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 3 7 10 107
A simple new test for slope homogeneity in panel data models with interactive effects 0 0 1 71 2 8 10 134
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 41 3 5 8 206
Bayesian inference for dynamic spatial quantile models with interactive effects 0 0 8 8 3 6 20 20
Bayesian inference for dynamic spatial quantile models with interactive effects 0 0 1 1 2 8 11 11
Functional Network Autoregressive Models for Panel Data 0 0 13 13 3 4 16 16
Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo 0 0 0 56 5 5 5 204
Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity 0 0 0 19 2 4 7 33
Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors 0 1 1 89 4 8 10 243
Panel data models with grouped factor structure under unknown group membership 0 1 2 162 9 12 18 307
Quantile Vector Autoregression without Crossing 0 0 0 0 3 3 3 3
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity 0 0 1 85 1 3 14 178
Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network 0 0 1 5 4 8 15 28
Towards sustainable housing market: A simple distributional analysis of Australia 0 6 6 6 14 24 25 25
Total Working Papers 0 8 35 622 58 105 172 1,515

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 5 13 62 7 18 36 197
A Predictive Approach for Selection of Diffusion Index Models 0 0 0 8 3 4 6 54
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model 0 0 4 117 1 5 12 309
A simple new test for slope homogeneity in panel data models with interactive effects 0 0 2 38 7 9 15 148
A spatial panel quantile model with unobserved heterogeneity 0 0 1 14 6 9 14 41
Asset Pricing with a General Multifactor Structure 0 3 8 138 5 10 20 258
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 25 1 3 7 132
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity 0 0 4 19 4 9 16 55
Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting 0 0 0 127 2 5 8 436
Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates 0 0 0 5 1 4 4 35
Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood 0 0 0 41 6 7 7 121
Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria 0 0 0 11 3 5 9 73
Bayesian information criteria and smoothing parameter selection in radial basis function networks 0 0 0 0 3 3 3 92
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market 0 0 0 13 4 6 8 69
Bayesian portfolio selection using a multifactor model 0 0 0 87 3 3 4 189
Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models 0 0 3 68 2 6 13 201
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures 0 0 2 37 16 20 30 126
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity 0 0 0 1 3 5 7 14
Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach 0 1 2 96 2 4 7 402
Merchant selection and pricing strategy for a platform firm in the online group buying market 0 0 1 29 3 4 12 134
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 4 10 11 22
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 3 6 6 17
Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data 0 0 0 14 4 4 6 72
Oil and metal price movements and BRIC macro-economy: an empirical analysis 0 0 0 13 1 1 2 43
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership 0 1 6 65 7 14 27 213
Predictive likelihood for Bayesian model selection and averaging 0 0 0 198 6 9 16 625
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity 0 1 3 28 5 11 23 113
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks 17 33 121 250 49 112 329 609
Quantile regression models with factor‐augmented predictors and information criterion 0 0 1 49 3 5 7 170
Quantile regression models with factor‐augmented predictors and information criterion 0 0 2 19 3 3 7 75
Regularization parameter selection for penalized empirical likelihood estimator 0 0 0 7 4 4 4 52
Rejoinder 0 0 0 9 2 4 5 50
Scenario-based quantile connectedness of the U.S. interbank liquidity risk network 0 2 6 7 3 8 17 19
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency 0 0 1 17 3 6 9 45
Stock return predictability: A factor-augmented predictive regression system with shrinkage method 0 2 3 25 1 8 13 73
Total Journal Articles 18 48 183 1,639 180 344 720 5,284

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Statistics updated 2026-02-12