# Kazuhiro Ohtani

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## Personal Details

- Kazuhiro Ohtani & Alan Wan, 2009.
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**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. - Junya Masuda & Kazuhiro Ohtani, 2008.
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**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. - Akio Namba & Kazuhiro Ohtani, 2007.
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**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. - Manami Ogura & Kazuhiro Ohtani, 2007.
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**Testing demand homogeneity when error terms have an elliptically symmetric distribution**," Applied Economics Letters, Taylor & Francis Journals, vol. 14(7), pages 497-502. - Namba, Akio & Ohtani, Kazuhiro, 2006.
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**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. - Alan T.K. Wan & Guohua Zou & Kazuhiro Ohtani, 2006.
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**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. - Kazuhiro Ohtani, 2004.
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**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. - Kazuhiro Ohtani & Alan Wan, 2002.
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**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. - Ohtani, Kazuhiro, 2002.
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**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. - Ohtani, Kazuhiro, 2001.
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**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. - Ohtani, Kazuhiro, 2000.
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**Bootstrapping R2 and adjusted R2 in regression analysis**," Economic Modelling, Elsevier, vol. 17(4), pages 473-483, December. - Ohtani, Kazuhiro, 1999.
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**MSE performance of a heterogeneous pre-test estimator**," Statistics & Probability Letters, Elsevier, vol. 41(1), pages 65-71, January. - Kazuhiro Ohtani, 1999.
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**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. - Ohtani, Kazuhiro, 1998.
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**Inadmissibility of the Stein-rule estimator under the balanced loss function**," Journal of Econometrics, Elsevier, vol. 88(1), pages 193-201, November. - Kazuhiro Ohtani, 1998.
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**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 EstadÃstica e InvestigaciÃ³n Operativa, vol. 7(2), pages 361-376, December. - Kazuhiro Ohtani & David Giles & Judith Giles, 1997.
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**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. - Ohtani, Kazuhiro, 1996.
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**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. - Ohtani, Kazuhiro & Kozumi, Hideo, 1996.
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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**," Journal of Econometrics, Elsevier, vol. 74(2), pages 273-287, October. - Ohtani, Kazuhiro, 1994.
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**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. - Ohtani, Kazuhiro & Giles, Judith, 1993.
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**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. - Ohtani, Kazuhiro & Hasegawa, Hikaru, 1993.
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**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. - Ohtani, Kazuhiro, 1993.
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**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. - Hashimoto, Noriko & Ohtani, Kazuhiro, 1990.
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**An exact test for linear restrictions in seemingly unrelated regressions with the same regressors**," Economics Letters, Elsevier, vol. 32(3), pages 243-246, March. - Ohtani, Kazuhiro & Kakimoto, Sumio & Abe, Kenzo, 1990.
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**A gradual switching regression model with a flexible transition path**," Economics Letters, Elsevier, vol. 32(1), pages 43-48, January. - Ohtani, Kazuhiro, 1990.
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**On estimating and testing in a linear regression model with autocorrelated errors**," Journal of Econometrics, Elsevier, vol. 44(3), pages 333-346, June. - Toyoda, T & Ohtani, K, 1989.
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**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. - Ohtani, Kazuhiro, 1988.
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**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. - Ohtani, Kazuhiro, 1987.
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**Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression**," Economics Letters, Elsevier, vol. 24(1), pages 51-55. - Ohtani, Kazuhiro, 1987.
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**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. - Ohtani, Kazuhiro, 1987.
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**The MSE of the least squares estimator over an interval constraint**," Economics Letters, Elsevier, vol. 25(4), pages 351-354. - Ohtani, Kazuhiro, 1986.
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**Some small sample properties of tests for structural stability in a simultaneous equation**," Economics Letters, Elsevier, vol. 22(2-3), pages 229-232. - Honda, Yuzo & Ohtani, Kazuhiro, 1986.
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**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 208-18, June. - Toyoda, Toshihisa & Ohtani, Kazuhiro, 1986.
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**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. - Ohtani, Kazuhiro & Katayama, Sei-ichi, 1986.
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**A gradual switching regression model with autocorrelated errors**," Economics Letters, Elsevier, vol. 21(2), pages 169-172. - Ohtani, Kazuhiro, 1986.
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**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. - Ohtani, Kazuhiro & Kobayashi, Masahito, 1986.
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**A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity**," Econometric Theory, Cambridge University Press, vol. 2(02), pages 220-231, August. - Ohtani, Kazuhiro & Toyoda, Toshihisa, 1985.
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**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. - Ohtani, Kazuhiro, 1985.
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**A note on the use of a proxy variable in testing hypothesis**," Economics Letters, Elsevier, vol. 17(1-2), pages 107-110. - Kakimoto, Sumio & Ohtani, Kazuhiro, 1985.
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**On the use of a proxy variable in the test for homoscedasticity**," Economics Letters, Elsevier, vol. 18(2-3), pages 153-156. - Ohtani, Kazuhiro, 1985.
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**Bounds of the F-ratio incorporating the ordinary ridge regression estimator**," Economics Letters, Elsevier, vol. 18(2-3), pages 161-164. - Ohtani, Kazuhiro & Toyoda, Toshihisa, 1985.
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**Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance**," Economics Letters, Elsevier, vol. 17(1-2), pages 111-114. - Kakimoto, Sumio & Ohtani, Kazuhiro, 1985.
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**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. - Ohtani, Kazuhiro, 1984.
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**A note on the Wald, LR and LM tests and misspecification**," Economics Letters, Elsevier, vol. 14(1), pages 31-35. - Ohtani, Kazuhiro & Honda, Yuzo, 1984.
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**Small sample properties of the mixed regression estimator**," Journal of Econometrics, Elsevier, vol. 26(3), pages 375-385, December. - Ohtani, Kazuhiro, 1982.
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**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. - Ohtani, Kazuhiro, 1982.
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**Bayesian estimation of the switching regression model with autocorrelated errors**," Journal of Econometrics, Elsevier, vol. 18(2), pages 251-261, February. - Ohtani, Kazuhiro, 1981.
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**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. - Ohtani, Kazuhiro & Toyoda, Toshihisa, 1980.
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**Estimation of regression coefficients after a preliminary test for homoscedasticity**," Journal of Econometrics, Elsevier, vol. 12(2), pages 151-159, February.

#### Most cited item

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

#### Most downloaded item (past 12 months)

- 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.

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