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 0 3 15 113
A simple new test for slope homogeneity in panel data models with interactive effects 0 0 2 72 0 2 18 143
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 41 0 0 10 209
Bayesian inference for dynamic spatial quantile models with interactive effects 0 0 2 9 0 1 21 29
Bayesian inference for dynamic spatial quantile models with interactive effects 0 1 2 2 2 3 20 21
Dynamic Network Autoregressive Models for Functional Panel Data 0 0 0 13 0 2 10 21
Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo 0 0 0 56 0 0 5 204
Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity 0 0 0 19 0 1 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 4 17 252
Panel data models with grouped factor structure under unknown group membership 0 1 3 163 1 4 25 317
Quantile Vector Autoregression without Crossing 0 0 9 9 0 3 11 11
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity 0 0 1 86 0 4 18 189
Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network 1 1 2 6 1 2 20 35
Towards sustainable housing market: A simple distributional analysis of Australia 1 1 9 9 1 3 41 41
Total Working Papers 2 4 32 640 5 32 237 1,619

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 3 8 65 1 4 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 1 3 14 317
A simple new test for slope homogeneity in panel data models with interactive effects 1 1 2 40 2 2 23 158
A spatial panel quantile model with unobserved heterogeneity 1 1 3 16 1 3 23 53
Asset Pricing with a General Multifactor Structure 0 0 7 139 0 1 20 263
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 25 1 2 9 138
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity 0 1 2 20 0 5 18 62
Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting 0 1 1 128 1 3 23 454
Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates 0 0 0 5 1 2 9 40
Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood 0 0 1 42 0 1 12 126
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 0 0 13 102
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market 0 0 0 13 1 2 13 75
Bayesian portfolio selection using a multifactor model 0 0 0 87 1 1 8 193
Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models 0 0 1 68 0 1 11 205
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures 0 0 4 40 0 6 42 144
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity 1 1 1 2 2 2 8 16
Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach 0 0 1 96 1 2 11 407
Merchant selection and pricing strategy for a platform firm in the online group buying market 0 0 1 29 1 2 14 139
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 0 1 14 25
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 1 7 75
Oil and metal price movements and BRIC macro-economy: an empirical analysis 0 0 0 13 1 1 4 46
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership 0 0 2 65 3 7 31 228
Predictive likelihood for Bayesian model selection and averaging 0 0 0 198 0 3 21 631
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity 0 0 1 28 2 5 25 125
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks 12 35 136 326 32 87 377 799
Quantile regression models with factor‐augmented predictors and information criterion 0 0 0 49 0 0 9 173
Quantile regression models with factor‐augmented predictors and information criterion 0 1 1 20 0 1 6 77
Regularization parameter selection for penalized empirical likelihood estimator 0 0 0 7 0 0 7 55
Rejoinder 0 0 0 9 1 1 8 54
Scenario-based quantile connectedness of the U.S. interbank liquidity risk network 0 0 7 9 2 3 20 28
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 0 10 74
Total Journal Articles 15 44 182 1,734 55 152 882 5,694

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Statistics updated 2026-08-07