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 2 4 7 299
A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006) 0 0 1 333 3 4 6 916
A Test of Serial Independence of Deviations from Cointegrating Relations 0 0 0 31 4 4 5 114
Bayesian Estimation of Unknown Heteroscedastic Variances 0 0 0 59 1 2 5 233
Bayesian Estimation of Unknown Regression Error Heteroscedasticity 0 0 0 59 2 6 6 137
Bayesian Estimation of Unknown Regression Error Heteroscedasticity 0 0 0 51 8 9 9 174
Cointegration, Integration, and Long-Term Forcasting 0 1 1 149 3 4 7 365
DIRICHLET PRIOR FOR ESTIMATING UNKNOWN REGRESSION ERROR HETEROSKEDASTICITY 0 0 1 2 1 4 7 25
Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity 0 0 0 10 4 5 6 68
Dirichlet Prior for Estimating Unknown Regression Error Heteroskedasticity 0 0 0 26 2 5 6 39
Forcasting in large cointegrated processes 0 1 1 93 0 3 6 376
Forecasting Mortality: Some Recent Developments 0 0 0 46 3 3 4 90
The Granger Non-Causality Test in Cointegrated Vector Autoregressions 0 0 0 794 3 5 6 1,916
The Granger Non-Causality Test in Cointegrated Vector Autoregressions 0 0 0 20 2 4 5 126
Total Working Papers 0 2 4 1,794 38 62 85 4,878


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 2 40 2 2 7 115
A test of serial independence of deviations from cointegrating relations 0 0 0 0 3 6 8 40
EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX 0 0 0 10 2 4 6 62
Forecasting in large cointegrated processes 0 0 0 20 0 4 7 105
Nonstationary Panel Data Models―A Survey― 0 0 0 1 2 4 5 40
Static Panel Data Models―A Survey― 0 0 0 6 1 2 2 14
The Effect of Estimating Parameters on Long‐Term Forecasts for Cointegrated Systems 0 0 0 0 2 2 4 20
Total Journal Articles 0 0 2 77 12 24 39 396


Statistics updated 2026-02-12