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Hiroaki Chigira

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First Name:Hiroaki
Middle Name:
Last Name:Chigira
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RePEc Short-ID:pch1256
Email:[This author has chosen not to make the email address public]
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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)
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  1. Hiroaki Chigira & Tsunemasa Shiba, 2012. "Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity," Global COE Hi-Stat Discussion Paper Series 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 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 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 d05-148, Institute of Economic Research, Hitotsubashi University.
  5. Hiroaki Chigira & Taku Yamamoto, 2006. "Forcasting in large cointegrated processes," Hi-Stat Discussion Paper Series 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 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 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 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.
  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., vol. 28(7), pages 631-650.
  3. "Chigira, Hiroaki", 2008. "Static Panel Data Models―A Survey―," Economic Review, Hitotsubashi University, vol. 59(2), pages 97-111, April.
  4. Hiroaki Chigira, 2008. "A test of cointegration rank based on principal component analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 15(9), pages 693-696.
  5. "Hayakawa, Kazuhiko" & "Chigira, Hiroaki" & "Yamamoto, Taku", 2008. "Nonstationary Panel Data Models―A Survey―," Economic Review, 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, 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, vol. 21(04), pages 870-875, August.
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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