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Hiroaki Chigira

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Personal Details

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

Graduate School of Economics and Management
Tohoku University

Sendai, Japan
http://www.econ.tohoku.ac.jp/
RePEc:edi:fetohjp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Taku Yamamoto & Hiroaki Chigira, 2017. "Forecasting Mortality: Some Recent Developments," Proceedings of International Academic Conferences 5808110, International Institute of Social and Economic Sciences.
  2. 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 & 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.
  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 & 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.
  8. 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.
  9. 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.
  10. Chigira, Hiroaki & 千木良, 弘明 & Yamamoto, Taku & 山本, 拓, 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(4), 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, 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. Ruochen Wu & Melvyn Weeks, 2020. "A Semi-Parametric Bayesian Generalized Least Squares Estimator," Papers 2011.10252, arXiv.org, revised Jan 2023.
    3. Wu, R. & Weeks, M., 2020. "A Semi-Parametric Bayesian Generalized Least Square Estimator," Cambridge Working Papers in Economics 2011, Faculty of Economics, University of Cambridge.
    4. 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. 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. Moosa, Imad A. & Vaz, John J., 2016. "Cointegration, error correction and exchange rate forecasting," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 21-34.
    2. 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. Abonazel, Mohamed R., 2016. "Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects," MPRA Paper 72587, University Library of Munich, Germany.
    2. 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.

  5. Chigira, Hiroaki & 千木良, 弘明 & Yamamoto, Taku & 山本, 拓, 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 11 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 (10) 2004-01-05 2005-02-20 2006-04-08 2006-07-15 2006-08-12 2006-09-11 2007-11-10 2009-04-18 2016-01-03 2017-11-26. 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 (3) 2006-04-08 2006-07-15 2017-11-26
  4. NEP-ORE: Operations Research (2) 2009-04-18 2017-11-26
  5. NEP-AGE: Economics of Ageing (1) 2017-11-26
  6. NEP-HEA: Health Economics (1) 2017-11-26
  7. NEP-RMG: Risk Management (1) 2004-01-05

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