OHTANI KAZUHIRO - My portal - researchmap

Profile Information

Affiliation: Professor, Graduate School of Economics Division of Economics, Kobe University

Degree: 経済学修士(神戸商科大学)
経済学博士(神戸商科大学)

J-GLOBAL ID: 200901012617183150
researchmap Member ID: 1000032841

Education

1

- Mar, 1976

神戸商科大学大学院経済学研究科博士課程退学

Papers

134

MSE Performance of a Weighted Average Estimator consisting of a Family of MMSE Estimators

OHTANI KAZUHIRO

国民経済雑誌, 210(6) 近刊-27, Dec, 2014
Comparison of the HPT estimator and the OLS estimator under the Pitman nearness criterion

OHTANI KAZUHIRO

Jouranl of Economics and Business Administration, 209(1) 27-34, Jan, 2014
MSE Performance of a Homogeneous Pre-Test Estimator Consisting of a Family of MMSE Estimators when Error Terms have a Multivariate t Distribution

OHTANI KAZUHIRO

Journal of Economics and Bisiness Administration, 207(2) 1-10, Feb, 2013
Small Sample Properties of a Pre-Test Stein-Rule Estimator for Each Individual Regression Coefficient under an Alternative Null Hypothesis in the Pre-Test

NAMBA Akio, OHTANI Kazuhiro

Kobe University Economic Review, 58(58) 1-9, Apr, 2012
MSE performance of a homogeneous pre-test estimator consisting of a family of MMSE estimators

OHTANI Kazuhiro

Kobe University Economic Review, Vol.57, pp.1-12, Feb, 2012
MSE Performance of a Heterogeneous Pre-Test Ridge Regression Estimator

Akio Namba, Kazuhiro Ohtani

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 41(9) 1692-1700, 2012 Peer-reviewed
MSE Performance of a Heterogeneous Pre-Test Ridge Regression Estimator

Akio Namba, Kazuhiro Ohtani

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 41(9) 1692-1700, 2012 Peer-reviewed
Risk performance of a weighted average estimator consisting of the ridge regression and OLS estimators under Linex loss

Kazuhiro Ohtani

Kobe University Economic Review, Vol.56, pp.1-11, 2010
Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated

Akio Namba, Kazuhiro Ohtani

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 80(3) 255-262, 2010 Peer-reviewed
Risk performance of a pre-test ridge regression estimator under the LINEX loss function when each individual regression coefficient is estimated

Akio Namba, Kazuhiro Ohtani

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 80(3) 255-262, 2010 Peer-reviewed
Evaluating the Precision of Estimation of an Inequality Constrained Ridge Regression Estimator by the Bootstrap Methods

Kazuhiro Ohtani

Journal of Economics and Business Administration, 第199巻第3号(3) 1-9, Mar, 2009
Comparison of the Stein and the UsualEstimators for the Regression Error Variance under the Pitman Nearness Criterion when Variables are omitted

Kazuhiro Ohtani

Statistical Papers, Vol.50, pp.151-160, 2009 Peer-reviewed
Small sample properties of a ridge regression estimator with an inequality constraint

Kazuhiro Ohtani

Kobe University Economic Review, Vol.54, pp.15-23, 2008
Exact distribution and critical values of a unit root test when error terms are serially correlated

Junya Masuda, Kazuhiro Ohtani

APPLIED ECONOMICS LETTERS, 15(5) 359-362, 2008 Peer-reviewed
Testing demand homogeneity when error terms have an elliptically symmetric distribution

Manami Ogura, Kazuhiro Ohtani

APPLIED ECONOMICS LETTERS, 14(7-9) 497-502, Jun, 2007 Peer-reviewed
On the Evaluation of Precision of Estimation of a Ridge Regression Estimator by Bootstrap Methods

Kazuhiro Ohtani

Journal of Economics & Business Administration, Vol.195, No.4, 17-28, Apr, 2007
Risk comparison of the Stein-rule estimator in a linear regression model with omitted relevant regressors and multivariatet errors under the Pitman nearness criterion

Akio Namba, Kazuhiro Ohtani

Statistical Papers, 48(1) 151-162, Jan, 2007 Peer-reviewed
Risk Comparison of the Stein-Rule Estimator in a Linear Regression Model with Omitted Relevant Regressors and Multivariate t Errors under the Pitman Nearness Criterion

Kazuhiro Ohtani

Statistical Papers, Vol.48, No.1, pp.151-162, 2007 Peer-reviewed
PMSE performance of the Stein-rule and positive-part Stein-rule estimators in a regression model with or without proxy variables

A Namba, K Ohtani

STATISTICS & PROBABILITY LETTERS, 76(9) 898-906, May, 2006 Peer-reviewed
Further results on optimal critical values of pre-test when estimating the regression error variance

ATK Wan, G Zou, K Ohtani

ECONOMETRICS JOURNAL, 9(1) 159-176, 2006 Peer-reviewed

More

Books and Other Publications

4

『基本統計学(第2版)』

TOYODA Toshihisa, OHTANI Kazuhiro, OGAWA Kazuo, HASEGAWA Hikaru, TANIZAKI Hisashi (Role: Joint author)

東洋経済新報社, Apr, 2002
基本統計学（第２版）

Kazuhiro Ohtani (Role: Joint author)

東洋経済新報社, 2002
Shrinkage Estimation of a Linear Regression Model in Econometrics

Kazuhiro Ohtani

Nova Science Publisher, 2000
計量経済学における回帰モデルの特定化分析

Kazuhiro Ohtani

神戸商科大学学術研究会, 1982

Presentations

15

最小 MSE 推定量と Stein 型推定量の平均自乗誤差の比較

Kazuhiro Ohtani

日本統計学会, Sep, 1996
Improving the Stein-Rule Estimator of Each Individual Regression Coefficient Using the Stein Variance Estimator

Kazuhiro Ohtani

5th World Congress of the Regional Science Association International, May, 1996 Invited
非対称な損失関数のもとでの決定係数の小標本特性

Kazuhiro Ohtani

日本統計学会, Jul, 1994
Bayesian Estimation of a Switching Regression Model with a Lagged Dependent Variable

Kazuhiro Ohtani

39th Meeting of the NBER-NSF Seminar on Bayesian Econometrics and Statistics, Oct, 1989 Invited
SUR における検定について

Kazuhiro Ohtani

日本統計学会, Jul, 1989
分散併合と仮説検定

Kazuhiro Ohtani

日本統計学会, Jul, 1986
Small Sample Properties of the Bias-Corrected Ordinary Ridge Estimator

Kazuhiro Ohtani

日本統計学会, Jul, 1985
The Wald Bounds Test for Equality Between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity

Kazuhiro Ohtani

Australasian Meetings of the Econometric Society, Aug, 1984 Invited
Small Sample Properties of Tests of Equality Between Sets of Coefficients in Two Linear Regressions under Heteroscedasticity

Kazuhiro Ohtani

日本統計学会, Jul, 1984
The Functional Form of Disaggregate Import Demand Equation for Japan

Kazuhiro Ohtani

国際経済学会, Oct, 1982
Testing Equality of Coefficients after a Preliminary Test for Homescedasticity in Two Linear Regressions

Kazuhiro Ohtani

日本統計学会, Jul, 1982
The Joint Specification of Functional Form and Relative Price Restriction in the Aggregate Import Demand Equation

Kazuhiro Ohtani

理論計量経済学会, Oct, 1980
On the use of a Proxy Variable in Prediction - An MSE Comparison

Kazuhiro Ohtani

理論・計量経済学会西部部会, Jun, 1980
Estimation of Regression Coefficients After a Preliminary Test for Homoscedasticity

Kazuhiro Ohtani

日本統計学会, Jul, 1979
Optimal Pre-Testing Procedure in Regression - A minimum Average Risk Approach

Kazuhiro Ohtani

理論・計量経済学会西部部会, Jun, 1976

Teaching Experience

14

Research Projects

4

代替的な規準のもとでの縮小推定量の比較

科学研究費補助金／基盤研究(C), 2010

大谷一博
新しい日本型経済パラダイムの研究教育拠点

2006

三谷直紀
線形制約付縮小推定量のブートストラップ法による精度評価

科学研究費補助金／基盤研究(C), 2006

大谷一博
新しい日本型経済パラダイムの研究教育拠点

2005

三谷直紀