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 3 5 297
A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006) 0 0 1 333 0 2 3 913
A Test of Serial Independence of Deviations from Cointegrating Relations 0 0 0 31 0 1 1 110
Bayesian Estimation of Unknown Heteroscedastic Variances 0 0 0 59 0 3 4 232
Bayesian Estimation of Unknown Regression Error Heteroscedasticity 0 0 0 59 3 4 4 135
Bayesian Estimation of Unknown Regression Error Heteroscedasticity 0 0 0 51 0 1 1 166
Cointegration, Integration, and Long-Term Forcasting 0 1 1 149 0 2 4 362
DIRICHLET PRIOR FOR ESTIMATING UNKNOWN REGRESSION ERROR HETEROSKEDASTICITY 0 0 1 2 0 3 6 24
Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity 0 0 0 10 1 1 2 64
Dirichlet Prior for Estimating Unknown Regression Error Heteroskedasticity 0 0 0 26 1 3 4 37
Forcasting in large cointegrated processes 0 1 1 93 2 3 7 376
Forecasting Mortality: Some Recent Developments 0 0 0 46 0 0 1 87
The Granger Non-Causality Test in Cointegrated Vector Autoregressions 0 0 0 20 2 2 3 124
The Granger Non-Causality Test in Cointegrated Vector Autoregressions 0 0 0 794 1 3 3 1,913
Total Working Papers 0 2 4 1,794 12 31 48 4,840


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 0 0 5 113
A test of serial independence of deviations from cointegrating relations 0 0 0 0 3 3 5 37
EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX 0 0 0 10 2 4 5 60
Forecasting in large cointegrated processes 0 0 0 20 3 6 7 105
Nonstationary Panel Data Models―A Survey― 0 0 0 1 1 2 3 38
Static Panel Data Models―A Survey― 0 0 0 6 1 1 1 13
The Effect of Estimating Parameters on Long‐Term Forecasts for Cointegrated Systems 0 0 0 0 0 0 2 18
Total Journal Articles 0 0 2 77 10 16 28 384


Statistics updated 2026-01-09