Access Statistics for Tomohiro Ando

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Quantile-based Asset Pricing Model	0	1	1	66	3	6	7	104
A simple new test for slope homogeneity in panel data models with interactive effects	0	0	1	71	4	6	8	132
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo	0	0	0	41	1	3	5	203
Bayesian inference for dynamic spatial quantile models with interactive effects	0	0	8	8	1	6	17	17
Bayesian inference for dynamic spatial quantile models with interactive effects	0	0	1	1	3	7	9	9
Functional Network Autoregressive Models for Panel Data	0	0	13	13	1	2	13	13
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	0	19	1	3	6	31
Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors	0	1	1	89	1	4	7	239
Panel data models with grouped factor structure under unknown group membership	1	2	2	162	3	5	12	298
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity	0	0	1	85	1	4	13	177
Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network	0	0	2	5	3	6	14	24
Towards sustainable housing market: A simple distributional analysis of Australia	4	6	6	6	4	11	11	11
Total Working Papers	5	10	36	622	26	63	122	1,457

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Model-Averaging Approach for High-Dimensional Regression	3	4	13	61	7	15	32	190
A Predictive Approach for Selection of Diffusion Index Models	0	0	0	8	1	1	4	51
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model	0	0	5	117	4	4	15	308
A simple new test for slope homogeneity in panel data models with interactive effects	0	0	2	38	1	4	9	141
A spatial panel quantile model with unobserved heterogeneity	0	0	1	14	2	4	10	35
Asset Pricing with a General Multifactor Structure	3	4	9	138	5	8	16	253
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo	0	0	0	25	1	2	6	131
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity	0	0	4	19	0	6	13	51
Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting	0	0	0	127	3	3	6	434
Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates	0	0	0	5	1	3	3	34
Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood	0	0	0	41	1	1	1	115
Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria	0	0	0	11	1	4	6	70
Bayesian information criteria and smoothing parameter selection in radial basis function networks	0	0	0	0	0	0	0	89
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market	0	0	0	13	2	2	4	65
Bayesian portfolio selection using a multifactor model	0	0	0	87	0	1	2	186
Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models	0	1	4	68	2	5	13	199
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures	0	0	3	37	1	6	16	110
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	0	0	0	1	2	2	5	11
Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach	0	1	2	96	1	4	6	400
Merchant selection and pricing strategy for a platform firm in the online group buying market	0	0	1	29	1	1	9	131
Model selection for generalized linear models with factor‐augmented predictors	0	0	0	1	5	7	8	18
Model selection for generalized linear models with factor‐augmented predictors	0	0	0	1	2	3	4	14
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	2	42
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership	1	1	6	65	4	8	22	206
Predictive likelihood for Bayesian model selection and averaging	0	0	0	198	3	8	13	619
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity	1	1	3	28	5	8	19	108
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks	11	27	110	233	38	90	293	560
Quantile regression models with factor‐augmented predictors and information criterion	0	0	1	49	0	3	4	167
Quantile regression models with factor‐augmented predictors and information criterion	0	0	3	19	0	1	5	72
Regularization parameter selection for penalized empirical likelihood estimator	0	0	0	7	0	0	0	48
Rejoinder	0	0	0	9	1	2	3	48
Scenario-based quantile connectedness of the U.S. interbank liquidity risk network	1	2	7	7	3	5	16	16
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency	0	0	1	17	2	4	7	42
Stock return predictability: A factor-augmented predictive regression system with shrinkage method	0	2	3	25	3	8	14	72
Total Journal Articles	20	43	178	1,621	102	223	590	5,104

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