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 2 8 12 109
A simple new test for slope homogeneity in panel data models with interactive effects 0 0 1 71 1 7 11 135
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 41 0 4 7 206
Bayesian inference for dynamic spatial quantile models with interactive effects 0 0 1 1 2 7 13 13
Bayesian inference for dynamic spatial quantile models with interactive effects 0 0 8 8 1 5 21 21
Functional Network Autoregressive Models for Panel Data 0 0 13 13 1 5 15 17
Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo 0 0 0 56 0 5 5 204
Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity 0 0 0 19 0 3 6 33
Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors 0 0 1 89 2 7 12 245
Panel data models with grouped factor structure under unknown group membership 0 1 2 162 2 14 17 309
Quantile Vector Autoregression without Crossing 8 8 8 8 1 4 4 4
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity 0 0 0 85 2 4 13 180
Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network 0 0 1 5 3 10 18 31
Towards sustainable housing market: A simple distributional analysis of Australia 0 4 6 6 8 26 33 33
Total Working Papers 8 13 42 630 25 109 187 1,540

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 4 10 62 3 17 34 200
A Predictive Approach for Selection of Diffusion Index Models 0 0 0 8 1 5 7 55
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model 0 0 1 117 1 6 9 310
A simple new test for slope homogeneity in panel data models with interactive effects 0 0 2 38 3 11 18 151
A spatial panel quantile model with unobserved heterogeneity 1 1 2 15 2 10 15 43
Asset Pricing with a General Multifactor Structure 1 4 8 139 2 12 20 260
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 25 2 4 9 134
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity 0 0 3 19 1 5 15 56
Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting 0 0 0 127 1 6 7 437
Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates 0 0 0 5 1 3 5 36
Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood 0 0 0 41 0 7 7 121
Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria 0 0 0 11 0 4 8 73
Bayesian information criteria and smoothing parameter selection in radial basis function networks 0 0 0 0 5 8 8 97
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market 0 0 0 13 0 6 8 69
Bayesian portfolio selection using a multifactor model 0 0 0 87 1 4 5 190
Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models 0 0 2 68 0 4 12 201
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures 0 0 2 37 5 22 34 131
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity 0 0 0 1 0 5 6 14
Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach 0 0 2 96 2 5 9 404
Merchant selection and pricing strategy for a platform firm in the online group buying market 0 0 1 29 0 4 11 134
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 0 5 6 17
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 0 9 11 22
Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data 0 0 0 14 0 4 5 72
Oil and metal price movements and BRIC macro-economy: an empirical analysis 0 0 0 13 1 2 2 44
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership 0 1 5 65 2 13 27 215
Predictive likelihood for Bayesian model selection and averaging 0 0 0 198 1 10 17 626
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity 0 1 3 28 1 11 20 114
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks 16 44 124 266 42 129 347 651
Quantile regression models with factor‐augmented predictors and information criterion 0 0 1 49 2 5 9 172
Quantile regression models with factor‐augmented predictors and information criterion 0 0 2 19 1 4 8 76
Regularization parameter selection for penalized empirical likelihood estimator 0 0 0 7 0 4 4 52
Rejoinder 0 0 0 9 0 3 4 50
Scenario-based quantile connectedness of the U.S. interbank liquidity risk network 1 2 6 8 2 8 18 21
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency 0 0 1 17 0 5 9 45
Stock return predictability: A factor-augmented predictive regression system with shrinkage method 0 0 3 25 1 5 14 74
Total Journal Articles 19 57 178 1,658 83 365 748 5,367

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Statistics updated 2026-03-04