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 0 0 9 97
A simple new test for slope homogeneity in panel data models with interactive effects 0 0 0 70 0 1 2 125
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 0 41 0 0 2 199
Bayesian inference for dynamic spatial quantile models with interactive effects 0 7 7 7 0 6 6 6
Bayesian inference for dynamic spatial quantile models with interactive effects 0 0 0 0 0 1 1 1
Functional Network Autoregressive Models for Panel Data 0 11 11 11 0 7 9 9
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 2 19 0 1 8 28
Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors 0 0 1 88 0 2 6 235
Panel data models with grouped factor structure under unknown group membership 0 0 1 160 0 0 9 292
Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity 0 0 5 85 1 2 12 169
Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network 0 0 4 4 0 1 14 14
Total Working Papers 0 18 31 606 1 21 78 1,374

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 2 4 10 56 3 6 18 172
A Predictive Approach for Selection of Diffusion Index Models 0 0 1 8 0 0 2 48
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model 0 1 14 117 0 1 22 302
A simple new test for slope homogeneity in panel data models with interactive effects 0 2 4 38 0 2 11 135
A spatial panel quantile model with unobserved heterogeneity 0 0 2 13 1 1 10 29
Asset Pricing with a General Multifactor Structure 0 0 10 131 1 2 17 242
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo 0 0 1 25 1 2 3 127
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity 0 1 6 17 1 2 15 43
Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting 0 0 3 127 0 1 9 431
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 1 114
Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria 0 0 0 11 0 1 2 66
Bayesian information criteria and smoothing parameter selection in radial basis function networks 0 0 0 0 0 0 1 89
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market 0 0 0 13 0 0 1 61
Bayesian portfolio selection using a multifactor model 0 0 0 87 0 0 1 185
Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models 1 1 6 67 1 2 11 191
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures 0 1 5 36 1 3 13 100
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity 0 0 0 1 0 0 4 8
Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach 0 0 0 94 0 0 2 395
Merchant selection and pricing strategy for a platform firm in the online group buying market 0 0 0 28 0 1 6 124
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 0 0 2 11
Model selection for generalized linear models with factor‐augmented predictors 0 0 0 1 0 0 3 11
Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data 0 0 0 14 0 1 4 68
Oil and metal price movements and BRIC macro-economy: an empirical analysis 0 0 0 13 0 0 4 42
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership 2 3 7 63 4 7 19 195
Predictive likelihood for Bayesian model selection and averaging 0 0 6 198 1 1 15 610
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity 2 2 8 27 2 5 28 99
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks 14 29 108 171 29 64 240 368
Quantile regression models with factor‐augmented predictors and information criterion 0 1 3 49 0 1 6 164
Quantile regression models with factor‐augmented predictors and information criterion 0 2 8 19 0 3 17 71
Regularization parameter selection for penalized empirical likelihood estimator 0 0 0 7 0 0 2 48
Rejoinder 0 0 0 9 0 0 2 46
Scenario-based quantile connectedness of the U.S. interbank liquidity risk network 0 0 2 2 2 4 7 7
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency 1 1 1 17 1 1 3 37
Stock return predictability: A factor-augmented predictive regression system with shrinkage method 0 1 1 23 1 2 4 62
Total Journal Articles 22 49 206 1,529 49 113 505 4,732

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Statistics updated 2025-06-06