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Hiroaki Chigira

Personal Details

First Name:Hiroaki
Middle Name:
Last Name:Chigira
Suffix:
RePEc Short-ID:pch1256
[This author has chosen not to make the email address public]

Affiliation

Graduate School of Economics and Management
Tohoku University

Sendai, Japan
http://www.econ.tohoku.ac.jp/

:

Kawauchi, Aoba-ku, Sendai 980-8476
RePEc:edi:fetohjp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  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. "Cointegration, Integration, and Long-Term Forcasting," Hi-Stat Discussion Paper Series d05-148, Institute of Economic Research, Hitotsubashi University.
  4. Hiroaki Chigira & Taku Yamamoto, 2006. "Forcasting in large cointegrated processes," Hi-Stat Discussion Paper Series d06-169, Institute of Economic Research, Hitotsubashi University.
  5. Hiroaki Chigira & Tsunemasa Shiba, 2006. "Bayesian Estimation of Unknown Heteroscedastic Variances," Hi-Stat Discussion Paper Series d06-185, Institute of Economic Research, Hitotsubashi University.
  6. 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.
  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.

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, July.
  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. 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.
  4. Hayakawa, Kazuhiko & Chigira, Hiroaki & Yamamoto, Taku, 2008. "Nonstationary Panel Data Models―A Survey―," Economic Review, Hitotsubashi University, vol. 59(2), pages 126-138, April.
  5. Chigira, Hiroaki, 2008. "Static Panel Data Models―A Survey―," Economic Review, Hitotsubashi University, vol. 59(2), pages 97-111, 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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  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.

    Cited by:

    1. Doppelhofer, G. & Moe Hansen, O-P. & Weeks, M., 2017. "Determinants of long-term economic growth redux: A Measurement Error Model Averaging (MEMA) approach," Cambridge Working Papers in Economics 1702, Faculty of Economics, University of Cambridge.
    2. Doppelhofer, Gernot & Hansen, Ole-Petter Moe & Weeks, Melvyn, 2016. "Determinants of long-term economic Growth redux: A Measurement Error Model Averaging (MEMA) approach," Discussion Paper Series in Economics 19/2016, Norwegian School of Economics, Department of Economics.

  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.

    Cited by:

    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.

  3. Hiroaki Chigira & Taku Yamamoto, 2006. "Forcasting in large cointegrated processes," Hi-Stat Discussion Paper Series d06-169, Institute of Economic Research, Hitotsubashi University.

    Cited by:

    1. Chai, Jian & Zhang, Zhong-Yu & Wang, Shou-Yang & Lai, Kin Keung & Liu, John, 2014. "Aviation fuel demand development in China," Energy Economics, Elsevier, vol. 46(C), pages 224-235.

  4. 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.

    Cited by:

    1. Hayakawa, Kazuhiko, 2010. "The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results," Journal of Econometrics, Elsevier, vol. 159(1), pages 202-208, November.
    2. Abonazel, Mohamed R., 2016. "Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects," MPRA Paper 72587, University Library of Munich, Germany.

  5. Chigira, Hiroaki & Yamamoto, Taku, 2003. "The Granger Non-Causality Test in Cointegrated Vector Autoregressions," Discussion Papers 2003-13, Graduate School of Economics, Hitotsubashi University.

    Cited by:

    1. Yiannis Kamarianakis & Vagelis Kaslis, 2005. "Geographical competition-complementarity relationships between Greek regional economies," ERSA conference papers ersa05p552, European Regional Science Association.

Articles

  1. Hiroaki Chigira & Taku Yamamoto, 2009. "Forecasting in large cointegrated processes," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(7), pages 631-650.
    See citations under working paper version above.
  2. 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.

    Cited by:

    1. Hiroaki Chigira & Taku Yamamoto, 2006. "Forcasting in large cointegrated processes," Hi-Stat Discussion Paper Series d06-169, Institute of Economic Research, Hitotsubashi University.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  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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