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 1 4 98
A simple new test for slope homogeneity in panel data models with interactive effects 0 0 0 70 0 0 2 125
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 41 0 0 1 199
Bayesian inference for dynamic spatial quantile models with interactive effects 1 1 1 1 1 1 2 2
Bayesian inference for dynamic spatial quantile models with interactive effects 1 1 8 8 1 3 9 9
Functional Network Autoregressive Models for Panel Data 0 2 13 13 0 2 11 11
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 0 0 8 28
Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors 0 0 1 88 0 0 6 235
Panel data models with grouped factor structure under unknown group membership 0 0 1 160 1 1 10 293
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity 0 0 3 85 1 3 12 172
Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network 1 1 3 5 2 3 10 17
Total Working Papers 3 5 32 611 6 14 75 1,388

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 1 11 57 0 3 20 175
A Predictive Approach for Selection of Diffusion Index Models 0 0 0 8 0 2 3 50
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model 0 0 10 117 1 2 18 304
A simple new test for slope homogeneity in panel data models with interactive effects 0 0 3 38 0 0 6 135
A spatial panel quantile model with unobserved heterogeneity 0 0 1 13 0 1 9 30
Asset Pricing with a General Multifactor Structure 0 1 8 132 0 1 13 243
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 1 25 0 2 5 129
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity 0 1 7 18 0 1 14 44
Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting 0 0 1 127 0 0 6 431
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 2 66
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 1 2 3 63
Bayesian portfolio selection using a multifactor model 0 0 0 87 0 0 1 185
Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models 0 0 5 67 0 3 13 194
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures 1 1 4 37 1 3 14 103
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity 0 0 0 1 0 0 4 8
Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach 0 1 1 95 0 1 3 396
Merchant selection and pricing strategy for a platform firm in the online group buying market 1 1 1 29 4 5 9 129
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 0 0 2 11
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 0 0 2 11
Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data 0 0 0 14 0 0 4 68
Oil and metal price movements and BRIC macro-economy: an empirical analysis 0 0 0 13 0 0 4 42
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership 0 0 6 63 0 2 19 197
Predictive likelihood for Bayesian model selection and averaging 0 0 2 198 0 0 7 610
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity 0 0 6 27 0 1 25 100
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks 11 30 116 201 28 82 261 450
Quantile regression models with factor‐augmented predictors and information criterion 0 0 1 49 0 0 4 164
Quantile regression models with factor‐augmented predictors and information criterion 0 0 5 19 0 0 11 71
Regularization parameter selection for penalized empirical likelihood estimator 0 0 0 7 0 0 1 48
Rejoinder 0 0 0 9 0 0 1 46
Scenario-based quantile connectedness of the U.S. interbank liquidity risk network 3 3 5 5 3 4 11 11
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency 0 0 1 17 0 1 4 38
Stock return predictability: A factor-augmented predictive regression system with shrinkage method 0 0 1 23 0 2 6 64
Total Journal Articles 16 39 196 1,568 38 118 507 4,850

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Statistics updated 2025-09-05