2
H index
0
i10 index
10
Citations
Tohoku University | 2 H index 0 i10 index 10 Citations RESEARCH PRODUCTION: 7 Articles 14 Papers RESEARCH ACTIVITY: 14 years (2003 - 2017). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pch1256 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hiroaki Chigira. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Review | 2 |
Year | Title of citing document |
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2023 | A Semi-Parametric Bayesian Generalized Least Squares Estimator. (2020). Weeks, Melvyn ; Wu, Ruochen. In: Papers. RePEc:arx:papers:2011.10252. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2005 | EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX In: Econometric Theory. [Full Text][Citation analysis] | article | 0 |
2006 | A test of serial independence of deviations from cointegrating relations In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2005 | A Test of Serial Independence of Deviations from Cointegrating Relations.(2005) In: Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2003 | The Granger Non-Causality Test in Cointegrated Vector Autoregressions In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2003 | The Granger Non-Causality Test in Cointegrated Vector Autoregressions.(2003) In: Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2008 | Nonstationary Panel Data Models―A Survey― In: Economic Review. [Full Text][Citation analysis] | article | 0 |
2008 | Static Panel Data Models―A Survey― In: Economic Review. [Full Text][Citation analysis] | article | 0 |
2009 | Bayesian Estimation of Unknown Regression Error Heteroscedasticity In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2007 | Bayesian Estimation of Unknown Regression Error Heteroscedasticity.(2007) In: Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2012 | Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity In: Global COE Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 4 |
2015 | DIRICHLET PRIOR FOR ESTIMATING UNKNOWN REGRESSION ERROR HETEROSKEDASTICITY.(2015) In: DSSR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2015 | Dirichlet Prior for Estimating Unknown Regression Error Heteroskedasticity.(2015) In: TERG Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2005 | A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006) In: Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2006 | Cointegration, Integration, and Long-Term Forcasting In: Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2006 | Forcasting in large cointegrated processes In: Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
2009 | Forecasting in large cointegrated processes.(2009) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2006 | A Bias-Corrected Estimation for Dynamic Panel Models in Small Samples In: Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 3 |
2006 | Bayesian Estimation of Unknown Heteroscedastic Variances In: Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2017 | Forecasting Mortality: Some Recent Developments In: Proceedings of International Academic Conferences. [Full Text][Citation analysis] | paper | 0 |
2008 | A test of cointegration rank based on principal component analysis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2012 | The Effect of Estimating Parameters on Long?Term Forecasts for Cointegrated Systems In: Journal of Forecasting. [Citation analysis] | article | 0 |
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