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Sampling properties of the inequality constrained least squares estimator when the use of a proxy variable is inevitable
Ohtani, Kazuhiro - In: Kobe University economic review 51 (2005), pp. 11-19
Persistent link: https://www.econbiz.de/10003387378
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Sampling properties of R-squared when an inequality constrained least squares estimator is used
Ohtani, Kazuhiro - In: Kobe University economic review 50 (2004), pp. 1-12
Persistent link: https://www.econbiz.de/10002946788
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The exact general formulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators
Ohtani, Kazuhiro - In: Journal of econometrics 74 (1996) 2, pp. 273-287
Persistent link: https://www.econbiz.de/10001206887
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The density function and the MSE dominance of the pre-test estimator in a heteroscedastic linear regression model with omitted variables
Ohtani, Kazuhiro - In: Statistical papers 37 (1996) 4, pp. 323-342
Persistent link: https://www.econbiz.de/10001209842
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On the use of the Stein variance estimator in the double k-class estimator in regression
Ohtani, Kazuhiro; Wan, Alan T. K. - In: Econometric reviews 21 (2002) 1, pp. 121-134
Persistent link: https://www.econbiz.de/10001660021
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Bootstrapping the graybill-deal and pre-test estimators for estimating the common mean of two normal distributions
Ohtani, Kazuhiro - In: Kobe University economic review 45 (1999), pp. 31-40
Persistent link: https://www.econbiz.de/10001661071
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The density functions of R 2 and R 2, and their risk performance under asymmetric loss in misspecified linear regression models
Ohtani, Kazuhiro - In: Economic modelling 11 (1994) 4, pp. 463-471
Persistent link: https://www.econbiz.de/10001172109
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The exact risk performance of a pre-test estimator in a heteroscedastic linear regression model under the balanced loss function
Ohtani, Kazuhiro - In: Econometric reviews 16 (1997) 1, pp. 119-130
Persistent link: https://www.econbiz.de/10001217204
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The absolute error risks of regression "goodness of fit" measures
Ohtani, Kazuhiro - In: Journal of quantitative economics : official journal of … 12 (1996) 1, pp. 17-26
Persistent link: https://www.econbiz.de/10001220369
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The exact distribution and density functions of a pre-test estimator of the error variance in a linear regression model with proxy variables
Kurumai, Hiroko - In: Statistical papers 39 (1998) 2, pp. 163-177
Persistent link: https://www.econbiz.de/10001240282