難波 明生, 大谷 一博. Small Sample Properties of a Pre-Test Stein-Rule Estimator for Each Individual Regression Coefficient under an Alternative Null Hypothesis in the Pre-Test. Kobe University Economic Review. 2012. 58. 58. 1-9
OHTANI Kazuhiro. MSE performance of a homogeneous pre-test estimator consisting of a family of MMSE estimators. Kobe University Economic Review. 2012. Vol.57, pp.1-12
Shrinkage Estimation of a Linear Regression Model in Econometrics
Nova Science Publisher 2000
計量経済学における回帰モデルの特定化分析
神戸商科大学学術研究会 1982
講演・口頭発表等 (15件)：
最小 MSE 推定量と Stein 型推定量の平均自乗誤差の比較
(日本統計学会 1996)
Improving the Stein-Rule Estimator of Each Individual Regression Coefficient Using the Stein Variance Estimator
(5th World Congress of the Regional Science Association International 1996)
非対称な損失関数のもとでの決定係数の小標本特性
(日本統計学会 1994)
Bayesian Estimation of a Switching Regression Model with a Lagged Dependent Variable
(39th Meeting of the NBER-NSF Seminar on Bayesian Econometrics and Statistics 1989)
