Tomohiro Ando
Names
| first: |
Tomohiro |
| last: |
Ando |
Identifer
Contact
Affiliations
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University of Melbourne
/ Melbourne Business School
Research profile
author of:
- Quantile regression models with factor‐augmented predictors and information criterion (RePEc:ect:emjrnl:v:14:y:2011:i:1:p:1-24)
by Tomohiro Ando & Ruey S. Tsay - Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria (RePEc:eee:csdana:v:53:y:2009:i:6:p:1925-1939)
by Ando, Tomohiro - Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market (RePEc:eee:csdana:v:56:y:2012:i:11:p:3345-3365)
by Tsay, Ruey S. & Ando, Tomohiro - A simple new test for slope homogeneity in panel data models with interactive effects (RePEc:eee:ecolet:v:136:y:2015:i:c:p:112-117)
by Ando, Tomohiro & Bai, Jushan - Regularization parameter selection for penalized empirical likelihood estimator (RePEc:eee:ecolet:v:178:y:2019:i:c:p:1-4)
by Ando, Tomohiro & Sueishi, Naoya - A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model (RePEc:eee:econom:v:159:y:2010:i:1:p:33-45)
by Zellner, Arnold & Ando, Tomohiro - Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity (RePEc:eee:econom:v:230:y:2022:i:1:p:20-38)
by Ando, Tomohiro & Bai, Jushan & Li, Kunpeng - A spatial panel quantile model with unobserved heterogeneity (RePEc:eee:econom:v:232:y:2023:i:1:p:191-213)
by Ando, Tomohiro & Li, Kunpeng & Lu, Lina - Bayesian portfolio selection using a multifactor model (RePEc:eee:intfor:v:25:y:2009:i:3:p:550-566)
by Ando, Tomohiro - Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting (RePEc:eee:intfor:v:26:y::i:2:p:413-434)
by Zellner, Arnold & Ando, Tomohiro - Rejoinder (RePEc:eee:intfor:v:26:y::i:2:p:439-442)
by Zellner, Arnold & Ando, Tomohiro - Predictive likelihood for Bayesian model selection and averaging (RePEc:eee:intfor:v:26:y::i:4:p:744-763)
by Ando, Tomohiro & Tsay, Ruey - Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood (RePEc:eee:jmvana:v:100:y:2009:i:8:p:1717-1726)
by Ando, Tomohiro - Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network (RePEc:fip:fedbqu:98335)
by Tomohiro Ando & Jushan Bai & Lina Lu & Cindy M. Vojtech - Oil and metal price movements and BRIC macro-economy: an empirical analysis (RePEc:ids:ijbglo:v:8:y:2012:i:2:p:187-206)
by Paul Kim & Tomohiro Ando - Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (RePEc:inm:ormnsc:v:68:y:2022:i:4:p:2401-2431)
by Tomohiro Ando & Matthew Greenwood-Nimmo & Yongcheol Shin - Bayesian information criteria and smoothing parameter selection in radial basis function networks (RePEc:oup:biomet:v:91:y:2004:i:1:p:27-43)
by Sadanori Konishi - Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models (RePEc:oup:biomet:v:94:y:2007:i:2:p:443-458)
by Tomohiro Ando - Asset Pricing with a General Multifactor Structure (RePEc:oup:jfinec:v:13:y:2015:i:3:p:556-604.)
by Tomohiro Ando & Jushan Bai - Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates (RePEc:pal:jorsoc:v:65:y:2014:i:3:p:454-465)
by Tomohiro Ando - Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity (RePEc:pra:mprapa:111431)
by Ando, Tomohiro & Bai, Jushan - Panel data models with grouped factor structure under unknown group membership (RePEc:pra:mprapa:52782)
by Bai, Jushan & Ando, Tomohiro - Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors (RePEc:pra:mprapa:52785)
by Bai, Jushan & Ando, Tomohiro - A simple new test for slope homogeneity in panel data models with interactive effects (RePEc:pra:mprapa:60795)
by Ando, Tomohiro & Bai, Jushan - Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity (RePEc:pra:mprapa:88765)
by Ando, Tomohiro & Bai, Jushan - A Quantile-based Asset Pricing Model (RePEc:ris:smuesw:2019_015)
by Ando, Tomohiro & Bai, Jushan & Nishimura, Mitohide & Yu, Jun - Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach (RePEc:spr:aistmt:v:60:y:2008:i:4:p:763-780)
by Tomohiro Ando - Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data (RePEc:spr:aistmt:v:61:y:2009:i:2:p:331-353)
by Tomohiro Ando & Sadanori Konishi - Merchant selection and pricing strategy for a platform firm in the online group buying market (RePEc:spr:annopr:v:263:y:2018:i:1:d:10.1007_s10479-015-2036-9)
by Tomohiro Ando - Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo (RePEc:taf:emetrv:v:33:y:2014:i:1-4:p:3-35)
by Arnold Zellner & Tomohiro Ando & Nalan Baştük & Lennart Hoogerheide & Herman K. van Dijk - A Predictive Approach for Selection of Diffusion Index Models (RePEc:taf:emetrv:v:33:y:2014:i:1-4:p:68-99)
by Tomohiro Ando & Ruey S. Tsay - Stock return predictability: A factor-augmented predictive regression system with shrinkage method (RePEc:taf:emetrv:v:37:y:2018:i:1:p:29-60)
by Saburo Ohno & Tomohiro Ando - Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency (RePEc:taf:emetrv:v:37:y:2018:i:3:p:183-211)
by Tomohiro Ando & Jushan Bai - A Model-Averaging Approach for High-Dimensional Regression (RePEc:taf:jnlasa:v:109:y:2014:i:505:p:254-265)
by Tomohiro Ando & Ker-Chau Li - Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures (RePEc:taf:jnlasa:v:112:y:2017:i:519:p:1182-1198)
by Tomohiro Ando & Jushan Bai - Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (RePEc:taf:jnlasa:v:115:y:2020:i:529:p:266-279)
by Tomohiro Ando & Jushan Bai - Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity (RePEc:taf:jnlbes:v:41:y:2023:i:3:p:983-994)
by Tomohiro Ando & Jushan Bai - Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo (RePEc:tin:wpaper:20110137)
by Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk - Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo (RePEc:tin:wpaper:20120098)
by Arnold Zellner (posthumously) & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk - Model selection for generalized linear models with factor‐augmented predictors (RePEc:wly:apsmbi:v:25:y:2009:i:3:p:207-235)
by Tomohiro Ando & Ruey S. Tsay - ‘Model selection for generalized linear models with factor‐augmented predictors’ (RePEc:wly:apsmbi:v:25:y:2009:i:3:p:243-246)
by T. Ando & R. S. Tsay - Quantile regression models with factor‐augmented predictors and information criterion (RePEc:wly:emjrnl:v:14:y:2011:i::p:1-24)
by Tomohiro Ando & Ruey S. Tsay - Panel Data Models with Grouped Factor Structure Under Unknown Group Membership (RePEc:wly:japmet:v:31:y:2016:i:1:p:163-191)
by Tomohiro Ando & Jushan Bai