Details of the Researcher

PHOTO

Hiroaki Chigira
Section
Graduate School of Economics and Management
Job title
Associate Professor
Degree

  • 博士（経済学）（一橋大学）

  • 修士（経済学）（一橋大学）

Research History 1

  • 2006/04 - 2006/09
    Hitotsubashi University　Research Fellow of the Japan Society fir the Promotion of Science

Education 1

  • Hitotsubashi University　Graduate School, Division of Economics　経済理論・経済統計

    - 2006/03/28

Professional Memberships 1

  • The Japan Statistical Society

Research Interests 2

  • Econometrics

  • Time Series Analysis

Research Areas 1

  • Humanities & social sciences / Economic statistics /

Papers 8

  1. Forecasting in Large Cointegrated Processes Peer-reviewed

    Hiroaki Chigira, Taku Yamamoto

    JOURNAL OF FORECASTING　28　(7)　631-650　2009/11

    DOI： 10.1002/for.1076 　

    ISSN： 0277-6693

  2. Nonstationary Panel Data Models Invited

    Kazuhiko Hayakawa, Hiroaki Chigira, Taku Yamamoto

    Economic Review　59　(2)　126-138　2008/04

    Publisher:

    ISSN： 0022-9733

  3. Static Panel Data Models:-A Survey- Invited

    Hiroaki Chigira

    Economic Review　59　(2)　97-111　2008/04

    Publisher:

    ISSN： 0022-9733

  4. A test of cointegration rank based on principal component analysis Peer-reviewed

    Hiroaki Chigira

    APPLIED ECONOMICS LETTERS　15　(9)　693-696　2008

    DOI： 10.1080/13504850600722096 　

    ISSN： 1350-4851

  5. Finite sample modifications of the Granger non causality test in cointegrated vector autoregressions Peer-reviewed

    Hiroaki Chigira, Taku Yamamoto

    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS　36　(5)　981-1003　2007

    DOI： 10.1080/03610920601036366 　

    ISSN： 0361-0926

  6. Estimation of Unknown Heteroscedasticity

    Hiroaki Chigira, Tsunemasa Shiba

    Hitotsubashi Economics　1　(1)　1-13　2006/07

  7. A test of serial independence of deviations from cointegrating relations Peer-reviewed

    H Chigira

    ECONOMICS LETTERS　92　(1)　52-57　2006/07

    DOI： 10.1016/j.econlet.2006.01.013 　

    ISSN： 0165-1765

  8. Equivalence of two expressions of the impact matrix Peer-reviewed

    E Kurozumi, H Chigira, T Yamamoto

    ECONOMETRIC THEORY　21　(4)　870-875　2005/08

    DOI： 10.1017/S0266466605050449 　

    ISSN： 0266-4666

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