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 1 66 1 3 13 110
A simple new test for slope homogeneity in panel data models with interactive effects 0 1 2 72 3 7 16 141
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 41 3 3 10 209
Bayesian inference for dynamic spatial quantile models with interactive effects 0 1 2 9 2 8 22 28
Bayesian inference for dynamic spatial quantile models with interactive effects 0 0 1 1 3 7 17 18
Functional Network Autoregressive Models for Panel Data 0 0 2 13 1 3 10 19
Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo 0 0 0 56 0 0 5 204
Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity 0 0 0 19 0 0 5 33
Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors 0 0 1 89 3 5 13 248
Panel data models with grouped factor structure under unknown group membership 0 0 2 162 4 6 21 313
Quantile Vector Autoregression without Crossing 1 9 9 9 3 5 8 8
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity 0 1 1 86 1 7 17 185
Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network 0 0 1 5 1 5 19 33
Towards sustainable housing market: A simple distributional analysis of Australia 1 2 8 8 2 13 38 38
Total Working Papers 2 14 30 636 27 72 214 1,587

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 0 0 8 62 3 8 36 205
A Predictive Approach for Selection of Diffusion Index Models 0 0 0 8 1 4 10 58
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model 0 0 0 117 3 5 12 314
A simple new test for slope homogeneity in panel data models with interactive effects 0 1 1 39 2 8 21 156
A spatial panel quantile model with unobserved heterogeneity 0 1 2 15 5 9 22 50
Asset Pricing with a General Multifactor Structure 0 1 8 139 2 4 21 262
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 25 2 4 10 136
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity 0 0 2 19 0 2 15 57
Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting 0 0 0 127 12 15 20 451
Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates 0 0 0 5 1 3 7 38
Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood 1 1 1 42 3 4 11 125
Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria 0 0 0 11 5 5 12 78
Bayesian information criteria and smoothing parameter selection in radial basis function networks 0 0 0 0 4 10 13 102
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market 0 0 0 13 4 4 12 73
Bayesian portfolio selection using a multifactor model 0 0 0 87 1 3 7 192
Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models 0 0 2 68 2 3 14 204
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures 2 3 4 40 3 12 39 138
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity 0 0 0 1 0 0 6 14
Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach 0 0 2 96 1 3 10 405
Merchant selection and pricing strategy for a platform firm in the online group buying market 0 0 1 29 2 3 13 137
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 2 3 9 20
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 2 2 13 24
Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data 0 0 0 14 2 2 6 74
Oil and metal price movements and BRIC macro-economy: an empirical analysis 0 0 0 13 1 2 3 45
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership 0 0 4 65 6 8 30 221
Predictive likelihood for Bayesian model selection and averaging 0 0 0 198 2 3 19 628
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity 0 0 3 28 5 7 23 120
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks 12 41 134 291 33 103 373 712
Quantile regression models with factor‐augmented predictors and information criterion 0 0 0 49 0 3 9 173
Quantile regression models with factor‐augmented predictors and information criterion 0 0 0 19 0 1 5 76
Regularization parameter selection for penalized empirical likelihood estimator 0 0 0 7 3 3 7 55
Rejoinder 0 0 0 9 3 3 7 53
Scenario-based quantile connectedness of the U.S. interbank liquidity risk network 1 2 7 9 3 6 20 25
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency 0 1 2 18 0 2 11 47
Stock return predictability: A factor-augmented predictive regression system with shrinkage method 0 0 2 25 0 1 13 74
Total Journal Articles 16 51 183 1,690 118 258 859 5,542

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Statistics updated 2026-05-06