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 3 4 10 303
A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006) 0 0 1 333 0 1 7 917
A Test of Serial Independence of Deviations from Cointegrating Relations 0 0 0 31 2 3 8 117
Bayesian Estimation of Unknown Heteroscedastic Variances 0 0 0 59 1 2 7 235
Bayesian Estimation of Unknown Regression Error Heteroscedasticity 0 0 0 51 1 2 11 176
Bayesian Estimation of Unknown Regression Error Heteroscedasticity 0 0 0 59 0 1 7 138
Cointegration, Integration, and Long-Term Forcasting 0 1 2 150 3 6 12 371
DIRICHLET PRIOR FOR ESTIMATING UNKNOWN REGRESSION ERROR HETEROSKEDASTICITY 0 0 1 2 5 5 12 30
Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity 0 0 0 10 0 4 10 72
Dirichlet Prior for Estimating Unknown Regression Error Heteroskedasticity 0 0 0 26 0 1 7 40
Forcasting in large cointegrated processes 0 0 1 93 4 5 11 381
Forecasting Mortality: Some Recent Developments 0 0 0 46 2 5 8 95
The Granger Non-Causality Test in Cointegrated Vector Autoregressions 0 0 0 20 3 3 8 129
The Granger Non-Causality Test in Cointegrated Vector Autoregressions 0 0 0 794 1 2 8 1,918
Total Working Papers 0 1 5 1,795 25 44 126 4,922


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 2 2 7 117
A test of serial independence of deviations from cointegrating relations 0 0 0 0 3 3 10 43
EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX 0 0 0 10 1 1 7 63
Forecasting in large cointegrated processes 0 0 0 20 3 4 11 109
Nonstationary Panel Data Models―A Survey― 0 0 0 1 0 1 5 41
Static Panel Data Models―A Survey― 0 0 0 6 1 1 3 15
The Effect of Estimating Parameters on Long‐Term Forecasts for Cointegrated Systems 0 0 0 0 2 5 7 25
Total Journal Articles 0 0 1 77 12 17 50 413


Statistics updated 2026-05-06