Graduate School of Economics and Management / Faculty of Economics, Tohoku University

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Faculty Member

Hiroaki Chigira

Curriculum Vitae

1976Born
March 2001B.A. in Economics, Hitotsubashi University, Tokyo, Japan
March 2001M.A. in Economics, Hitotsubashi University, Tokyo, Japan
March 2006Ph.D. in Economics, Hitotsubashi University, Tokyo, Japan
April 2006Research Fellow, The Japan Society for the Promotion and Science
October 2006Associate Professor, Graduate School of Economics and Management, Tohoku University

Academic Degree

Ph.D. in Economics, Hitotsubashi University

Current Position

Associate Professor of Econometric Analysis (Department of Accountancy) / Professor of Econometrics (Department of Economics and Management), Graduate School of Economics and Management, Tohoku University

Fields of Research

Econometrics

Research Topics

Forecasting in cointegrated processes

Estimation of unknown heteroscedasticity

Inference in dynamic panel data models

Courses

Graduate: (Seminars excl.) Econometrics a

Undergraduate:(Seminars excl.) Mathematical Statistics

Main Research Results

Equivalence of Two Expressions of the Impact Matrix(with Eiji Kurozumi and Taku Yamamoto). Econometric Theory, Volume 21, Issue 4, August 2005, 870-875.

A Test of Serial Independence of Deviations from Cointegrating Relations. Economics Letters, Volume 92, Issue 1, July 2006, 52-57.

Finite Sample Modifications of the Granger Non-Causality Test in Cointegrated Vector Autoregressions (with Taku Yamamoto). Communications in Statistics - Theory and Methods, Volume 36, Issue 5, April 2007, 981-1003.

A Test of Cointegration Rank Based on Principal Component Analysis. Applied Economics Letters, Volume 15, Issue 9, July 2008, 693-696.

Static Panel Data Models--A Survey. Economic Review (Keizai Kenkyu), Volume 59, Issue 2, April 2008, 97-111.(In Japanese. With English summary.)

Links

Tohoku University Accounting School
Academic Research Staff at Tohoku University

Email

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