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Details about Tomohiro Ando

Workplace:Melbourne Business School, University of Melbourne, (more information at EDIRC)

Access statistics for papers by Tomohiro Ando.

Last updated 2017-02-08. Update your information in the RePEc Author Service.

Short-id: pan527


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Working Papers

2014

  1. A simple new test for slope homogeneity in panel data models with interactive effects
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Economics Letters (2015)

2013

  1. Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. Panel data models with grouped factor structure under unknown group membership
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    See also Journal Article in Journal of Applied Econometrics (2016)

2012

  1. Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (2)
    See also Journal Article in Econometric Reviews (2014)

2011

  1. Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)

Journal Articles

2016

  1. Panel Data Models with Grouped Factor Structure Under Unknown Group Membership
    Journal of Applied Econometrics, 2016, 31, (1), 163-191 Downloads View citations (3)
    See also Working Paper (2013)

2015

  1. A simple new test for slope homogeneity in panel data models with interactive effects
    Economics Letters, 2015, 136, (C), 112-117 Downloads
    See also Working Paper (2014)

2014

  1. A Model-Averaging Approach for High-Dimensional Regression
    Journal of the American Statistical Association, 2014, 109, (505), 254-265 Downloads View citations (7)
  2. A Predictive Approach for Selection of Diffusion Index Models
    Econometric Reviews, 2014, 33, (1-4), 68-99 Downloads View citations (1)
  3. Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo
    Econometric Reviews, 2014, 33, (1-4), 3-35 Downloads View citations (14)
    See also Working Paper (2012)
  4. Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates
    Journal of the Operational Research Society, 2014, 65, (3), 454-465 Downloads View citations (1)

2012

  1. Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market
    Computational Statistics & Data Analysis, 2012, 56, (11), 3345-3365 Downloads View citations (3)

2011

  1. Quantile regression models with factor‐augmented predictors and information criterion
    Econometrics Journal, 2011, 14, (1), 1-24 Downloads View citations (6)
    Also in Econometrics Journal, 2011, 14, 1-24 (2011) Downloads View citations (6)

2010

  1. A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
    Journal of Econometrics, 2010, 159, (1), 33-45 Downloads View citations (6)
  2. Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting
    International Journal of Forecasting, 2010, 26, (2), 413-434 Downloads View citations (3)
  3. Predictive likelihood for Bayesian model selection and averaging
    International Journal of Forecasting, 2010, 26, (4), 744-763 Downloads View citations (1)
  4. Rejoinder
    International Journal of Forecasting, 2010, 26, (2), 439-442 Downloads View citations (1)

2009

  1. Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
    Journal of Multivariate Analysis, 2009, 100, (8), 1717-1726 Downloads View citations (2)
  2. Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria
    Computational Statistics & Data Analysis, 2009, 53, (6), 1925-1939 Downloads
  3. Bayesian portfolio selection using a multifactor model
    International Journal of Forecasting, 2009, 25, (3), 550-566 Downloads View citations (1)
  4. Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data
    Annals of the Institute of Statistical Mathematics, 2009, 61, (2), 331-353 Downloads

2008

  1. Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach
    Annals of the Institute of Statistical Mathematics, 2008, 60, (4), 763-780 Downloads View citations (1)

2007

  1. Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models
    Biometrika, 2007, 94, (2), 443-458 Downloads View citations (16)

2004

  1. Bayesian information criteria and smoothing parameter selection in radial basis function networks
    Biometrika, 2004, 91, (1), 27-43 View citations (11)
 
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