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 65 0 1 3 88
A simple new test for slope homogeneity in panel data models with interactive effects 0 0 0 70 1 1 4 123
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 41 0 1 1 197
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 17 0 0 3 20
Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors 0 0 0 87 1 2 3 229
Panel data models with grouped factor structure under unknown group membership 0 0 1 159 0 2 4 283
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity 0 0 3 80 1 1 12 157
Total Working Papers 0 0 7 575 3 8 30 1,296


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 3 46 0 2 8 154
A Predictive Approach for Selection of Diffusion Index Models 0 0 1 7 0 0 1 46
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model 2 3 5 103 4 8 14 280
A simple new test for slope homogeneity in panel data models with interactive effects 0 0 1 34 1 2 10 124
A spatial panel quantile model with unobserved heterogeneity 1 1 7 11 1 1 10 19
Asset Pricing with a General Multifactor Structure 1 3 16 121 1 5 19 225
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 24 0 1 1 124
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity 0 0 1 11 0 2 10 28
Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting 0 0 4 124 2 3 14 422
Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates 0 0 0 5 0 0 3 31
Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood 0 0 0 41 0 0 0 113
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 0 0 88
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market 0 0 0 13 0 0 0 60
Bayesian portfolio selection using a multifactor model 0 0 1 87 1 1 3 184
Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models 2 3 9 61 2 3 13 180
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures 0 2 6 31 0 3 9 87
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity 0 0 1 1 0 1 4 4
Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach 0 0 0 94 0 0 1 393
Merchant selection and pricing strategy for a platform firm in the online group buying market 0 0 0 28 0 1 4 118
Model selection for generalized linear models with factor‐augmented predictors 0 0 1 1 0 0 1 9
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 0 0 1 8
Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data 0 0 0 14 0 0 0 64
Oil and metal price movements and BRIC macro-economy: an empirical analysis 0 0 0 13 0 0 0 38
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership 0 0 2 56 0 5 11 176
Predictive likelihood for Bayesian model selection and averaging 1 2 8 192 2 6 18 595
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity 0 0 6 19 0 1 16 71
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks 6 16 63 63 15 44 128 128
Quantile regression models with factor‐augmented predictors and information criterion 0 0 2 11 0 0 3 54
Quantile regression models with factor‐augmented predictors and information criterion 0 0 0 46 0 0 1 158
Regularization parameter selection for penalized empirical likelihood estimator 0 0 0 7 0 1 1 46
Rejoinder 0 0 0 9 0 0 0 44
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency 0 0 2 16 0 1 4 34
Stock return predictability: A factor-augmented predictive regression system with shrinkage method 0 0 3 22 0 1 5 58
Total Journal Articles 13 31 142 1,323 29 92 313 4,227


Statistics updated 2024-06-06