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 1 1 3 295
A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006) 0 0 1 333 1 1 3 912
A Test of Serial Independence of Deviations from Cointegrating Relations 0 0 0 31 1 1 1 110
Bayesian Estimation of Unknown Heteroscedastic Variances 0 0 0 59 2 3 3 231
Bayesian Estimation of Unknown Regression Error Heteroscedasticity 0 0 0 51 0 0 0 165
Bayesian Estimation of Unknown Regression Error Heteroscedasticity 0 0 0 59 0 0 0 131
Cointegration, Integration, and Long-Term Forcasting 0 0 0 148 1 2 3 361
DIRICHLET PRIOR FOR ESTIMATING UNKNOWN REGRESSION ERROR HETEROSKEDASTICITY 0 0 1 2 0 2 3 21
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 0 1 1 34
Forcasting in large cointegrated processes 0 0 0 92 0 2 4 373
Forecasting Mortality: Some Recent Developments 0 0 0 46 0 0 1 87
The Granger Non-Causality Test in Cointegrated Vector Autoregressions 0 0 0 794 1 1 1 1,911
The Granger Non-Causality Test in Cointegrated Vector Autoregressions 0 0 0 20 0 1 1 122
Total Working Papers 0 0 2 1,792 7 16 25 4,816


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 2 40 0 3 5 113
A test of serial independence of deviations from cointegrating relations 0 0 0 0 0 1 2 34
EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX 0 0 0 10 2 2 3 58
Forecasting in large cointegrated processes 0 0 0 20 2 3 3 101
Nonstationary Panel Data Models―A Survey― 0 0 0 1 0 0 1 36
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 1 2 77 4 9 16 372


Statistics updated 2025-11-08