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Hiroaki Chigira

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This is information that was supplied by Hiroaki Chigira in registering through RePEc. If you are Hiroaki Chigira , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Hiroaki
Middle Name:
Last Name: Chigira
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RePEc Short-ID: pch1256

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Affiliation

Graduate School of Economics and Management
Tohoku University
Location: Sendai, Japan
Homepage: http://www.econ.tohoku.ac.jp/
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Postal: Kawauchi, Aoba-ku, Sendai 980-8476
Handle: RePEc:edi:fetohjp (more details at EDIRC)

Works

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Working papers

  1. Hiroaki Chigira & Tsunemasa Shiba, 2012. "Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University gd12-248, Institute of Economic Research, Hitotsubashi University.
  2. Hiroaki Chigira & Tsunemasa Shiba, 2009. "Bayesian Estimation of Unknown Regression Error Heteroscedasticity," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University gd08-051, Institute of Economic Research, Hitotsubashi University.
  3. Hiroaki Chigira & Taku Yamamoto, 2006. "A Bias-Corrected Estimation for Dynamic Panel Models in Small Samples," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University d06-177, Institute of Economic Research, Hitotsubashi University.
  4. Hiroaki Chigira & Taku Yamamoto, 2006. "Cointegration, Integration, and Long-Term Forcasting," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University d05-148, Institute of Economic Research, Hitotsubashi University.
  5. Hiroaki Chigira & Taku Yamamoto, 2006. "Forcasting in large cointegrated processes," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University d06-169, Institute of Economic Research, Hitotsubashi University.
  6. Hiroaki Chigira & Tsunemasa Shiba, 2006. "Bayesian Estimation of Unknown Heteroscedastic Variances," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University d06-185, Institute of Economic Research, Hitotsubashi University.
  7. Hiroaki Chigira, 2005. "A Test of Serial Independence of Deviations from Cointegrating Relations," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University d04-69, Institute of Economic Research, Hitotsubashi University.
  8. Hiroaki Chigira, 2005. "A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006)," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University d05-126, Institute of Economic Research, Hitotsubashi University.
  9. Chigira, Hiroaki & Yamamoto, Taku, 2003. "The Granger Non-Causality Test in Cointegrated Vector Autoregressions," Discussion Papers 2003-13, Graduate School of Economics, Hitotsubashi University.

Articles

  1. Hiroaki Chigira & Taku Yamamoto, 2012. "The Effect of Estimating Parameters on Long‐Term Forecasts for Cointegrated Systems," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 31(4), pages 344-360, 07.
  2. Hiroaki Chigira & Taku Yamamoto, 2009. "Forecasting in large cointegrated processes," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 28(7), pages 631-650.
  3. Hiroaki Chigira, 2008. "A test of cointegration rank based on principal component analysis," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 15(9), pages 693-696.
  4. "Chigira, Hiroaki", 2008. "Static Panel Data Models―A Survey―," Economic Review, Hitotsubashi University, Hitotsubashi University, vol. 59(2), pages 97-111, April.
  5. "Hayakawa, Kazuhiko" & "Chigira, Hiroaki" & "Yamamoto, Taku", 2008. "Nonstationary Panel Data Models―A Survey―," Economic Review, Hitotsubashi University, Hitotsubashi University, vol. 59(2), pages 126-138, April.
  6. Chigira, Hiroaki, 2006. "A test of serial independence of deviations from cointegrating relations," Economics Letters, Elsevier, Elsevier, vol. 92(1), pages 52-57, July.
  7. Kurozumi, Eiji & Chigira, Hiroaki & Yamamoto, Taku, 2005. "Equivalence Of Two Expressions Of The Impact Matrix," Econometric Theory, Cambridge University Press, Cambridge University Press, vol. 21(04), pages 870-875, August.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (8) 2004-01-05 2005-02-20 2006-04-08 2006-07-15 2006-08-12 2006-09-11 2007-11-10 2009-04-18. Author is listed
  2. NEP-ETS: Econometric Time Series (6) 2004-01-05 2005-02-20 2005-12-09 2006-04-08 2006-07-15 2006-08-12. Author is listed
  3. NEP-FOR: Forecasting (2) 2006-04-08 2006-07-15
  4. NEP-ORE: Operations Research (1) 2009-04-18
  5. NEP-RMG: Risk Management (1) 2004-01-05

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