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 1 3 295
A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006) 0 0 1 333 1 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 1 4 4 232
Bayesian Estimation of Unknown Regression Error Heteroscedasticity 0 0 0 51 1 1 1 166
Bayesian Estimation of Unknown Regression Error Heteroscedasticity 0 0 0 59 1 1 1 132
Cointegration, Integration, and Long-Term Forcasting 1 1 1 149 1 3 4 362
DIRICHLET PRIOR FOR ESTIMATING UNKNOWN REGRESSION ERROR HETEROSKEDASTICITY 0 0 1 2 3 4 6 24
Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity 0 0 0 10 0 1 1 63
Dirichlet Prior for Estimating Unknown Regression Error Heteroskedasticity 0 0 0 26 2 3 3 36
Forcasting in large cointegrated processes 1 1 1 93 1 2 5 374
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 0 0 1 122
The Granger Non-Causality Test in Cointegrated Vector Autoregressions 0 0 0 794 1 2 2 1,912
Total Working Papers 2 2 4 1,794 12 25 36 4,828


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 2 5 113
A test of serial independence of deviations from cointegrating relations 0 0 0 0 0 0 2 34
EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX 0 0 0 10 0 2 3 58
Forecasting in large cointegrated processes 0 0 0 20 1 3 4 102
Nonstationary Panel Data Models―A Survey― 0 0 0 1 1 1 2 37
Static Panel Data Models―A Survey― 0 0 0 6 0 0 0 12
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 2 8 18 374


Statistics updated 2025-12-06