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 1 1 66 1 3 4 101
A simple new test for slope homogeneity in panel data models with interactive effects 0 1 1 71 2 3 4 128
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 41 1 3 4 202
Bayesian inference for dynamic spatial quantile models with interactive effects 0 0 1 1 3 4 6 6
Bayesian inference for dynamic spatial quantile models with interactive effects 0 0 8 8 2 7 16 16
Functional Network Autoregressive Models for Panel Data 0 0 13 13 0 1 12 12
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 2 6 30
Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors 1 1 1 89 3 3 6 238
Panel data models with grouped factor structure under unknown group membership 0 1 2 161 0 2 10 295
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity 0 0 1 85 1 4 12 176
Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network 0 0 3 5 1 4 12 21
Towards sustainable housing market: A simple distributional analysis of Australia 2 2 2 2 6 7 7 7
Total Working Papers 3 6 33 617 21 43 99 1,431

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 1 1 10 58 4 8 25 183
A Predictive Approach for Selection of Diffusion Index Models 0 0 0 8 0 0 3 50
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model 0 0 6 117 0 0 13 304
A simple new test for slope homogeneity in panel data models with interactive effects 0 0 2 38 1 5 8 140
A spatial panel quantile model with unobserved heterogeneity 0 1 1 14 1 3 9 33
Asset Pricing with a General Multifactor Structure 0 3 6 135 0 5 12 248
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 25 1 1 5 130
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity 0 1 4 19 5 7 14 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 0 0 3 431
Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates 0 0 0 5 2 2 2 33
Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood 0 0 0 41 0 0 0 114
Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria 0 0 0 11 1 3 5 69
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 0 0 2 63
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 5 68 2 3 12 197
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures 0 0 3 37 3 6 18 109
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity 0 0 0 1 0 1 4 9
Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach 1 1 2 96 1 3 5 399
Merchant selection and pricing strategy for a platform firm in the online group buying market 0 0 1 29 0 1 8 130
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 1 1 2 12
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 1 2 3 13
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 0 1 6 64 3 5 20 202
Predictive likelihood for Bayesian model selection and averaging 0 0 0 198 0 6 10 616
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity 0 0 2 27 1 3 16 103
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks 5 21 108 222 25 72 272 522
Quantile regression models with factor‐augmented predictors and information criterion 0 0 1 49 2 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 1 2 47
Scenario-based quantile connectedness of the U.S. interbank liquidity risk network 1 1 6 6 2 2 13 13
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency 0 0 1 17 1 2 5 40
Stock return predictability: A factor-augmented predictive regression system with shrinkage method 2 2 3 25 4 5 11 69
Total Journal Articles 10 33 170 1,601 62 152 519 5,002

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Statistics updated 2025-12-06