Kazuhiro Ohtani : Citation Profile


Are you Kazuhiro Ohtani?

Kobe University

6

H index

3

i10 index

119

Citations

RESEARCH PRODUCTION:

48

Articles

RESEARCH ACTIVITY:

   29 years (1980 - 2009). See details.
   Cites by year: 4
   Journals where Kazuhiro Ohtani has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 10 (7.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/poh14
   Updated: 2020-07-04    RAS profile: 2016-10-07    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Kazuhiro Ohtani.

Is cited by:

Namba, Akio (8)

Wan, Alan (8)

Fukushige, Mototsugu (5)

Zou, Guohua (5)

Dhehibi, Boubaker (4)

Dufour, Jean-Marie (3)

Gallet, C. (3)

Khalaf, Lynda (3)

Fry-McKibbin, Renee (3)

Chaturvedi, Anoop (3)

Dungey, Mardi (3)

Cites to:

Clarke, Judith (6)

Ullah, Aman (5)

Mittelhammer, Ron (4)

Namba, Akio (4)

Giles, David (3)

Phillips, Peter (3)

Wan, Alan (2)

Judge, George (2)

Perron, Pierre (2)

Vinod, Hrishikesh (1)

Fachin, Stefano (1)

Main data


Where Kazuhiro Ohtani has published?


Journals with more than one article published# docs
Economics Letters15
Journal of Econometrics9
Statistics & Probability Letters5
Applied Economics Letters4
Econometric Theory3
Statistical Papers2
Econometric Reviews2
Economic Modelling2

Recent works citing Kazuhiro Ohtani (2018 and 2017)


YearTitle of citing document
2019Improved method for detecting acquirer fixed effects. (2019). Roll, Richard ; Cousin, Jean-Gabriel ; de Bodt, Eric. In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:20-42.

Full description at Econpapers || Download paper

2017Admissibility of linear estimators of the common mean parameter in general linear models under a balanced loss function. (2017). Cao, Ming-Xiang ; He, Dao-Jiang . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:153:y:2017:i:c:p:246-254.

Full description at Econpapers || Download paper

2017Augmentation of ethanol production through statistically designed growth and fermentation medium using novel thermotolerant yeast isolates. (2017). Arora, Richa ; Kumar, Sachin ; Sharma, Nilesh Kumar ; Behera, Shuvashish . In: Renewable Energy. RePEc:eee:renene:v:109:y:2017:i:c:p:406-421.

Full description at Econpapers || Download paper

2017A Note on the Performance of Biased Estimators with Autocorrelated Errors. (2017). Chandra, Shalini ; Tyagi, Gargi. In: International Journal of Mathematics and Mathematical Sciences. RePEc:hin:jijmms:2045653.

Full description at Econpapers || Download paper

Works by Kazuhiro Ohtani:


YearTitleTypeCited
1986Modified Wald Tests in Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity. In: The Manchester School of Economic & Social Studies.
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article2
1986A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity In: Econometric Theory.
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article4
1993On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables In: Econometric Theory.
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article4
1993A Comparison of the Stein-Rule and Positive-Part Stein-Rule Estimators in a Misspecified Linear Regression Model In: Econometric Theory.
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article7
2006Further results on optimal critical values of pre-test when estimating the regression error variance In: Econometrics Journal.
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article2
1994The density functions of R2 and , and their risk performance under asymmetric loss in misspecified linear regression models In: Economic Modelling.
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article2
2000Bootstrapping R2 and adjusted R2 in regression analysis In: Economic Modelling.
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article7
1982Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative In: Economics Letters.
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article0
1984A note on the Wald, LR and LM tests and misspecification In: Economics Letters.
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article0
1985A note on the use of a proxy variable in testing hypothesis In: Economics Letters.
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article0
1985Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance In: Economics Letters.
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article0
1985A note on the mixed instrumental variables estimator in a stochastic regressors model : Some small sample properties In: Economics Letters.
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article0
1985On the use of a proxy variable in the test for homoscedasticity In: Economics Letters.
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1985Bounds of the F-ratio incorporating the ordinary ridge regression estimator In: Economics Letters.
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article0
1986A gradual switching regression model with autocorrelated errors In: Economics Letters.
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article17
1986A distribution function of the F-ratio when the Stein-rule estimator is used in place of the OLS estimator In: Economics Letters.
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article0
1986Some small sample properties of tests for structural stability in a simultaneous equation In: Economics Letters.
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article0
1987Inadmissibility of the iterative Stein-rule estimator of the disturbance variance in a linear regression In: Economics Letters.
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article2
1987The MSE of the least squares estimator over an interval constraint In: Economics Letters.
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article1
1988Optimal 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 In: Economics Letters.
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article2
1990A gradual switching regression model with a flexible transition path In: Economics Letters.
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article15
1990An exact test for linear restrictions in seemingly unrelated regressions with the same regressors In: Economics Letters.
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article4
1980Estimation of regression coefficients after a preliminary test for homoscedasticity In: Journal of Econometrics.
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article6
1982Bayesian estimation of the switching regression model with autocorrelated errors In: Journal of Econometrics.
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article1
1984Small sample properties of the mixed regression estimator In: Journal of Econometrics.
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article0
1986Testing equality between sets of coefficients after a preliminary test for equality of disturbance variances in two linear regressions In: Journal of Econometrics.
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article11
1987On pooling disturbance variances when the goal is testing restrictions on regression coefficients In: Journal of Econometrics.
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article0
1990On estimating and testing in a linear regression model with autocorrelated errors In: Journal of Econometrics.
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article1
1993Testing linear restrictions on coefficients in a linear regression model with proxy variables and spherically symmetric disturbances In: Journal of Econometrics.
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article1
1996The exact general formulae for the moments and the MSE dominance of the Stein-rule and positive-part Stein-rule estimators In: Journal of Econometrics.
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article2
1998Inadmissibility of the Stein-rule estimator under the balanced loss function In: Journal of Econometrics.
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article6
1996Further improving the Stein-rule estimator using the Stein variance estimator in a misspecified linear regression model In: Statistics & Probability Letters.
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article2
1999MSE performance of a heterogeneous pre-test estimator In: Statistics & Probability Letters.
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article3
2001MSE dominance of the pre-test iterative variance estimator over the iterative variance estimator in regression In: Statistics & Probability Letters.
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article0
2002Exact distribution of a pre-test estimator for regression error variance when there are omitted variables In: Statistics & Probability Letters.
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article2
2006PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables In: Statistics & Probability Letters.
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article1
1985Small Sample Properties of Tests of Equality between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity. In: International Economic Review.
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article3
1989A Switching Regression Model with Different Change-Points for Individual Coefficients and Its Application to the Energy Demand Equations for Japan. In: Empirical Economics.
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article0
2007Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion In: Statistical Papers.
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article1
2009Comparison of the Stein and the usual estimators for the regression error variance under the Pitman nearness criterion when variables are omitted In: Statistical Papers.
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article1
1998An MSE comparison of the restricted Stein-rule and minimum mean squared error estimators in regression In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article0
2004Exact distribution and critical values of a unit root test in the presence of change in variance In: Applied Economics Letters.
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article0
2007Testing demand homogeneity when error terms have an elliptically symmetric distribution In: Applied Economics Letters.
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article3
2008Exact distribution and critical values of a unit root test when error terms are serially correlated In: Applied Economics Letters.
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article0
1999Exact critical values of unit root tests when there is a constant term and a time trend In: Applied Economics Letters.
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1997The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function In: Econometric Reviews.
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article3
2002ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION In: Econometric Reviews.
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article2
1981On the Use of a Proxy Variable in Prediction: An MSE Comparison. In: The Review of Economics and Statistics.
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article1

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