Details about Hiroaki Chigira

Access statistics for papers by Hiroaki Chigira.

Last updated 2019-05-30. Update your information in the RePEc Author Service.

Short-id: pch1256

Working Papers

2017

1. Forecasting Mortality: Some Recent Developments
   Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences

2015

2. DIRICHLET PRIOR FOR ESTIMATING UNKNOWN REGRESSION ERROR HETEROSKEDASTICITY
   DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University View citations (3)
   Also in Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University (2012) View citations (4)
   TERG Discussion Papers, Graduate School of Economics and Management, Tohoku University (2015) View citations (3)

2009

3. Bayesian Estimation of Unknown Regression Error Heteroscedasticity
   Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University View citations (1)
   Also in Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University (2007) View citations (1)

2006

4. A Bias-Corrected Estimation for Dynamic Panel Models in Small Samples
   Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University View citations (3)
5. Bayesian Estimation of Unknown Heteroscedastic Variances
   Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University
6. Cointegration, Integration, and Long-Term Forcasting
   Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University
7. Forcasting in large cointegrated processes
   Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University
   See also Journal Article Forecasting in large cointegrated processes, Journal of Forecasting, John Wiley & Sons, Ltd. (2009) View citations (2) (2009)

2005

8. A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006)
   Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University
9. A Test of Serial Independence of Deviations from Cointegrating Relations
   Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University
   See also Journal Article A test of serial independence of deviations from cointegrating relations, Economics Letters, Elsevier (2006) (2006)

2003

10. The Granger Non-Causality Test in Cointegrated Vector Autoregressions
    Discussion Papers, Graduate School of Economics, Hitotsubashi University View citations (1)
    Also in Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University (2003) View citations (1)

Journal Articles

2012

1. The Effect of Estimating Parameters on Long‐Term Forecasts for Cointegrated Systems
   Journal of Forecasting, 2012, 31, (4), 344-360

2009

2. Forecasting in large cointegrated processes
   Journal of Forecasting, 2009, 28, (7), 631-650 View citations (2)
   See also Working Paper Forcasting in large cointegrated processes, Hi-Stat Discussion Paper Series (2006) (2006)

2008

3. A test of cointegration rank based on principal component analysis
   Applied Economics Letters, 2008, 15, (9), 693-696 View citations (1)
4. Nonstationary Panel Data Models―A Survey―
   Economic Review, 2008, 59, (2), 126-138
5. Static Panel Data Models―A Survey―
   Economic Review, 2008, 59, (2), 97-111

2006

6. A test of serial independence of deviations from cointegrating relations
   Economics Letters, 2006, 92, (1), 52-57
   See also Working Paper A Test of Serial Independence of Deviations from Cointegrating Relations, Hi-Stat Discussion Paper Series (2005) (2005)

2005

7. EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX
   Econometric Theory, 2005, 21, (4), 870-875