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 4 11 304
A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006) 0 0 1 333 0 0 7 917
A Test of Serial Independence of Deviations from Cointegrating Relations 0 0 0 31 0 3 9 118
Bayesian Estimation of Unknown Heteroscedastic Variances 0 0 0 59 0 1 7 235
Bayesian Estimation of Unknown Regression Error Heteroscedasticity 0 0 0 59 0 0 7 138
Bayesian Estimation of Unknown Regression Error Heteroscedasticity 0 0 0 51 0 1 11 176
Cointegration, Integration, and Long-Term Forcasting 0 0 2 150 0 3 12 371
DIRICHLET PRIOR FOR ESTIMATING UNKNOWN REGRESSION ERROR HETEROSKEDASTICITY 0 0 0 2 1 6 12 31
Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity 0 0 0 10 0 0 10 72
Dirichlet Prior for Estimating Unknown Regression Error Heteroskedasticity 0 0 0 26 0 2 9 42
Forcasting in large cointegrated processes 0 0 1 93 0 4 11 381
Forecasting Mortality: Some Recent Developments 0 0 0 46 0 3 9 96
The Granger Non-Causality Test in Cointegrated Vector Autoregressions 0 0 0 794 0 1 8 1,918
The Granger Non-Causality Test in Cointegrated Vector Autoregressions 0 0 0 20 1 4 9 130
Total Working Papers 0 0 4 1,795 2 32 132 4,929


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 1 3 8 118
A test of serial independence of deviations from cointegrating relations 0 0 0 0 0 3 10 43
EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX 0 0 0 10 0 1 7 63
Forecasting in large cointegrated processes 0 0 0 20 2 5 13 111
Nonstationary Panel Data Models―A Survey― 0 0 0 1 0 0 5 41
Static Panel Data Models―A Survey― 0 0 0 6 0 1 3 15
The Effect of Estimating Parameters on Long‐Term Forecasts for Cointegrated Systems 0 0 0 0 0 2 7 25
Total Journal Articles 0 0 1 77 3 15 53 416


Statistics updated 2026-07-10