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 1 1 3 199
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 2 19 1 3 7 27
Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors 0 0 1 88 0 1 6 233
Panel data models with grouped factor structure under unknown group membership 0 1 1 160 3 7 11 292
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity 1 1 5 85 3 3 11 167
Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network 0 2 4 4 0 4 13 13
Total Working Papers 1 4 13 588 8 19 63 1,351

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 3 4 7 52 5 8 14 166
A Predictive Approach for Selection of Diffusion Index Models 0 0 1 8 0 1 2 48
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model 3 5 16 116 4 10 29 301
A simple new test for slope homogeneity in panel data models with interactive effects 0 0 2 36 0 1 11 133
A spatial panel quantile model with unobserved heterogeneity 0 0 3 13 1 4 10 28
Asset Pricing with a General Multifactor Structure 1 2 13 131 2 4 20 240
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 1 25 0 0 2 125
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity 1 1 5 16 2 4 15 41
Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting 0 0 3 127 2 2 11 430
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 1 1 1 65
Bayesian information criteria and smoothing parameter selection in radial basis function networks 0 0 0 0 0 0 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 0 1 2 185
Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models 1 3 8 66 1 4 12 189
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures 0 1 6 35 1 6 13 97
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity 0 0 0 1 1 3 5 8
Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach 0 0 0 94 0 1 2 395
Merchant selection and pricing strategy for a platform firm in the online group buying market 0 0 0 28 1 1 6 123
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 0 1 3 11
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 0 1 2 11
Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data 0 0 0 14 1 3 3 67
Oil and metal price movements and BRIC macro-economy: an empirical analysis 0 0 0 13 1 2 4 42
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership 1 2 4 60 2 6 17 188
Predictive likelihood for Bayesian model selection and averaging 0 0 8 198 0 3 20 609
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity 0 0 6 25 4 7 24 94
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks 13 28 95 142 24 54 220 304
Quantile regression models with factor‐augmented predictors and information criterion 0 1 6 17 0 1 14 68
Quantile regression models with factor‐augmented predictors and information criterion 0 0 2 48 0 0 5 163
Regularization parameter selection for penalized empirical likelihood estimator 0 0 0 7 0 0 3 48
Rejoinder 0 0 0 9 1 1 2 46
Scenario-based quantile connectedness of the U.S. interbank liquidity risk network 1 2 2 2 1 3 3 3
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency 0 0 0 16 0 1 3 36
Stock return predictability: A factor-augmented predictive regression system with shrinkage method 0 0 0 22 0 2 3 60
Total Journal Articles 24 49 188 1,480 55 136 484 4,619

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Statistics updated 2025-03-03