Hiroaki Chigira : Citation Profile


Are you Hiroaki Chigira?

Tohoku University

2

H index

0

i10 index

10

Citations

RESEARCH PRODUCTION:

7

Articles

14

Papers

RESEARCH ACTIVITY:

   14 years (2003 - 2017). See details.
   Cites by year: 0
   Journals where Hiroaki Chigira has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 2 (16.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch1256
   Updated: 2024-01-16    RAS profile: 2019-05-30    
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Relations with other researchers


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:

Abonazel, Mohamed (2)

Hayakawa, Kazuhiko (1)

Kamarianakis, Yiannis (1)

Liu, John (1)

Cites to:

Godfrey, Leslie (1)

Osterwald-Lenum, Michael (1)

Zivot, Eric (1)

Kellard, Neil (1)

Geweke, John (1)

Geweke, John (1)

Robinson, Peter (1)

Main data


Where Hiroaki Chigira has published?


Journals with more than one article published# docs
Economic Review2

Recent works citing Hiroaki Chigira (2024 and 2023)


YearTitle of citing document
2023A Semi-Parametric Bayesian Generalized Least Squares Estimator. (2020). Weeks, Melvyn ; Wu, Ruochen. In: Papers. RePEc:arx:papers:2011.10252.

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Works by Hiroaki Chigira:


YearTitleTypeCited
2005EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX In: Econometric Theory.
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article0
2006A test of serial independence of deviations from cointegrating relations In: Economics Letters.
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article0
2005A Test of Serial Independence of Deviations from Cointegrating Relations.(2005) In: Hi-Stat Discussion Paper Series.
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This paper has nother version. Agregated cites: 0
paper
2003The Granger Non-Causality Test in Cointegrated Vector Autoregressions In: Discussion Papers.
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paper1
2003The Granger Non-Causality Test in Cointegrated Vector Autoregressions.(2003) In: Hi-Stat Discussion Paper Series.
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This paper has nother version. Agregated cites: 1
paper
2008Nonstationary Panel Data Models―A Survey― In: Economic Review.
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article0
2008Static Panel Data Models―A Survey― In: Economic Review.
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article0
2009Bayesian Estimation of Unknown Regression Error Heteroscedasticity In: Global COE Hi-Stat Discussion Paper Series.
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paper0
2007Bayesian Estimation of Unknown Regression Error Heteroscedasticity.(2007) In: Hi-Stat Discussion Paper Series.
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This paper has nother version. Agregated cites: 0
paper
2012Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity In: Global COE Hi-Stat Discussion Paper Series.
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paper4
2015DIRICHLET PRIOR FOR ESTIMATING UNKNOWN REGRESSION ERROR HETEROSKEDASTICITY.(2015) In: DSSR Discussion Papers.
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This paper has nother version. Agregated cites: 4
paper
2015Dirichlet Prior for Estimating Unknown Regression Error Heteroskedasticity.(2015) In: TERG Discussion Papers.
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This paper has nother version. Agregated cites: 4
paper
2005A Test of Cointegration Rank Based on Principal Component Analysis (revised, January 2006) In: Hi-Stat Discussion Paper Series.
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paper0
2006Cointegration, Integration, and Long-Term Forcasting In: Hi-Stat Discussion Paper Series.
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2006Forcasting in large cointegrated processes In: Hi-Stat Discussion Paper Series.
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paper2
2009Forecasting in large cointegrated processes.(2009) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 2
article
2006A Bias-Corrected Estimation for Dynamic Panel Models in Small Samples In: Hi-Stat Discussion Paper Series.
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paper3
2006Bayesian Estimation of Unknown Heteroscedastic Variances In: Hi-Stat Discussion Paper Series.
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paper0
2017Forecasting Mortality: Some Recent Developments In: Proceedings of International Academic Conferences.
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2008A test of cointegration rank based on principal component analysis In: Applied Economics Letters.
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article0
2012The Effect of Estimating Parameters on Long?Term Forecasts for Cointegrated Systems In: Journal of Forecasting.
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article0

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