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 1 1 2 67 1 1 16 114
A simple new test for slope homogeneity in panel data models with interactive effects 0 0 1 72 1 3 20 146
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 41 0 1 10 210
Bayesian inference for dynamic spatial quantile models with interactive effects 0 0 1 9 0 2 20 31
Bayesian inference for dynamic spatial quantile models with interactive effects 0 0 1 2 0 4 21 23
Dynamic Network Autoregressive Models for Functional Panel Data 0 0 0 13 1 1 11 22
Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo 0 0 0 56 1 1 6 205
Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity 0 0 0 19 0 0 6 34
Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors 0 0 1 89 0 1 18 253
Panel data models with grouped factor structure under unknown group membership 0 0 3 163 1 3 26 319
Quantile Vector Autoregression without Crossing 0 0 9 9 0 1 12 12
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity 1 1 2 87 1 2 18 191
Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network 0 1 1 6 0 1 17 35
Towards sustainable housing market: A simple distributional analysis of Australia 0 1 9 9 0 2 42 42
Total Working Papers 2 4 30 642 6 23 243 1,637

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 8 65 0 1 34 209
A Predictive Approach for Selection of Diffusion Index Models 0 0 0 8 0 0 8 58
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model 0 0 0 117 0 1 13 317
A simple new test for slope homogeneity in panel data models with interactive effects 0 1 2 40 1 3 22 159
A spatial panel quantile model with unobserved heterogeneity 0 1 2 16 0 1 22 53
Asset Pricing with a General Multifactor Structure 1 1 6 140 2 2 20 265
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 25 1 2 10 139
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity 0 0 1 20 0 1 18 63
Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting 0 0 1 128 1 2 24 455
Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates 0 0 0 5 1 2 10 41
Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood 0 0 1 42 1 1 13 127
Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria 0 0 0 11 0 0 12 78
Bayesian information criteria and smoothing parameter selection in radial basis function networks 0 0 0 0 1 1 14 103
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market 0 0 0 13 0 1 12 75
Bayesian portfolio selection using a multifactor model 1 1 1 88 2 3 10 195
Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models 0 0 1 68 1 1 12 206
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures 1 1 4 41 1 1 41 145
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity 0 1 1 2 0 2 7 16
Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach 0 0 1 96 0 2 12 408
Merchant selection and pricing strategy for a platform firm in the online group buying market 0 0 0 29 0 2 10 140
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 0 1 15 26
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 0 0 9 20
Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data 0 0 0 14 0 0 7 75
Oil and metal price movements and BRIC macro-economy: an empirical analysis 0 0 0 13 0 1 4 46
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership 0 0 1 65 1 4 31 229
Predictive likelihood for Bayesian model selection and averaging 0 0 0 198 1 2 22 633
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity 0 1 2 29 4 11 34 134
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks 10 28 136 342 29 84 381 851
Quantile regression models with factor‐augmented predictors and information criterion 0 0 0 49 1 1 10 174
Quantile regression models with factor‐augmented predictors and information criterion 0 0 1 20 0 1 7 78
Regularization parameter selection for penalized empirical likelihood estimator 0 0 0 7 0 0 7 55
Rejoinder 0 0 0 9 0 1 8 54
Scenario-based quantile connectedness of the U.S. interbank liquidity risk network 0 0 4 9 1 3 18 29
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency 0 0 1 18 0 0 9 47
Stock return predictability: A factor-augmented predictive regression system with shrinkage method 0 0 2 25 0 1 11 75
Total Journal Articles 13 35 176 1,754 49 139 897 5,778

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Statistics updated 2026-10-11