Access Statistics for Tomohiro Ando

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quantile-based Asset Pricing Model 0 0 0 65 0 0 10 97
A simple new test for slope homogeneity in panel data models with interactive effects 0 0 0 70 0 0 2 124
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 41 0 0 2 198
Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo 0 0 0 56 0 0 0 199
Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity 0 0 3 19 1 3 7 26
Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors 0 0 1 88 1 2 6 233
Panel data models with grouped factor structure under unknown group membership 0 1 1 160 3 5 8 289
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity 0 0 4 84 0 1 8 164
Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network 1 2 4 4 3 5 13 13
Total Working Papers 1 3 13 587 8 16 56 1,343


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model-Averaging Approach for High-Dimensional Regression 1 2 4 49 3 5 10 161
A Predictive Approach for Selection of Diffusion Index Models 0 0 1 8 1 1 2 48
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model 1 3 13 113 4 7 25 297
A simple new test for slope homogeneity in panel data models with interactive effects 0 1 2 36 1 2 11 133
A spatial panel quantile model with unobserved heterogeneity 0 0 3 13 2 4 10 27
Asset Pricing with a General Multifactor Structure 1 3 12 130 1 4 18 238
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 1 1 25 0 1 2 125
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity 0 2 4 15 1 5 13 39
Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting 0 0 3 127 0 0 10 428
Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates 0 0 0 5 0 0 0 31
Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood 0 0 0 41 0 0 1 114
Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria 0 0 0 11 0 0 0 64
Bayesian information criteria and smoothing parameter selection in radial basis function networks 0 0 0 0 0 1 1 89
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market 0 0 0 13 0 0 1 61
Bayesian portfolio selection using a multifactor model 0 0 0 87 1 1 2 185
Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models 1 2 7 65 2 4 11 188
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures 1 1 7 35 2 6 14 96
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity 0 0 0 1 1 2 5 7
Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach 0 0 0 94 1 1 2 395
Merchant selection and pricing strategy for a platform firm in the online group buying market 0 0 0 28 0 0 5 122
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 1 2 2 11
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 1 2 3 11
Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data 0 0 0 14 2 2 2 66
Oil and metal price movements and BRIC macro-economy: an empirical analysis 0 0 0 13 1 3 3 41
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership 0 1 4 59 2 5 16 186
Predictive likelihood for Bayesian model selection and averaging 0 0 8 198 3 4 20 609
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity 0 1 7 25 1 7 21 90
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks 6 25 87 129 13 46 208 280
Quantile regression models with factor‐augmented predictors and information criterion 1 3 6 17 1 5 15 68
Quantile regression models with factor‐augmented predictors and information criterion 0 0 2 48 0 2 5 163
Regularization parameter selection for penalized empirical likelihood estimator 0 0 0 7 0 0 3 48
Rejoinder 0 0 0 9 0 0 1 45
Scenario-based quantile connectedness of the U.S. interbank liquidity risk network 1 1 1 1 2 2 2 2
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency 0 0 1 16 1 1 4 36
Stock return predictability: A factor-augmented predictive regression system with shrinkage method 0 0 0 22 2 2 3 60
Total Journal Articles 13 46 173 1,456 50 127 451 4,564


Statistics updated 2025-02-05