- 著者
- KAZUHIRO OHTANI
- 出版者
- JAPANESE ECONOMIC ASSOCIATION
- 雑誌
- The Economic Studies Quarterly (ISSN:0557109X)
- 巻号頁・発行日
- vol.44, no.3, pp.263-268, 1993-09-20 (Released:2007-10-19)
- 参考文献数
- 10
In this paper, we examine the small sample properties of R2 based on the Stein-rule estimator of coefficients (say, R2S) when relevant regressors are omitted in a specified model. The following is shown, when the model is correctly specified, the bias of R2S is smaller than that of R2 based on the OLS estimator (say, R2S), and the mean square error (MSE) of R2S is smaller than or comparable with that of R20. But, as the magnitude of specification error increases, both bias and MSE of R2S become larger than those of R20.
- 著者
- KAZUHIRO OHTANI TOSHIHISA TOYODA
- 出版者
- JAPANESE ECONOMIC ASSOCIATION
- 雑誌
- The Economic Studies Quarterly (ISSN:0557109X)
- 巻号頁・発行日
- vol.40, no.1, pp.35-47, 1989-03-20 (Released:2007-10-19)
- 参考文献数
- 17
1 0 0 0 OA ESTIMATION OF STRUCTURAL CHANGE IN THE IMPORT AND EXPORT EQUATIONS: AN INTERNATIONAL COMPARISON
- 著者
- SEI-ICHI KATAYAMA KAZUHIRO OHTANI TOSHIHISA TOYODA
- 出版者
- JAPANESE ECONOMIC ASSOCIATION
- 雑誌
- The Economic Studies Quarterly (ISSN:0557109X)
- 巻号頁・発行日
- vol.38, no.2, pp.148-158, 1987-06-20 (Released:2008-02-28)
- 参考文献数
- 11
- 著者
- KAZUHIRO OHTANI
- 出版者
- JAPANESE ECONOMIC ASSOCIATION
- 雑誌
- The Economic Studies Quarterly (ISSN:0557109X)
- 巻号頁・発行日
- vol.37, no.3, pp.242-247, 1986-09-20 (Released:2007-10-19)
- 参考文献数
- 14