Information about:
Kazuhiro Ohtani

Other registered authors

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

• Faculty of Economics
  Kobe University

  Location: Kobe, Japan
  Homepage: http://www.econ.kobe-u.ac.jp/
  Email:
  Phone:
  Fax:
  Postal:
  Handle: RePEc:edi:fekobjp (registered authors at this institution)

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. [Downloadable!] (restricted)

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 and Francis Journals, vol. 15(5), pages 359-362. [Downloadable!] (restricted)

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

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, 03. [Downloadable!] (restricted)

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. [Downloadable!] (restricted)

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 and Francis Journals, vol. 11(14), pages 855-860, November. [Downloadable!] (restricted)

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 and Francis Journals, vol. 21(1), pages 121-134. [Downloadable!] (restricted)

8. 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. [Downloadable!] (restricted)

9. Ohtani, Kazuhiro, 2002. "Exact Critical Values of Unit Root Tests with Drift and Trend," Applied Economics Letters, Taylor and Francis Journals, vol. 9(3), pages 137-45, February. [Downloadable!] (restricted)

10. 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. [Downloadable!] (restricted)

11. Ohtani, Kazuhiro, 2000. "Exact and Bootstrap Distributions of a Unit Root Test," Applied Economics Letters, Taylor and Francis Journals, vol. 7(7), pages 463-66, July. [Downloadable!] (restricted)

12. Ohtani, Kazuhiro, 2000. "Bootstrapping R2 and adjusted R2 in regression analysis," Economic Modelling, Elsevier, vol. 17(4), pages 473-483, December. [Downloadable!] (restricted)

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

14. Ohtani, Kazuhiro, 1999. "Exact Critical Values of Unit Root Tests When There Is a Constant Term and a Time Trend," Applied Economics Letters, Taylor and Francis Journals, vol. 6(8), pages 497-500, August. [Downloadable!] (restricted)

15. 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. [Downloadable!] (restricted)

16. 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, vol. 7(2), pages 361-376, December. [Downloadable!] (restricted)

17. 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 and Francis Journals, vol. 16(1), pages 119-130. [Downloadable!] (restricted)

18. 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. [Downloadable!] (restricted)

19. 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. [Downloadable!] (restricted)

20. 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. [Downloadable!] (restricted)

21. 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. [Downloadable!] (restricted)

22. 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(04), pages 668-679, August. [Downloadable!]

23. 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(03), pages 504-515, June. [Downloadable!]

24. 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. [Downloadable!] (restricted)

25. 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. [Downloadable!] (restricted)

26. 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. [Downloadable!] (restricted)

27. 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.

28. 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. [Downloadable!] (restricted)

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

30. 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. [Downloadable!] (restricted)

31. 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. [Downloadable!] (restricted)

32. 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. [Downloadable!] (restricted)

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

34. 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, Blackwell Publishing, vol. 54(2), pages 208-18, June.

35. 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. [Downloadable!] (restricted)

36. 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. [Downloadable!] (restricted)

37. 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. [Downloadable!] (restricted)

38. 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. [Downloadable!] (restricted)

39. 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. [Downloadable!] (restricted)

40. 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. [Downloadable!] (restricted)

41. Ohtani, Kazuhiro, 1985. "Bounds of the F-ratio incorporating the ordinary ridge regression estimator," Economics Letters, Elsevier, vol. 18(2-3), pages 161-164. [Downloadable!] (restricted)

42. 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. [Downloadable!] (restricted)

43. Ohtani, Kazuhiro, 1984. "A note on the Wald, LR and LM tests and misspecification," Economics Letters, Elsevier, vol. 14(1), pages 31-35. [Downloadable!] (restricted)

44. Ohtani, Kazuhiro & Honda, Yuzo, 1984. "Small sample properties of the mixed regression estimator," Journal of Econometrics, Elsevier, vol. 26(3), pages 375-385, December. [Downloadable!] (restricted)

45. 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. [Downloadable!] (restricted)

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

47. 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 627-28, November. [Downloadable!] (restricted)

48. 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. [Downloadable!] (restricted)

This page was last updated on 2009-12-7.