Tomohiro Ando

Available identifiers

zbMath Open ando.tomohiroWikidataQ102404979 ScholiaQ102404979MaRDI QIDQ682302

List of research outcomes

Publication	Date of Publication	Type
Scenario-based quantile connectedness of the U.S. interbank liquidity risk network	2025-01-16	Paper
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity	2024-03-06	Paper
A spatial panel quantile model with unobserved heterogeneity	2022-12-14	Paper
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity	2022-09-01	Paper
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity	2022-07-15	Paper
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo	2022-05-31	Paper
A Predictive Approach for Selection of Diffusion Index Models	2022-05-31	Paper
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency	2022-02-24	Paper
Stock return predictability: A factor-augmented predictive regression system with shrinkage method	2022-02-24	Paper
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity	2020-08-03	Paper
Regularization parameter selection for penalized empirical likelihood estimator	2019-05-07	Paper
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity	2019-04-11	Paper
A simple new test for slope homogeneity in panel data models with interactive effects	2018-08-31	Paper
Merchant selection and pricing strategy for a platform firm in the online group buying market	2018-06-12	Paper
A weight-relaxed model averaging approach for high-dimensional generalized linear models	2018-02-14	Paper
A Model-Averaging Approach for High-Dimensional Regression	2017-08-04	Paper
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model	2016-08-04	Paper
Hierarchical Bayesian analysis of the seemingly unrelated regression and simultaneous equations models using a combination of direct Monte Carlo and importance sampling techniques	2016-02-11	Paper
A simple new test for slope homogeneity in panel data models with interactive effects	2015-11-01	Paper
Adaptive learning machines for nonlinear classification and Bayesian information criteria	2013-08-28	Paper
Generalized predictive information criteria for the analysis of feature events	2013-05-29	Paper
Bayesian Variable Selection for the Seemingly Unrelated Regression Models with a Large Number of Predictors	2013-02-14	Paper
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market	2012-12-30	Paper
Quantile regression models with factor‐augmented predictors and information criterion	2011-07-27	Paper
Model selection for generalized linear models with factor-augmented predictors	2011-02-22	Paper
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model	2010-11-01	Paper
Bayesian Model Selection and Statistical Modeling	2010-09-15	Paper
Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria	2010-03-30	Paper
Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach	2009-10-13	Paper
Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data	2009-09-30	Paper
Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood	2009-06-24	Paper
Nonlinear regression modeling via regularized radial basis function networks	2008-09-29	Paper
Bayesian information criteria and smoothing parameter selection in radial basis function networks	2008-04-08	Paper
Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models	2008-03-11	Paper
Bayesian Inference for Nonlinear and Non-Gaussian Stochastic Volatility Model with Leverage Effect	2007-05-24	Paper

Research outcomes over time

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