← All authors Tomohiro Ando The University of Melbourne (from arXiv:2601.04663, 2026) · ORCID · OpenAlex
56 papers in scope · 53 published · 3 on the econ.EM arXiv · 2,514 citations · h-index 18 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Tadao Hoshino Jesús Gonzalo Ruey S. Tsay Liang Chen Zhaoxing Gao Alfred Galichon Victor Chernozhukov Kengo Kato Puyi Fang Denis Chetverikov Iván Fernández-Val Alexandre Belloni Sihan Tu Maximilian Schröder Yongxin Liu Xinbing Kong Long Yu Zhe Sun Jialuo Chen Dimitris Korobilis Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (3 of 56)
working paper 2026 · arXiv
working paper 2025 · arXiv
working paper 2025 · arXiv
Simplex quantile regression without crossing
published 2025 · The Annals of Statistics · 2 citations
with Ker-Chau Li
Scenario-based quantile connectedness of the U.S. interbank liquidity risk network
published 2024 · Journal of Econometrics · 9 citations
Non-invasive regional cerebral blood flow quantification in the 123I-IMP autoradiography using artificial neural network
published 2023 · PLoS ONE
with Tetsuro Kaga, Hiroki Kato, Toyohiro Imai, Yoshifumi Noda, Takayuki Miura, Yukiko Enomoto, Fuminori Hyodo, Toru Iwama, Masayuki Matsuo
Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity
published 2022 · Journal of Business and Economic Statistics · 1 citations
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks
published 2022 · Management Science · 784 citations · first circulated 2018
A spatial panel quantile model with unobserved heterogeneity
published 2021 · Journal of Econometrics · 17 citations · first circulated 2019
Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity
published 2021 · Journal of Econometrics · 17 citations
CFEnetwork: The annals of computational and financial econometrics, 5th issue
published 2019 · Econometrics and Statistics
with Erricos John Kontoghiorghes, Peter Winker
On the Convergence Rate of the SCAD-Penalized Empirical Likelihood Estimator
published 2019 · Econometrics · 2 citations · first circulated 2017
Regularization parameter selection for penalized empirical likelihood estimator
published 2019 · Economics Letters · 1 citations · first circulated 2018
Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity
published 2018 · Journal of the American Statistical Association · 72 citations · first circulated 2017
A weight-relaxed model averaging approach for high-dimensional generalized linear models
published 2017 · The Annals of Statistics · 115 citations
with Ker-chau Li
Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures
published 2016 · Journal of the American Statistical Association · 137 citations · first circulated 2015
Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency
published 2015 · Econometric Reviews · 6 citations
Merchant selection and pricing strategy for a platform firm in the online group buying market
published 2015 · Annals of Operations Research · 21 citations
A simple new test for slope homogeneity in panel data models with interactive effects
published 2015 · Economics Letters · 26 citations · first circulated 2014
Panel Data Models with Grouped Factor Structure Under Unknown Group Membership
published 2015 · Journal of Applied Econometrics · 138 citations · first circulated 2013
Stock return predictability: A factor-augmented predictive regression system with shrinkage method
published 2014 · Econometric Reviews · 12 citations
with Saburo Ohno
Asset Pricing with a General Multifactor Structure
published 2014 · Journal of Financial Econometrics · 75 citations
Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates
published 2013 · Journal of the Operational Research Society · 6 citations
A Model-Averaging Approach for High-Dimensional Regression
published 2013 · Journal of the American Statistical Association · 215 citations
with Ker-Chau Li
A Predictive Approach for Selection of Diffusion Index Models
published 2013 · Econometric Reviews · 2 citations
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo
published 2013 · Econometric Reviews · 25 citations · first circulated 2012
A statistical modeling methodology for the analysis of term structure of credit risk and its dependency
published 2013 · Expert Systems with Applications · 7 citations
with Jiashen You
Generalized predictive information criteria for the analysis of feature events
published 2013 · Electronic Journal of Statistics · 2 citations
with Mike K. P. So
Bayesian dynamic linear modeling for exploring the impact of recent financial crisis on Japan Credit Default Swap market
published 2012 · Expert Systems with Applications · 4 citations
with Jiashen You
Oil and metal price movements and BRIC macro-economy: an empirical analysis
published 2012 · International Journal of Business and Globalisation · 8 citations
with Paul Kim
Bayesian Variable Selection for the Seemingly Unrelated Regression Models with a Large Number of Predictors
published 2012 · JOURNAL OF THE JAPAN STATISTICAL SOCIETY · 12 citations
Bayesian portfolio selection under a multifactor asset return model with predictive model selection
published 2012 · Global Business and Economics Review
Quantile regression models with factor‐augmented predictors and information criterion
published 2011 · Econometrics Journal · 44 citations
Predictive Bayesian Model Selection
published 2011 · American Journal of Mathematical and Management Sciences · 118 citations
Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market
published 2010 · Computational Statistics & Data Analysis · 15 citations
A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model
published 2010 · Journal of Econometrics · 85 citations
with Arnold Zellner
Hierarchical Bayesian analysis of the seemingly unrelated regression and simultaneous equations models using a combination of direct Monte Carlo and importance sampling techniques
published 2010 · Bayesian Analysis · 70 citations
with Arnold Zellner
Rejoinder
published 2010 · International Journal of Forecasting · 2 citations
with Arnold Zellner
Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting
published 2010 · International Journal of Forecasting · 24 citations
with Arnold Zellner
Predictive likelihood for Bayesian model selection and averaging
published 2009 · International Journal of Forecasting · 54 citations
Penalized optimal scoring for the classification of multi-dimensional functional data
published 2009 · Statistical Methodology · 12 citations
‘Model selection for generalized linear models with factor‐augmented predictors’
published 2009 · Applied Stochastic Models in Business and Industry · 4 citations
Bayesian portfolio selection using a multifactor model
published 2009 · International Journal of Forecasting · 13 citations
Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
published 2009 · Journal of Multivariate Analysis · 17 citations
Penalized Maximum Likelihood Boosting with Predictive Measures
published 2009 · Ouyou toukeigaku
Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach
published 2008 · Annals of the Institute of Statistical Mathematics · 5 citations
Nonlinear regression modeling via regularized radial basis function networks
published 2008 · Journal of Statistical Planning and Inference · 44 citations
with Sadanori Konishi, Seiya Imoto
Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria
published 2008 · Computational Statistics & Data Analysis · 2 citations
Bayesian Model Averaging and Bayesian Predictive Information Criterion for Model Selection
published 2008 · JOURNAL OF THE JAPAN STATISTICAL SOCIETY · 11 citations
Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data
published 2007 · Annals of the Institute of Statistical Mathematics · 4 citations
with Sadanori Konishi
Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models
published 2007 · Biometrika · 251 citations
Bayesian State Space Modeling Approach for Measuring the Effectiveness of Marketing Activities and Baseline Sales from POS Data
published 2006 · Proceedings · 8 citations
Bayesian Inference for Nonlinear and Non-Gaussian Stochastic Volatility Model with Leverage Effect
published 2006 · JOURNAL OF THE JAPAN STATISTICAL SOCIETY · 9 citations
ADAPTIVE LEARNING MACHINES FOR NONLINEAR CLASSIFICATION AND BAYESIAN INFORMATION CRITERIA
published 2004 · Bulletin of informatics and cybernetics · 2 citations
with Seiya Imoto, Sadanori Konishi
Nonparametric Statistical Inference in Production Functions
published 2004 · Ouyou toukeigaku · 1 citations
with Yoko Konishi, Yoshihiko Nishiyama, Yoshinori Kawasaki
Nonlinear Multiclass Classification Using Radial Basis Function Networks and Its Application.
published 2002 · Ouyou toukeigaku · 3 citations
with Junichiro Simauchi, Sadanori Konishi
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