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subject:"Risiko"
subject:"Risk"
~subject:"Estimation theory"
~person:"Ohtani, Kazuhiro"
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Risiko
Risk
Estimation theory
Theorie
35
Theory
35
Schätztheorie
26
Regression analysis
10
Regressionsanalyse
10
Kleinste-Quadrate-Methode
6
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6
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3
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1
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Ohtani, Kazuhiro
Härdle, Wolfgang
76
Gollier, Christian
62
Pesaran, M. Hashem
58
Gouriéroux, Christian
55
Phillips, Peter C. B.
53
Andrews, Donald W. K.
44
Franses, Philip Hans
43
Eeckhoudt, Louis R.
42
Newey, Whitney K.
42
Viscusi, W. Kip
41
Ludwig, Alexander
40
Wang, Ruodu
40
McAleer, Michael
38
Castelnuovo, Efrem
36
Epstein, Larry G.
36
Swanson, Norman R.
36
Giles, David E. A.
35
Imbens, Guido
35
Broll, Udo
34
Chichilnisky, Graciela
32
Bekaert, Geert
30
Hansen, Lars Peter
30
Heckman, James J.
30
Robinson, Peter M.
30
Diebold, Francis X.
29
Horowitz, Joel
29
Schlesinger, Harris
29
Stahlecker, Peter
29
Baltagi, Badi H.
28
Barnett, William A.
28
Granger, C. W. J.
28
Krueger, Dirk
28
Brady, Michael Emmett
27
Li, Qi
27
Huschens, Stefan
26
King, Maxwell L.
26
Pindyck, Robert S.
26
Weber, Martin
26
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25
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Kobe University economic review
4
Economics letters
3
Journal of econometrics
3
Statistical papers
3
Discussion paper / Department of Economics, University of Canterbury
2
Econometric reviews
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
The economic studies quarterly : the journal of the Japan Association of Economics and Econometrics
2
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1
Econometric advances in spatial modelling and methodology : essays in honour of Jean Paelinck
1
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The Manchester School of Economic and Social Studies
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ECONIS (ZBW)
26
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Risk performances of the bias corrected feasible minimum mean squared error estimators under balanced loss
Ohtani, Kazuhiro
- In:
Kobe University economic review
47
(
2001
),
pp. 1-11
Persistent link: https://www.econbiz.de/10001671011
Saved in:
5
Shrinkage estimation of a linear regression model in econometrics
Ohtani, Kazuhiro
-
2000
Persistent link: https://www.econbiz.de/10001519806
Saved in:
6
Risk performance of a pre-test estimator for normal variance with the Stein-variance estimator under the LINEX loss function
Ohtani, Kazuhiro
- In:
Statistical papers
40
(
1999
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10001389131
Saved in:
7
Inadmissibility of the Stein-rule estimator under the balanced loss function
Ohtani, Kazuhiro
- In:
Journal of econometrics
88
(
1999
)
1
,
pp. 193-201
Persistent link: https://www.econbiz.de/10001250274
Saved in:
8
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
Saved in:
9
Improving the Stein-rule estimator of each individual regression coefficient using the Stein varience estimator
Ohtani, Kazuhiro
- In:
Econometric advances in spatial modelling and …
,
(pp. 57-68)
.
1998
Persistent link: https://www.econbiz.de/10001323482
Saved in:
10
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
Saved in:
11
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
Saved in:
12
The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.
;
Giles, David E. A.
;
Ohtani, Kazuhiro
-
1996
Persistent link: https://www.econbiz.de/10000168487
Saved in:
13
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
Saved in:
14
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
Saved in:
15
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
Saved in:
16
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
Saved in:
17
Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances
Ohtani, Kazuhiro
- In:
Journal of econometrics
57
(
1993
)
1
,
pp. 393-406
Persistent link: https://www.econbiz.de/10001142515
Saved in:
18
Testing for equality of error variances between two linear regression with independent multivariate t errors
Ohtani, Kazuhiro
- In:
Journal of quantitative economics : official journal of …
9
(
1993
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10001147606
Saved in:
19
Small sample properties of R 2 based on the Stein-rule estimator in a misspecified linear regression model
Ohtani, Kazuhiro
- In:
The economic studies quarterly : the journal of the …
44
(
1993
)
3
,
pp. 263-268
Persistent link: https://www.econbiz.de/10001150156
Saved in:
20
The exact risks of some pre-test and Stein-type regression estimators under balanced loss
Giles, Judith A.
;
Giles, David E. A.
;
Ohtani, Kazuhiro
-
1993
Persistent link: https://www.econbiz.de/10000859965
Saved in:
21
The risk behavior of a pre-test estimator in a linear regression model with possible heteroscedasticity under the linex loss function
Ohtani, Kazuhiro
;
Giles, David E. A.
;
Giles, Judith A.
-
1993
Persistent link: https://www.econbiz.de/10000859966
Saved in:
22
An exact test for linear restrictions in seemingly unrelated regressions with the same regressors
Hashimoto, Noriko
- In:
Economics letters
32
(
1990
)
3
,
pp. 243-246
Persistent link: https://www.econbiz.de/10001088838
Saved in:
23
A gradual switching regression model with a flexible transition path
Ohtani, Kazuhiro
- In:
Economics letters
32
(
1990
)
1
,
pp. 43-48
Persistent link: https://www.econbiz.de/10001080483
Saved in:
24
Testing equality between sets of coefficients in two linear regressions when error terms are autocorrelated
Ohtani, Kazuhiro
- In:
The economic studies quarterly : the journal of the …
40
(
1989
)
1
,
pp. 35-47
Persistent link: https://www.econbiz.de/10001062119
Saved in:
25
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
Ohtani, Kazuhiro
- In:
Economics letters
2
(
1988
),
pp. 151-156
Persistent link: https://www.econbiz.de/10001054614
Saved in:
26
Modified Wald tests in tests of equality between sets of coefficients in two linear regressions under heteroscedasticity
Honda, Yuzo
- In:
The Manchester School of Economic and Social Studies
54
(
1986
)
2
,
pp. 208-218
Persistent link: https://www.econbiz.de/10001093849
Saved in:
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