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Kazuhiro Ohtani

Global rank #1599 98%

Institution: Unknown

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1980

Most Recent: 2000

RePEc ID: poh14 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 15.08 4.02 0.00 48.09

Publication Statistics

Raw Publications 30
Coauthorship-Adjusted Count 47.12

Publications (30)

Year Article Journal Tier Authors
2000 Bootstrapping R2 and adjusted R2 in regression analysis Economic Modeling C 1
1998 Inadmissibility of the Stein-rule estimator under the balanced loss function Journal of Econometrics A 1
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 A 2
1994 The density functions of R2 and , and their risk performance under asymmetric loss in misspecified linear regression models Economic Modeling C 1
1993 Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances Journal of Econometrics A 2
1993 On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables Econometric Theory B 2
1993 A Comparison of the Stein-Rule and Positive-Part Stein-Rule Estimators in a Misspecified Linear Regression Model Econometric Theory B 1
1990 A gradual switching regression model with a flexible transition path Economics Letters C 3
1990 An exact test for linear restrictions in seemingly unrelated regressions with the same regressors Economics Letters C 2
1990 On estimating and testing in a linear regression model with autocorrelated errors Journal of Econometrics A 1
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 C 1
1987 Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression Economics Letters C 1
1987 The MSE of the least squares estimator over an interval constraint Economics Letters C 1
1987 On pooling disturbance variances when the goal is testing restrictions on regression coefficients Journal of Econometrics A 1
1986 A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity Econometric Theory B 2
1986 A gradual switching regression model with autocorrelated errors Economics Letters C 2
1986 A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator Economics Letters C 1
1986 Some small sample properties of tests for structural stability in a simultaneous equation Economics Letters C 1
1986 Testing equality between sets of coefficients after a preliminary test for equality of disturbance variances in two linear regressions Journal of Econometrics A 2
1985 A note on the use of a proxy variable in testing hypothesis Economics Letters C 1
1985 Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance Economics Letters C 2
1985 A note on the mixed instrumental variables estimator in a stochastic regressors model : Some small sample properties Economics Letters C 2
1985 On the use of a proxy variable in the test for homoscedasticity Economics Letters C 2
1985 Bounds of the F-ratio incorporating the ordinary ridge regression estimator Economics Letters C 1
1984 A note on the Wald, LR and LM tests and misspecification Economics Letters C 1
1984 Small sample properties of the mixed regression estimator Journal of Econometrics A 2
1982 Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative Economics Letters C 1
1982 Bayesian estimation of the switching regression model with autocorrelated errors Journal of Econometrics A 1
1981 On the Use of a Proxy Variable in Prediction: An MSE Comparison. Review of Economics and Statistics A 1
1980 Estimation of regression coefficients after a preliminary test for homoscedasticity Journal of Econometrics A 2