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 4 121 1 1 7 293
A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006) 0 0 0 332 0 0 2 910
A Test of Serial Independence of Deviations from Cointegrating Relations 0 0 0 31 0 0 0 109
Bayesian Estimation of Unknown Heteroscedastic Variances 0 0 0 59 0 0 0 228
Bayesian Estimation of Unknown Regression Error Heteroscedasticity 0 0 0 59 0 0 0 131
Bayesian Estimation of Unknown Regression Error Heteroscedasticity 0 0 0 51 0 0 0 165
Cointegration, Integration, and Long-Term Forcasting 0 0 0 148 0 1 1 359
DIRICHLET PRIOR FOR ESTIMATING UNKNOWN REGRESSION ERROR HETEROSKEDASTICITY 0 0 0 1 0 0 0 18
Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity 0 0 0 10 0 0 1 62
Dirichlet Prior for Estimating Unknown Regression Error Heteroskedasticity 0 0 0 26 0 0 0 33
Forcasting in large cointegrated processes 0 0 0 92 0 0 2 370
Forecasting Mortality: Some Recent Developments 0 0 0 46 0 1 1 87
The Granger Non-Causality Test in Cointegrated Vector Autoregressions 0 0 0 794 0 0 0 1,910
The Granger Non-Causality Test in Cointegrated Vector Autoregressions 0 0 0 20 0 0 1 121
Total Working Papers 0 0 4 1,790 1 3 15 4,796


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 1 1 39 0 2 2 110
A test of serial independence of deviations from cointegrating relations 0 0 0 0 0 1 1 33
EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX 0 0 0 10 0 0 1 56
Forecasting in large cointegrated processes 0 0 0 20 0 0 0 98
Nonstationary Panel Data Models―A Survey― 0 0 0 1 1 1 1 36
Static Panel Data Models―A Survey― 0 0 0 6 0 0 1 12
The Effect of Estimating Parameters on Long‐Term Forecasts for Cointegrated Systems 0 0 0 0 1 2 3 18
Total Journal Articles 0 1 1 76 2 6 9 363


Statistics updated 2025-05-12