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 3 6 8 94
A simple new test for slope homogeneity in panel data models with interactive effects 0 0 0 70 0 0 3 123
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 41 1 1 2 198
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 1 17 0 0 2 20
Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors 0 0 0 87 0 0 2 229
Panel data models with grouped factor structure under unknown group membership 0 0 1 159 0 0 4 283
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity 1 2 4 82 1 3 11 160
Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network 1 2 2 2 2 7 7 7
Total Working Papers 2 4 8 579 7 17 39 1,313

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 0 1 46 1 1 6 155
A Predictive Approach for Selection of Diffusion Index Models 0 1 2 8 0 1 2 47
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model 1 4 9 107 1 6 19 286
A simple new test for slope homogeneity in panel data models with interactive effects 0 1 2 35 2 5 11 129
A spatial panel quantile model with unobserved heterogeneity 0 1 6 12 0 2 9 21
Asset Pricing with a General Multifactor Structure 0 3 14 124 0 5 18 230
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 24 0 0 1 124
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity 0 0 0 11 2 2 10 30
Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting 1 2 4 126 2 3 12 425
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 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 0 87 0 0 1 184
Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models 0 1 9 62 0 1 12 181
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures 0 2 7 33 0 2 10 89
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity 0 0 0 1 0 0 3 4
Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach 0 0 0 94 0 0 0 393
Merchant selection and pricing strategy for a platform firm in the online group buying market 0 0 0 28 0 2 4 120
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 1 1 2 9
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 1 2 57 1 2 11 178
Predictive likelihood for Bayesian model selection and averaging 2 4 10 196 5 8 20 603
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity 0 2 7 21 1 4 17 75
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks 7 22 83 85 21 61 185 189
Quantile regression models with factor‐augmented predictors and information criterion 0 2 2 48 0 2 2 160
Quantile regression models with factor‐augmented predictors and information criterion 0 3 5 14 0 6 9 60
Regularization parameter selection for penalized empirical likelihood estimator 0 0 0 7 1 1 2 47
Rejoinder 0 0 0 9 0 1 1 45
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency 0 0 2 16 0 0 4 34
Stock return predictability: A factor-augmented predictive regression system with shrinkage method 0 0 3 22 0 0 4 58
Total Journal Articles 11 49 169 1,372 38 116 376 4,343

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Statistics updated 2024-09-04