Access Statistics for Hiroaki Chigira

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bias-Corrected Estimation for Dynamic Panel Models in Small Samples 0 0 0 121 0 3 8 300
A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006) 0 0 1 333 0 4 7 917
A Test of Serial Independence of Deviations from Cointegrating Relations 0 0 0 31 1 5 6 115
Bayesian Estimation of Unknown Heteroscedastic Variances 0 0 0 59 0 2 6 234
Bayesian Estimation of Unknown Regression Error Heteroscedasticity 0 0 0 51 0 9 10 175
Bayesian Estimation of Unknown Regression Error Heteroscedasticity 0 0 0 59 0 3 7 138
Cointegration, Integration, and Long-Term Forcasting 0 1 2 150 0 6 9 368
DIRICHLET PRIOR FOR ESTIMATING UNKNOWN REGRESSION ERROR HETEROSKEDASTICITY 0 0 1 2 0 1 7 25
Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity 0 0 0 10 3 8 10 72
Dirichlet Prior for Estimating Unknown Regression Error Heteroskedasticity 0 0 0 26 0 3 7 40
Forcasting in large cointegrated processes 0 0 1 93 0 1 7 377
Forecasting Mortality: Some Recent Developments 0 0 0 46 2 6 6 93
The Granger Non-Causality Test in Cointegrated Vector Autoregressions 0 0 0 20 0 2 5 126
The Granger Non-Causality Test in Cointegrated Vector Autoregressions 0 0 0 794 1 4 7 1,917
Total Working Papers 0 1 5 1,795 7 57 102 4,897


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A test of cointegration rank based on principal component analysis 0 0 1 40 0 2 5 115
A test of serial independence of deviations from cointegrating relations 0 0 0 0 0 3 7 40
EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX 0 0 0 10 0 2 6 62
Forecasting in large cointegrated processes 0 0 0 20 0 1 8 106
Nonstationary Panel Data Models―A Survey― 0 0 0 1 0 3 6 41
Static Panel Data Models―A Survey― 0 0 0 6 0 1 2 14
The Effect of Estimating Parameters on Long‐Term Forecasts for Cointegrated Systems 0 0 0 0 1 5 6 23
Total Journal Articles 0 0 1 77 1 17 40 401


Statistics updated 2026-04-09