246, March.
  31. Toyoda, T & Ohtani, K, 1989. "A Switching Regression Model with Different Change-Points for Individual Coefficients and Its Application to the Energy Demand Equations for Japan," Empirical Economics, Springer, vol. 14(2), pages 93-103.
  32. Ohtani, Kazuhiro, 1988. "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, Elsevier, vol. 28(2), pages 151-156.
  33. Ohtani, Kazuhiro, 1987. "The MSE of the least squares estimator over an interval constraint," Economics Letters, Elsevier, vol. 25(4), pages 351-354.
  34. Ohtani, Kazuhiro, 1987. "On pooling disturbance variances when the goal is testing restrictions on regression coefficients," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 219-231, July.
  35. Ohtani, Kazuhiro, 1987. "Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression," Economics Letters, Elsevier, vol. 24(1), pages 51-55.
  36. Ohtani, Kazuhiro & Kobayashi, Masahito, 1986. "A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity," Econometric Theory, Cambridge University Press, vol. 2(2), pages 220-231, August.
  37. Toyoda, Toshihisa & Ohtani, Kazuhiro, 1986. "Testing equality between sets of coefficients after a preliminary test for equality of disturbance variances in two linear regressions," Journal of Econometrics, Elsevier, vol. 31(1), pages 67-80, February.
  38. Ohtani, Kazuhiro, 1986. "A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator," Economics Letters, Elsevier, vol. 21(3), pages 257-260.
  39. Honda, Yuzo & Ohtani, Kazuhiro, 1986. "Modified Wald Tests in Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity," The Manchester School of Economic & Social Studies, University of Manchester, vol. 54(2), pages 208-218, June.
  40. Ohtani, Kazuhiro & Katayama, Sei-ichi, 1986. "A gradual switching regression model with autocorrelated errors," Economics Letters, Elsevier, vol. 21(2), pages 169-172.
  41. Ohtani, Kazuhiro, 1986. "Some small sample properties of tests for structural stability in a simultaneous equation," Economics Letters, Elsevier, vol. 22(2-3), pages 229-232.
  42. Kakimoto, Sumio & Ohtani, Kazuhiro, 1985. "On the use of a proxy variable in the test for homoscedasticity," Economics Letters, Elsevier, vol. 18(2-3), pages 153-156.
  43. Ohtani, Kazuhiro & Toyoda, Toshihisa, 1985. "Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance," Economics Letters, Elsevier, vol. 17(1-2), pages 111-114.
  44. Ohtani, Kazuhiro, 1985. "A note on the use of a proxy variable in testing hypothesis," Economics Letters, Elsevier, vol. 17(1-2), pages 107-110.
  45. Kakimoto, Sumio & Ohtani, Kazuhiro, 1985. "A note on the mixed instrumental variables estimator in a stochastic regressors model : Some small sample properties," Economics Letters, Elsevier, vol. 17(4), pages 351-353.
  46. Ohtani, Kazuhiro, 1985. "Bounds of the F-ratio incorporating the ordinary ridge regression estimator," Economics Letters, Elsevier, vol. 18(2-3), pages 161-164.
  47. Ohtani, Kazuhiro & Toyoda, Toshihisa, 1985. "Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 37-44, February.
  48. Ohtani, Kazuhiro, 1984. "A note on the Wald, LR and LM tests and misspecification," Economics Letters, Elsevier, vol. 14(1), pages 31-35.
  49. Ohtani, Kazuhiro & Honda, Yuzo, 1984. "Small sample properties of the mixed regression estimator," Journal of Econometrics, Elsevier, vol. 26(3), pages 375-385, December.
  50. Ohtani, Kazuhiro, 1982. "Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative," Economics Letters, Elsevier, vol. 10(3-4), pages 293-298.
  51. Ohtani, Kazuhiro, 1982. "Bayesian estimation of the switching regression model with autocorrelated errors," Journal of Econometrics, Elsevier, vol. 18(2), pages 251-261, February.
  52. Ohtani, Kazuhiro, 1981. "On the Use of a Proxy Variable in Prediction: An MSE Comparison," The Review of Economics and Statistics, MIT Press, vol. 63(4), pages 627-628, November.
  53. Ohtani, Kazuhiro & Toyoda, Toshihisa, 1980. "Estimation of regression coefficients after a preliminary test for homoscedasticity," Journal of Econometrics, Elsevier, vol. 12(2), pages 151-159, February.
  54. Toyoda, Toshihisa & Ohtani, Kazuhiro, 1977. "Optimal Pre-Testing Procedure in Regression ‐A Minimum Average Risk Approach," Economic Review, Hitotsubashi University, vol. 29(1), pages 39-43, January.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Kazuhiro Ohtani & Alan Wan, 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, Springer, vol. 50(1), pages 151-160, January.

    Cited by:

    1. Hu, Guikai & Yu, Shenghua & Luo, Han, 2015. "Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 266-276.

  2. Akio Namba & Kazuhiro Ohtani, 2007. "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, Springer, vol. 48(1), pages 151-162, January.

    Cited by:

    1. Mohammad Arashi & Mahdi Roozbeh, 2015. "Shrinkage estimation in system regression model," Computational Statistics, Springer, vol. 30(2), pages 359-376, June.

  3. Manami Ogura & Kazuhiro Ohtani, 2007. "Testing demand homogeneity when error terms have an elliptically symmetric distribution," Applied Economics Letters, Taylor & Francis Journals, vol. 14(7), pages 497-502.

    Cited by:

    1. Mizobuchi, Kenichi, 2008. "An empirical study on the rebound effect considering capital costs," Energy Economics, Elsevier, vol. 30(5), pages 2486-2516, September.
    2. W D A Bryant, 2009. "General Equilibrium:Theory and Evidence," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6875, August.
    3. Paul Oslington, 2012. "General Equilibrium: Theory and Evidence," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 446-448, September.

  4. Alan T.K. Wan & Guohua Zou & Kazuhiro Ohtani, 2006. "Further results on optimal critical values of pre-test when estimating the regression error variance," Econometrics Journal, Royal Economic Society, vol. 9(1), pages 159-176, March.

    Cited by:

    1. Zhu, Rong & Zhou, Sherry Z.F., 2011. "Estimating the error variance after a pre-test for an interval restriction on the coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2312-2323, July.
    2. Davy Paindaveine & Joséa Rasoafaraniaina & Thomas Verdebout, 2021. "Preliminary test estimation in uniformly locally asymptotically normal models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 689-707, June.
    3. Xinyu Zhang & Alan T. K. Wan & Sherry Z. Zhou, 2011. "Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(1), pages 132-142, June.

  5. Namba, Akio & Ohtani, Kazuhiro, 2006. "PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables," Statistics & Probability Letters, Elsevier, vol. 76(9), pages 898-906, May.

    Cited by:

    1. Zhang, Xinyu & Chen, Ti & Wan, Alan T.K. & Zou, Guohua, 2009. "Robustness of Stein-type estimators under a non-scalar error covariance structure," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2376-2388, November.

  6. Kazuhiro Ohtani, 2004. "Exact distribution and critical values of a unit root test in the presence of change in variance," Applied Economics Letters, Taylor & Francis Journals, vol. 11(14), pages 855-860.

    Cited by:

    1. Junya Masuda & Kazuhiro Ohtani, 2008. "Exact distribution and critical values of a unit root test when error terms are serially correlated," Applied Economics Letters, Taylor & Francis Journals, vol. 15(5), pages 359-362.

  7. Kazuhiro Ohtani & Alan Wan, 2002. "ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 121-134.

    Cited by:

    1. Helen X. H. Bao & Alan T. K. Wan, 2007. "Improved Estimators of Hedonic Housing Price Models," Journal of Real Estate Research, American Real Estate Society, vol. 29(3), pages 267-302.
    2. Akio Namba, 2003. "On the use of the Stein variance estimator in the double k-class estimator when each individual regression coefficient is estimated," Statistical Papers, Springer, vol. 44(1), pages 117-124, January.

  8. Kazuhiro Ohtani, 2002. "Exact critical values of unit root tests with drift and trend," Applied Economics Letters, Taylor & Francis Journals, vol. 9(3), pages 137-145.

    Cited by:

    1. Irvin Tucker, 2004. "Pigskins and publications revisited," Applied Economics Letters, Taylor & Francis Journals, vol. 11(13), pages 843-845.
    2. Junya Masuda & Kazuhiro Ohtani, 2008. "Exact distribution and critical values of a unit root test when error terms are serially correlated," Applied Economics Letters, Taylor & Francis Journals, vol. 15(5), pages 359-362.

  9. Ohtani, Kazuhiro, 2002. "Exact distribution of a pre-test estimator for regression error variance when there are omitted variables," Statistics & Probability Letters, Elsevier, vol. 60(2), pages 129-140, November.

    Cited by:

    1. Qin, Huaizhen & Ouyang, Weiwei, 2016. "Asymmetric risk of the Stein variance estimator under a misspecified linear regression model," Statistics & Probability Letters, Elsevier, vol. 116(C), pages 94-100.
    2. Hu, Guikai & Yu, Shenghua & Luo, Han, 2015. "Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 266-276.

  10. Kazuhiro Ohtani, 2000. "Exact and bootstrap distributions of a unit root test," Applied Economics Letters, Taylor & Francis Journals, vol. 7(7), pages 463-466.

    Cited by:

    1. Liew, Venus Khim-Sen, 2008. "An overview on various ways of bootstrap methods," MPRA Paper 7163, University Library of Munich, Germany.
    2. Irvin Tucker, 2004. "Pigskins and publications revisited," Applied Economics Letters, Taylor & Francis Journals, vol. 11(13), pages 843-845.
    3. Junya Masuda & Kazuhiro Ohtani, 2008. "Exact distribution and critical values of a unit root test when error terms are serially correlated," Applied Economics Letters, Taylor & Francis Journals, vol. 15(5), pages 359-362.

  11. Ohtani, Kazuhiro, 2000. "Bootstrapping R2 and adjusted R2 in regression analysis," Economic Modelling, Elsevier, vol. 17(4), pages 473-483, December.

    Cited by:

    1. Ash, Elliott & MacLeod, W. Bentley, 2021. "Reducing partisanship in judicial elections can improve judge quality: Evidence from U.S. state supreme courts," Journal of Public Economics, Elsevier, vol. 201(C).
    2. Sung, Ming-Chien & McDonald, David C.J. & Johnson, Johnnie E.V., 2016. "Probabilistic forecasting with discrete choice models: Evaluating predictions with pseudo-coefficients of determination," European Journal of Operational Research, Elsevier, vol. 248(3), pages 1021-1030.
    3. Tamer I. M. Ragab & Fahad M. Alminderej & Wael A. El-Sayed & Sayed M. Saleh & Al Shimaa Gamal Shalaby, 2021. "Enhanced Optimization of Bioethanol Production from Palm Waste Using the Taguchi Method," Sustainability, MDPI, vol. 13(24), pages 1-15, December.
    4. J Sebastián Tello & Jonathan A Myers & Manuel J Macía & Alfredo F Fuentes & Leslie Cayola & Gabriel Arellano & M Isabel Loza & Vania Torrez & Maritza Cornejo & Tatiana B Miranda & Peter M Jørgensen, 2015. "Elevational Gradients in β-Diversity Reflect Variation in the Strength of Local Community Assembly Mechanisms across Spatial Scales," PLOS ONE, Public Library of Science, vol. 10(3), pages 1-17, March.
    5. Streukens, Sandra & Leroi-Werelds, Sara, 2016. "Bootstrapping and PLS-SEM: A step-by-step guide to get more out of your bootstrap results," European Management Journal, Elsevier, vol. 34(6), pages 618-632.
    6. Arora, Richa & Behera, Shuvashish & Sharma, Nilesh Kumar & Kumar, Sachin, 2017. "Augmentation of ethanol production through statistically designed growth and fermentation medium using novel thermotolerant yeast isolates," Renewable Energy, Elsevier, vol. 109(C), pages 406-421.
    7. Kleijnen, Jack P.C. & Deflandre, David, 2006. "Validation of regression metamodels in simulation: Bootstrap approach," European Journal of Operational Research, Elsevier, vol. 170(1), pages 120-131, April.
    8. Sorin Daniel MANOLE & Corina PETRESCU & Ramona Ioana VLADA, 2016. "Determinants of household loans," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(609), W), pages 89-102, Winter.
    9. Sorin Daniel Manole & Antonio Tache & Monica Tache, 2014. "Regional Development Survey by Data Panel Models," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 62(8), pages 19-33, August.
    10. de Bodt, Eric & Cousin, Jean-Gabriel & Roll, Richard, 2019. "Improved method for detecting acquirer fixed effects," Journal of Empirical Finance, Elsevier, vol. 50(C), pages 20-42.
    11. Jinjing Hu & Yong Huang & Jie Du, 2021. "The Impact of Urban Development Intensity on Ecological Carrying Capacity: A Case Study of Ecologically Fragile Areas," IJERPH, MDPI, vol. 18(13), pages 1-25, July.

  12. Ohtani, Kazuhiro, 1999. "MSE performance of a heterogeneous pre-test estimator," Statistics & Probability Letters, Elsevier, vol. 41(1), pages 65-71, January.

    Cited by:

    1. Alan Wan & Anoop Chaturvedi, 2000. "Operational Variants of the Minimum Mean Squared Error Estimator in Linear Regression Models with Non-Spherical Disturbances," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(2), pages 332-342, June.
    2. Akio Namba & Kazuhiro Ohtani, 2018. "MSE performance of the weighted average estimators consisting of shrinkage estimators," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 47(5), pages 1204-1214, March.
    3. Maples, Chellie H. & Hagerman, Amy D. & Lambert, Dayton M., 2022. "Ex-ante effects of the 2018 Agricultural Improvement Act’s grassland initiative," Land Use Policy, Elsevier, vol. 116(C).
    4. Reif, Jiri & Vlcek, Karel, 2002. "Optimal pre-test estimators in regression," Journal of Econometrics, Elsevier, vol. 110(1), pages 91-102, September.

  13. Ohtani Kazuhiro, 1998. "The Exact Risk Of A Weighted Average Estimator Of The Ols And Stein-Rule Estimators In Regression Under Balanced Loss," Statistics & Risk Modeling, De Gruyter, vol. 16(1), pages 35-46, January.

    Cited by:

    1. Hu, Guikai & Peng, Ping, 2011. "All admissible linear estimators of a regression coefficient under a balanced loss function," Journal of Multivariate Analysis, Elsevier, vol. 102(8), pages 1217-1224, September.
    2. Chaturvedi, Anoop & Shalabh, 2004. "Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function," Journal of Multivariate Analysis, Elsevier, vol. 90(2), pages 229-256, August.
    3. Cao, Mingxiang, 2014. "Admissibility of linear estimators for the stochastic regression coefficient in a general Gauss–Markoff model under a balanced loss function," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 25-30.

  14. Ohtani, Kazuhiro, 1998. "Inadmissibility of the Stein-rule estimator under the balanced loss function," Journal of Econometrics, Elsevier, vol. 88(1), pages 193-201, November.

    Cited by:

    1. Cao, Ming-Xiang & He, Dao-Jiang, 2017. "Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 246-254.
    2. Zhang, Xinyu & Chen, Ti & Wan, Alan T.K. & Zou, Guohua, 2009. "Robustness of Stein-type estimators under a non-scalar error covariance structure," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2376-2388, November.
    3. Chaturvedi, Anoop & Shalabh, 2004. "Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function," Journal of Multivariate Analysis, Elsevier, vol. 90(2), pages 229-256, August.

  15. Kazuhiro Ohtani, 1998. "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, Springer;Sociedad de Estadística e Investigación Operativa, vol. 7(2), pages 361-376, December.

    Cited by:

    1. Román Salmerón Gómez & Ainara Rodríguez Sánchez & Catalina García García & José García Pérez, 2020. "The VIF and MSE in Raise Regression," Mathematics, MDPI, vol. 8(4), pages 1-28, April.

  16. Kazuhiro Ohtani & David Giles & Judith Giles, 1997. "The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function," Econometric Reviews, Taylor & Francis Journals, vol. 16(1), pages 119-130.

    Cited by:

    1. Hu, Guikai & Peng, Ping, 2011. "All admissible linear estimators of a regression coefficient under a balanced loss function," Journal of Multivariate Analysis, Elsevier, vol. 102(8), pages 1217-1224, September.
    2. Buatikan Mirezi & Selahattin Kaçıranlar, 2023. "Admissible linear estimators in the general Gauss–Markov model under generalized extended balanced loss function," Statistical Papers, Springer, vol. 64(1), pages 73-92, February.
    3. Chaturvedi, Anoop & Shalabh, 2004. "Risk and Pitman closeness properties of feasible generalized double k-class estimators in linear regression models with non-spherical disturbances under balanced loss function," Journal of Multivariate Analysis, Elsevier, vol. 90(2), pages 229-256, August.
    4. Hu, Guikai & Peng, Ping, 2012. "Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function," Journal of Multivariate Analysis, Elsevier, vol. 111(C), pages 286-295.

  17. Ohtani, Kazuhiro & Kozumi, Hideo, 1996. "The exact general formulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators," Journal of Econometrics, Elsevier, vol. 74(2), pages 273-287, October.

    Cited by:

    1. Akio Namba, 2015. "MSE dominance of the positive-part shrinkage estimator when each individual regression coefficient is estimated," Statistical Papers, Springer, vol. 56(2), pages 379-390, May.
    2. Ohtani, Kazuhiro, 1998. "Inadmissibility of the Stein-rule estimator under the balanced loss function," Journal of Econometrics, Elsevier, vol. 88(1), pages 193-201, November.
    3. Akio Namba, 2003. "On the use of the Stein variance estimator in the double k-class estimator when each individual regression coefficient is estimated," Statistical Papers, Springer, vol. 44(1), pages 117-124, January.

  18. Ohtani, Kazuhiro, 1996. "Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model," Statistics & Probability Letters, Elsevier, vol. 29(3), pages 191-199, September.

    Cited by:

    1. Hu, Guikai & Yu, Shenghua & Luo, Han, 2015. "Comparisons of variance estimators in a misspecified linear model with elliptically contoured errors," Journal of Multivariate Analysis, Elsevier, vol. 133(C), pages 266-276.
    2. Akio Namba & Kazuhiro Ohtani, 2007. "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, Springer, vol. 48(1), pages 151-162, January.
    3. Kazuhiro Ohtani & Alan Wan, 2002. "ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 121-134.
    4. Ohtani, Kazuhiro, 1998. "Inadmissibility of the Stein-rule estimator under the balanced loss function," Journal of Econometrics, Elsevier, vol. 88(1), pages 193-201, November.
    5. Akio Namba, 2003. "On the use of the Stein variance estimator in the double k-class estimator when each individual regression coefficient is estimated," Statistical Papers, Springer, vol. 44(1), pages 117-124, January.

  19. Ohtani, Kazuhiro, 1994. "The density functions of R2 and , and their risk performance under asymmetric loss in misspecified linear regression models," Economic Modelling, Elsevier, vol. 11(4), pages 463-471, October.

    Cited by:

    1. Cheng, C.-L. & Shalabh, & Garg, G., 2016. "Goodness of fit in restricted measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 101-116.
    2. Ohtani, Kazuhiro, 2000. "Bootstrapping R2 and adjusted R2 in regression analysis," Economic Modelling, Elsevier, vol. 17(4), pages 473-483, December.
    3. Cheng, C.-L. & Shalabh, & Garg, G., 2014. "Coefficient of determination for multiple measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 137-152.

  20. Ohtani, Kazuhiro, 1993. "A Comparison of the Stein-Rule and Positive-Part Stein-Rule Estimators in a Misspecified Linear Regression Model," Econometric Theory, Cambridge University Press, vol. 9(4), pages 668-679, August.

    Cited by:

    1. Zhang, Xinyu & Chen, Ti & Wan, Alan T.K. & Zou, Guohua, 2009. "Robustness of Stein-type estimators under a non-scalar error covariance structure," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2376-2388, November.
    2. Ohtani, Kazuhiro, 2002. "Exact distribution of a pre-test estimator for regression error variance when there are omitted variables," Statistics & Probability Letters, Elsevier, vol. 60(2), pages 129-140, November.
    3. M. Arashi & B. Kibria & A. Tajadod, 2015. "On shrinkage estimators in matrix variate elliptical models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(1), pages 29-44, January.
    4. Kazuhiro Ohtani, 1998. "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, Springer;Sociedad de Estadística e Investigación Operativa, vol. 7(2), pages 361-376, December.
    5. A. Saleh & B. Kibria, 2013. "Improved ridge regression estimators for the logistic regression model," Computational Statistics, Springer, vol. 28(6), pages 2519-2558, December.
    6. Akio Namba & Kazuhiro Ohtani, 2007. "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, Springer, vol. 48(1), pages 151-162, January.
    7. Akio Namba, 2021. "Bootstrapping the Stein-Rule Estimators," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 219-237, December.
    8. Namba, Akio & Ohtani, Kazuhiro, 2006. "PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables," Statistics & Probability Letters, Elsevier, vol. 76(9), pages 898-906, May.
    9. Ohtani, Kazuhiro, 1996. "Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model," Statistics & Probability Letters, Elsevier, vol. 29(3), pages 191-199, September.
    10. Namba, Akio, 2003. "PMSE dominance of the positive-part shrinkage estimator in a regression model when relevant regressors are omitted," Statistics & Probability Letters, Elsevier, vol. 63(4), pages 375-385, July.
    11. A. Saleh & B. Golam Kibria, 2011. "On some ridge regression estimators: a nonparametric approach," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 23(3), pages 819-851.
    12. Ohtani, Kazuhiro & Kozumi, Hideo, 1996. "The exact general formulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators," Journal of Econometrics, Elsevier, vol. 74(2), pages 273-287, October.

  21. Ohtani, Kazuhiro & Hasegawa, Hikaru, 1993. "On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables," Econometric Theory, Cambridge University Press, vol. 9(3), pages 504-515, June.

    Cited by:

    1. Nadarajah Saralees, 2007. "A Truncated Bivariate t Distribution," Stochastics and Quality Control, De Gruyter, vol. 22(2), pages 303-313, January.
    2. Akio Namba & Kazuhiro Ohtani, 2007. "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, Springer, vol. 48(1), pages 151-162, January.
    3. Namba, Akio & Ohtani, Kazuhiro, 2006. "PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables," Statistics & Probability Letters, Elsevier, vol. 76(9), pages 898-906, May.
    4. Cheng, C.-L. & Shalabh, & Garg, G., 2016. "Goodness of fit in restricted measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 101-116.
    5. Ohtani, Kazuhiro, 2000. "Bootstrapping R2 and adjusted R2 in regression analysis," Economic Modelling, Elsevier, vol. 17(4), pages 473-483, December.
    6. Akio Namba, 2001. "MSE performance of the 2SHI estimator in a regression model with multivariate t error terms," Statistical Papers, Springer, vol. 42(1), pages 81-96, January.
    7. Cheng, C.-L. & Shalabh, & Garg, G., 2014. "Coefficient of determination for multiple measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 137-152.

  22. Ohtani, Kazuhiro & Giles, Judith, 1993. "Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 393-406.

    Cited by:

    1. Akio Namba & Kazuhiro Ohtani, 2007. "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, Springer, vol. 48(1), pages 151-162, January.
    2. Akio Namba, 2001. "MSE performance of the 2SHI estimator in a regression model with multivariate t error terms," Statistical Papers, Springer, vol. 42(1), pages 81-96, January.

  23. Ohtani, Kazuhiro, 1990. "On estimating and testing in a linear regression model with autocorrelated errors," Journal of Econometrics, Elsevier, vol. 44(3), pages 333-346, June.

    Cited by:

    1. Rayner, Robert K., 1991. "Resampling methods for tests in regression models with autocorrelated errors," Economics Letters, Elsevier, vol. 36(3), pages 281-284, July.

  24. Ohtani, Kazuhiro & Kakimoto, Sumio & Abe, Kenzo, 1990. "A gradual switching regression model with a flexible transition path," Economics Letters, Elsevier, vol. 32(1), pages 43-48, January.

    Cited by:

    1. Marchetti, D.J. & Parigi, G., 1998. "Energy Consumption, Survey Data and the Prediction of Industrial Production in Italy," Papers 342, Banca Italia - Servizio di Studi.
    2. Craig Gallet, 2001. "The Gradual Response of Market Power to Mergers in the U.S. Steel Industry," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 18(3), pages 327-336, May.
    3. Muhammad, Andrew & Countryman, Amanda M., 2019. "In Vino ‘No’ Veritas: impacts of fraud on wine imports in China," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 63(4), October.
    4. Kenji Azetsu & Mototsugu Fukushige, 2005. "Job Security Laws and Structural Change in the Japanese Labor Market," Discussion Papers in Economics and Business 05-31, Osaka University, Graduate School of Economics.
    5. Benjamin Volland, 2013. "The History of an Inferior Good: Beer Consumption in Germany," Papers on Economics and Evolution 2012-19, Philipps University Marburg, Department of Geography.
    6. James Alm & Ruslan Grigoryev & Marat Kramin & Timur Kramin, 2016. "Testing Kuznets’ Hypothesis for Russian Regions: Trends and Interpretations," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(2), pages 560-568.
    7. Sawyer, W. Charles & Sprinkle, Richard L., 1997. "The Demand for Imports and Exports in Japan: A Survey," Journal of the Japanese and International Economies, Elsevier, vol. 11(2), pages 247-259, June.
    8. Cheng Kai-Wen & Kenkel Don S, 2010. "U.S. Cigarette Demand: 1944-2004," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 10(1), pages 1-21, August.
    9. Junya Masuda, 2010. "Residual-based tests forcointegration with gradual switching," Applied Economics Letters, Taylor & Francis Journals, vol. 17(2), pages 129-133, January.
    10. Muhammad, Andrew & Ngeleza, Guyslain, 2010. "Emergence of Sri Lanka in European fish trade," IFPRI discussion papers 978, International Food Policy Research Institute (IFPRI).
    11. Craig Gallet, 1999. "Gradual switching regression estimates of alcohol demand elasticities," Applied Economics Letters, Taylor & Francis Journals, vol. 6(6), pages 377-379.
    12. Mototsugu Fukushige, 2013. "The long-run relationship between the Japanese credit and money multipliers," Discussion Papers in Economics and Business 13-19, Osaka University, Graduate School of Economics.
    13. Toru Konno & Mototsugu Fukushige, 2002. "The Canada-United States bilateral import demand functions: gradual switching in long-run relationships," Applied Economics Letters, Taylor & Francis Journals, vol. 9(9), pages 567-570.
    14. Gallet, Craig A. & List, John A., 1998. "Elasticities of beer demand revisited," Economics Letters, Elsevier, vol. 61(1), pages 67-71, October.
    15. Muhammad, Andrew & D’Souza, Anna & Amponsah, William, 2013. "Violence, Instability, and Trade: Evidence from Kenya’s Cut Flower Sector," World Development, Elsevier, vol. 51(C), pages 20-31.
    16. Konno, Toru & Fukushige, Mototsugu, 2003. "Did NAFTA cause the structural changes in bilateral import functions between the US and Mexico?," Journal of Policy Modeling, Elsevier, vol. 25(1), pages 53-59, January.

  25. Hashimoto, Noriko & Ohtani, Kazuhiro, 1990. "An exact test for linear restrictions in seemingly unrelated regressions with the same regressors," Economics Letters, Elsevier, vol. 32(3), pages 243-246, March.

    Cited by:

    1. Dufour, J.M. & Khalaf, L., 2000. "Simulation-Based Finite and Large Sample Tests in Multivariate Regressions," Cahiers de recherche 2000-10, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    2. Kenneth Stewart, 1997. "Exact testing in multivariate regression," Econometric Reviews, Taylor & Francis Journals, vol. 16(3), pages 321-352.

  26. Ohtani, Kazuhiro, 1988. "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, Elsevier, vol. 28(2), pages 151-156.

    Cited by:

    1. Wan, Alan T. K. & Zou, Guohua, 2003. "Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure," Journal of Econometrics, Elsevier, vol. 114(1), pages 165-196, May.
    2. Zhu, Rong & Zhou, Sherry Z.F., 2011. "Estimating the error variance after a pre-test for an interval restriction on the coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2312-2323, July.
    3. Kazuhiro Ohtani & Alan Wan, 2002. "ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION," Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 121-134.
    4. Ohtani, Kazuhiro, 1996. "Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model," Statistics & Probability Letters, Elsevier, vol. 29(3), pages 191-199, September.

  27. Ohtani, Kazuhiro, 1987. "The MSE of the least squares estimator over an interval constraint," Economics Letters, Elsevier, vol. 25(4), pages 351-354.

    Cited by:

    1. Zhu, Rong & Zhou, Sherry Z.F., 2011. "Estimating the error variance after a pre-test for an interval restriction on the coefficients," Computational Statistics & Data Analysis, Elsevier, vol. 55(7), pages 2312-2323, July.

  28. Ohtani, Kazuhiro, 1987. "Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression," Economics Letters, Elsevier, vol. 24(1), pages 51-55.

    Cited by:

    1. Gargi Tyagi & Shalini Chandra, 2017. "A Note on the Performance of Biased Estimators with Autocorrelated Errors," International Journal of Mathematics and Mathematical Sciences, Hindawi, vol. 2017, pages 1-12, January.
    2. Wan, Alan T. K. & Kurumai, Hiroko, 1999. "An iterative feasible minimum mean squared error estimator of the disturbance variance in linear regression under asymmetric loss," Statistics & Probability Letters, Elsevier, vol. 45(3), pages 253-259, November.

  29. Ohtani, Kazuhiro & Kobayashi, Masahito, 1986. "A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity," Econometric Theory, Cambridge University Press, vol. 2(2), pages 220-231, August.

    Cited by:

    1. Gilligan, Daniel O. & Veiga, Alinne, 2003. "An Evaluation Of Geographic Targeting In Bolsa Alimentação In Brazil," 2003 Annual meeting, July 27-30, Montreal, Canada 21915, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    2. Gustavo Grullon & Roni Michaely, 2002. "Dividends, Share Repurchases, and the Substitution Hypothesis," Journal of Finance, American Finance Association, vol. 57(4), pages 1649-1684, August.
    3. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
    4. Gelman, Sergey & Burhop, Carsten, 2008. "Taxation, regulation and the information efficiency of the Berlin stock exchange, 1892–1913," European Review of Economic History, Cambridge University Press, vol. 12(1), pages 39-66, April.

  30. Toyoda, Toshihisa & Ohtani, Kazuhiro, 1986. "Testing equality between sets of coefficients after a preliminary test for equality of disturbance variances in two linear regressions," Journal of Econometrics, Elsevier, vol. 31(1), pages 67-80, February.

    Cited by:

    1. MacKinnon, J G, 1989. "Heteroskedasticity-Robust Tests for Structural Change," Empirical Economics, Springer, vol. 14(2), pages 77-92.
    2. Gonzalez-Hermosillo Gonzalez, B.M., 2008. "Transmission of shocks across global financial markets : The role of contagion and investors' risk appetite," Other publications TiSEM d684f3c7-7ad8-4e93-88cf-a, Tilburg University, School of Economics and Management.
    3. Serge Provost & Edmund Rudiuk, 1994. "The exact density function of the ratio of two dependent linear combinations of chi-square variables," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(3), pages 557-571, September.
    4. Tzavalis, E. & Wickens, M.R., 1994. "The Persistence in Volatility of the US Term Premium 1970-1986," Discussion Papers 9409, University of Exeter, Department of Economics.
    5. Amato, Louis & Gandar, John M. & Tucker, Irvin B. & Zuber, Richard A., 1996. "Bowls versus playoffs: The impact on football player graduation rates in the national collegiate athletic association," Economics of Education Review, Elsevier, vol. 15(2), pages 187-195, April.
    6. Ndiaye Cheikh Tidiane, 2019. "Corruption, Investment and Economic Growth in WAEMU Countries," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 11(4), pages 30-39, April.
    7. Mr. Mardi Dungey & Ms. Renee Fry & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo, 2004. "Empirical Modeling of Contagion: A Review of Methodologies," IMF Working Papers 2004/078, International Monetary Fund.
    8. Horowitz, Joel L. & Savin, N. E., 2000. "Empirically relevant critical values for hypothesis tests: A bootstrap approach," Journal of Econometrics, Elsevier, vol. 95(2), pages 375-389, April.
    9. Nadarajah, Saralees, 2005. "Sums, products, and ratios for the bivariate lomax distribution," Computational Statistics & Data Analysis, Elsevier, vol. 49(1), pages 109-129, April.
    10. Nadarajah, Saralees & Ali, M. Masoom, 2006. "The distribution of sums, products and ratios for Lawrance and Lewis's bivariate exponential random variables," Computational Statistics & Data Analysis, Elsevier, vol. 50(12), pages 3449-3463, August.

  31. Honda, Yuzo & Ohtani, Kazuhiro, 1986. "Modified Wald Tests in Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity," The Manchester School of Economic & Social Studies, University of Manchester, vol. 54(2), pages 208-218, June.

    Cited by:

    1. Gebrenegus Ghilagaber, 2004. "Another Look at Chow's Test for the Equality of Two Heteroscedastic Regression Models," Quality & Quantity: International Journal of Methodology, Springer, vol. 38(1), pages 81-93, February.
    2. Barbone,Luca & Marchetti, Jr., Domenico & Paternostro,Stefano, 1996. "Structural adjustment, ownership transformation, and size in Polish industry," Policy Research Working Paper Series 1624, The World Bank.
    3. Obaid Ur Rehman & Xiaoxing Liu & Kai Wu & Junfeng Li, 2023. "Customer concentration, leverage adjustments, and firm value," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(2), pages 2035-2079, June.
    4. Gustavo Grullon & Roni Michaely, 2002. "Dividends, Share Repurchases, and the Substitution Hypothesis," Journal of Finance, American Finance Association, vol. 57(4), pages 1649-1684, August.

  32. Ohtani, Kazuhiro & Katayama, Sei-ichi, 1986. "A gradual switching regression model with autocorrelated errors," Economics Letters, Elsevier, vol. 21(2), pages 169-172.

    Cited by:

    1. Laajimi, Abderraouf & Dhehibi, Boubaker & Gil, José Maria, 2003. "The structure of food demand in Tunisai: a differential system approach," Cahiers d'Economie et de Sociologie Rurales (CESR), Institut National de la Recherche Agronomique (INRA), vol. 66.
    2. Allais, Olivier & Nichele, Veronique, 2004. "Modeling Structural Change In French Beef, Poultry, And Fish Demand: A Markov Switching Aids Model," 2004 Annual meeting, August 1-4, Denver, CO 20185, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. Dong, Fengxia & Fuller, Frank H., 2004. "Testing For Separability And Structural Change In Urban Chinese Food Demand," 2004 Annual meeting, August 1-4, Denver, CO 19923, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    4. Fengxia Dong & Frank Fuller, 2010. "Dietary Structural Change in China's Cities: Empirical Fact or Urban Legend?," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 58(1), pages 73-91, March.
    5. Wong, Gary & Fleisher, Belton M. & Zhao, Min Qiang & McGuire, William H., 2020. "Technical Progress and Induced Innovation in China: A Variable Profit Function Approach," IZA Discussion Papers 13017, Institute of Labor Economics (IZA).
    6. Hsu, Jane Lu, 2000. "Gradual Switching Structural Changes of Meat Consumption in Taiwan," 2000 Conference (44th), January 23-25, 2000, Sydney, Australia 123663, Australian Agricultural and Resource Economics Society.
    7. Hovhannisyan, Vardges & Gould, Brian W., 2012. "Structural Changes in Chinese Food Preferences," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 125978, Agricultural and Applied Economics Association.
    8. Satoshi Kabe & Yuichiro Kanazawa, 2014. "Estimating the Markov-switching almost ideal demand systems: a Bayesian approach," Empirical Economics, Springer, vol. 47(4), pages 1193-1220, December.
    9. J. M. Gil & B. Dhehibi & M. Ben Kaabia & A. M. Angulo, 2004. "Non-stationarity and the import demand for virgin olive oil in the European Union," Applied Economics, Taylor & Francis Journals, vol. 36(16), pages 1859-1869.
    10. Takashi Ishida & Noriko Ishikawa & Mototsugu Fukushige, 2010. "Impact of BSE and bird flu on consumers' meat demand in Japan," Applied Economics, Taylor & Francis Journals, vol. 42(1), pages 49-56.
    11. Peterson, Hikaru Hanawa & Chen, Yun-Ju (Kelly), 2003. "The Impact Of Bse On Japanese Retail Beef Market," 2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama 35233, Southern Agricultural Economics Association.
    12. Hikaru Hanawa Peterson & Yun-Ju (Kelly) Chen, 2005. "The impact of BSE on Japanese retail meat demand," Agribusiness, John Wiley & Sons, Ltd., vol. 21(3), pages 313-327.
    13. Negassa, Asfaw & Myers, Robert & Gabre-Madhin, Eleni Z., 2004. "Grain marketing policy changes and spatial efficiency of maize and wheat markets in Ethiopia," MTID discussion papers 66, International Food Policy Research Institute (IFPRI).
    14. Hüseyin Taştan & Yılmaz Köprücü, 2023. "Examining spatial market efficiency under different marketing regulations: The case of Turkish lemon markets," Agricultural Economics, International Association of Agricultural Economists, vol. 54(5), pages 709-727, September.
    15. Vardges Hovhannisyan & Brian W. Gould, 2014. "Structural change in urban Chinese food preferences," Agricultural Economics, International Association of Agricultural Economists, vol. 45(2), pages 159-166, March.
    16. Steven D. Silver, 2016. "A QUAIDS Model of Need-Based Structure in U.S. Personal Consumption 2006–2012," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(3), pages 303-323, September.
    17. Haley, Stephen L., 1998. "Modeling The U.S. Sweetener Sector: An Application To The Analysis Of Policy Reform," Working Papers 14610, International Agricultural Trade Research Consortium.

  33. Ohtani, Kazuhiro & Toyoda, Toshihisa, 1985. "Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 37-44, February.

    Cited by:

    1. Lauren Bin Dong, 2004. "Testing for structural Change in Regression: An Empirical Likelihood Ratio Approach," Econometrics Working Papers 0405, Department of Economics, University of Victoria.
    2. MacKinnon, J G, 1989. "Heteroskedasticity-Robust Tests for Structural Change," Empirical Economics, Springer, vol. 14(2), pages 77-92.
    3. Gebrenegus Ghilagaber, 2004. "Another Look at Chow's Test for the Equality of Two Heteroscedastic Regression Models," Quality & Quantity: International Journal of Methodology, Springer, vol. 38(1), pages 81-93, February.

  34. Ohtani, Kazuhiro, 1982. "Bayesian estimation of the switching regression model with autocorrelated errors," Journal of Econometrics, Elsevier, vol. 18(2), pages 251-261, February.

    Cited by:

    1. Tucci, Marco P., 1995. "Time-varying parameters: a critical introduction," Structural Change and Economic Dynamics, Elsevier, vol. 6(2), pages 237-260, June.

  35. Ohtani, Kazuhiro, 1981. "On the Use of a Proxy Variable in Prediction: An MSE Comparison," The Review of Economics and Statistics, MIT Press, vol. 63(4), pages 627-628, November.

    Cited by:

    1. Namba, Akio & Ohtani, Kazuhiro, 2006. "PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables," Statistics & Probability Letters, Elsevier, vol. 76(9), pages 898-906, May.

  36. Ohtani, Kazuhiro & Toyoda, Toshihisa, 1980. "Estimation of regression coefficients after a preliminary test for homoscedasticity," Journal of Econometrics, Elsevier, vol. 12(2), pages 151-159, February.

    Cited by:

    1. Jan R. Magnus & Wendun Wang & Xinyu Zhang, 2016. "Weighted-Average Least Squares Prediction," Econometric Reviews, Taylor & Francis Journals, vol. 35(6), pages 1040-1074, June.
    2. Wan, Alan T. K. & Zou, Guohua, 2003. "Optimal critical values of pre-tests when estimating the regression error variance: analytical findings under a general loss structure," Journal of Econometrics, Elsevier, vol. 114(1), pages 165-196, May.
    3. Magnus, J.R. & Wang, W. & Zhang, Xinyu, 2012. "WALS Prediction," Discussion Paper 2012-043, Tilburg University, Center for Economic Research.
    4. Davy Paindaveine & Joséa Rasoafaraniaina & Thomas Verdebout, 2021. "Preliminary test estimation in uniformly locally asymptotically normal models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 689-707, June.
    5. Ozcam, Ahmet & Judge, George, 1988. "The Analytical Risk of a Two Stage Pretest Estimator in the Case of Possible Heteroscedasticity," CUDARE Working Papers 198478, University of California, Berkeley, Department of Agricultural and Resource Economics.
    6. Toyoda, Tadashi & Gudmundsson, Vidar & Takahashi, Yasushi, 1985. "A microscopic theory of the quantized Hall effects," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 132(1), pages 164-178.
    7. Jørgen Lauridsen & Reinhold Kosfeld, 2007. "Spatial cointegration and heteroscedasticity," Journal of Geographical Systems, Springer, vol. 9(3), pages 253-265, September.
    8. Magnus, J.R. & Wang, W. & Zhang, Xinyu, 2012. "WALS Prediction," Other publications TiSEM 7715e942-b446-4985-8216-f, Tilburg University, School of Economics and Management.

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