Tomohiro Ando : Citation Profile

Are you Tomohiro Ando?

University of Melbourne

10

H index

10

i10 index

510

Citations

RESEARCH PRODUCTION:

30

Articles

9

Papers

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 25
   Journals where Tomohiro Ando has often published
   Relations with other researchers
   Recent citing documents: 216.    Total self citations: 22 (4.14 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pan527
   Updated: 2024-11-08    RAS profile: 2023-09-08    
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Relations with other researchers

Works with:

Bai, Jushan (6)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tomohiro Ando.

Is cited by:

Su, Liangjun (16)

GAO, Jiti (13)

van Dijk, Herman (12)

Baştürk, Nalan (12)

Yousaf, Imran (10)

Korobilis, Dimitris (8)

Hasse, Jean-Baptiste (8)

Phillips, Peter (8)

Okui, Ryo (7)

Grassi, Stefano (6)

Peng, Bin (6)

Cites to:

Bai, Jushan (45)

van Dijk, Herman (23)

Ng, Serena (22)

Watson, Mark (18)

Pesaran, Mohammad (17)

French, Kenneth (13)

Forni, Mario (11)

Kleibergen, Frank (11)

Fama, Eugene (10)

Stock, James (9)

LINTON, OLIVER (9)

Main data

Where Tomohiro Ando has published?

Journals with more than one article published# docs
International Journal of Forecasting4
Econometric Reviews4
Journal of Econometrics3
Journal of the American Statistical Association3
Annals of the Institute of Statistical Mathematics2
Economics Letters2
Biometrika2
Computational Statistics & Data Analysis2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany5
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Tomohiro Ando (2024 and 2023)

YearTitle of citing document
2023Confidence set for group membership. (2018). Okui, Ryo ; Dzemski, Andreas. In: Papers. RePEc:arx:papers:1801.00332.

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2023Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions. (2019). Thors, Erik ; Parolya, Nestor ; Dette, Holger ; Bodnar, Taras. In: Papers. RePEc:arx:papers:1908.04243.

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2024Consistent Specification Test of the Quantile Autoregression. (2020). Phella, Anthoulla. In: Papers. RePEc:arx:papers:2010.03898.

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2023A projection based approach for interactive fixed effects panel data models. (2022). Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Wang, Weining. In: Papers. RePEc:arx:papers:2201.11482.

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2023Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects. (2022). GAO, Jiti ; Whang, Yoon-Jae ; Oka, Tatsushi ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632.

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2023Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2023Testing the Number of Components in Finite Mixture Normal Regression Model with Panel Data. (2022). Kasahara, Hiroyuki ; Hao, YU. In: Papers. RePEc:arx:papers:2210.02824.

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2023Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models. (2022). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2211.16714.

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2024Probabilistic quantile factor analysis. (2022). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2212.10301.

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2024Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Wei Biao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Papers. RePEc:arx:papers:2303.10117.

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2023Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure. (2023). Li, Runze ; Chen, Jia ; Yang, Xiao Rong. In: Papers. RePEc:arx:papers:2303.13218.

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2023Common Correlated Effects Estimation of Nonlinear Panel Data Models. (2023). Zhang, Minyuan ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13199.

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2024Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2023Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563.

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2024Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Papers. RePEc:arx:papers:2307.15863.

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2023Composite Quantile Factor Models. (2023). Huang, Xiao. In: Papers. RePEc:arx:papers:2308.02450.

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2023Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pionati, Alessandro ; Pigini, Claudia. In: Papers. RePEc:arx:papers:2310.01950.

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2023Unobserved Grouped Heteroskedasticity and Fixed Effects. (2023). Rivero, Jorge A. In: Papers. RePEc:arx:papers:2310.14068.

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2024Estimation and Inference for Three-Dimensional Panel Data Models. (2024). Peng, Bin ; Liu, Fei ; Gao, Jiti ; Feng, Guohua. In: Papers. RePEc:arx:papers:2404.08365.

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2024Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Ye, Shiqi ; Zhang, Hongyin ; Zheng, Tingguo. In: Papers. RePEc:arx:papers:2405.02575.

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2023Economic policy uncertainty and geopolitical risk: evidence from China and Southeast Asia. (2023). Li, Xin ; Liu, Hongwen ; Wang, Zushan. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:2:p:96-118.

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2023Can price discrimination improve the performance of online retail platforms?. (2023). Anwar, Sajid ; Liu, Min. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:2:p:257-271.

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2024Looking for sustainable development: Socially responsible mutual funds and the low?carbon economy. (2021). Tortosa-Ausina, Emili ; TortosaAusina, Emili ; de Mingolopez, Diego Victor ; Matallinsaez, Juan Carlos ; Juan Carlos Matallin Saez, ; Solerdominguez, Amparo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:1751-1766.

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2023Heterogeneous predictive association of CO2 with global warming. (2023). Ramos, Andrey ; Gonzalo, Jesus ; Dolado, Juan J ; Chen, Liang. In: Economica. RePEc:bla:econom:v:90:y:2023:i:360:p:1397-1421.

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2023Monitoring multicountry macroeconomic risk. (2023). Schroder, Maximilian ; Korobilis, Dimitris. In: Working Paper. RePEc:bno:worpap:2023_9.

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2023Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116.

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2023Monitoring multicountry macroeconomic risk. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0117.

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2023.

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2023Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps100.

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2023Heterogeneous Predictive Association of CO2 with Global Warming. (2023). Ramos, Andrey David ; Muoz, Jesus Gonzalo ; Dolado, Juan Jose ; Chen, Liang. In: UC3M Working papers. Economics. RePEc:cte:werepe:36451.

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2023Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2364.

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2024One Factor to Bind the Cross-Section of Returns. (2024). Borri, Nicola ; Tsyvinski, Aleh ; Liu, Yukun ; Chetverikov, Denis. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2386.

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2023Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach. (2023). Martinez-Serna, Maria-Isabel ; Jareo, Francisco ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000370.

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2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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2024Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Rauf, Abdul ; Du, Yuting ; Naeem, Muhammad Abubakr ; Zhang, XU. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194.

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2024Clean heating and clean air: Evidence from the coal-to-gas program in China. (2024). Zhang, Penglong ; Zhou, Shaojie ; Wang, Haijian. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000683.

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2023Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83.

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2023The increased interest in Bitcoin and the immediate and long-term impact of Bitcoin volatility on global stock markets. (2023). Bazan-Palomino, Walter. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1080-1095.

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2024Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhao, Longfeng ; Zhou, Yueyi ; Gao, Yang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1148-1177.

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2023What drives industrial energy prices?. (2023). Pea, Daniel ; Caro, Angela ; Camacho, Maximo. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003959.

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2023Correcting sample selection bias with model averaging for consumer demand forecasting. (2023). Zhang, Xinyu ; Yang, Guangren ; Ai, Xin ; Xie, Tian ; Zhao, Shangwei. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000871.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024Quantile connectedness of oil price shocks with socially responsible investments. (2024). Umar, Zaghum ; Malik, Farooq. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001894.

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2024Extreme connectedness and network across financial assets and commodity futures markets. (2024). Kang, Sang Hoon ; Ozcelebi, Oguzhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s106294082400024x.

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2023Multi-dimensional latent group structures with heterogeneous distributions. (2023). Wang, Wendun ; Chen, Heng ; Leng, Xuan. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:1-21.

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2023Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44.

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2023Estimation of panel group structure models with structural breaks in group memberships and coefficients. (2023). Okui, Ryo ; Wang, Wendun ; Lumsdaine, Robin L. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:45-65.

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2023Model averaging prediction by K-fold cross-validation. (2023). Liu, Chu-An ; Zhang, Xinyu. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:280-301.

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2023Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377.

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2023Estimation and identification of latent group structures in panel data. (2023). Mehrabani, Ali. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1464-1482.

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2023Binary response models for heterogeneous panel data with interactive fixed effects. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin ; Liu, Fei. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1654-1679.

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2023Large volatility matrix analysis using global and national factor models. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1917-1933.

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2023Identifying latent group structures in spatial dynamic panels. (2023). Su, Liangjun ; Xu, Xingbai ; Wang, Wuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1955-1980.

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2023One-way or two-way factor model for matrix sequences?. (2023). Trapani, Lorenzo ; Yu, Long ; Kong, Xinbing ; He, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1981-2004.

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2023Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607.

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2023Dynamic clustering of multivariate panel data. (2023). Lucas, Andre ; Joo, Igor Custodio ; Schwaab, Bernd ; Schaumburg, Julia. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622000689.

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2024Rank-based max-sum tests for mutual independence of high-dimensional random vectors. (2024). Feng, Long ; Liu, Binghui ; Wang, Hongfei ; Ma, Yanyuan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002944.

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2024A Multi-Kink quantile regression model with common structure for panel data analysis. (2024). Zhong, Wei ; Zhang, Wenyang ; Wan, Chuang ; Sun, Yan. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622001178.

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2024Panel data models with time-varying latent group structures. (2024). Su, Liangjun ; Wang, Yiren. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000319.

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2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Li, Haiqi ; Hong, Yongmiao ; Chen, Qitong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

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2024Spectral clustering with variance information for group structure estimation in panel data. (2024). Volgushev, Stanislav ; Yu, LU. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:1:s0304407624000551.

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2024Robust interactive fixed effects. (2024). Boudt, Kris ; Heyndels, Ewoud. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:206-223.

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2024Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion. (2024). Gao, Yang ; Zhao, Wandi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050.

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2023Diversification effects of Chinas carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach. (2023). lucey, brian ; Wang, Yizhi ; Zhang, Jiahao ; Wei, YU ; Bai, Lan. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002256.

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2023Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications. (2023). Do, Hung X ; Pham, Linh ; Le, Trung H. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002852.

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2023Toward carbon peaking and neutralization: The heterogeneous stochastic convergence of CO2 emissions and the role of digital inclusive finance. (2023). Bai, Dingchuan ; Tang, Songlin ; Raza, Muhammad Yousaf ; Ma, DI ; Xie, Qichang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003390.

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2023Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic. (2023). Ye, Zhitao ; Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003584.

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2023Decomposed oil price shocks and GCC stock market sector returns and volatility. (2023). Abuzayed, Bana ; Bouri, Elie ; Al-Fayoumi, Nedal. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004280.

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2023Financial markets, energy shocks, and extreme volatility spillovers. (2023). Boubaker, Sabri ; Karim, Sitara ; Sharma, Gagan Deep ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005297.

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2023Tail risk contagion across electricity markets in crisis periods. (2023). Tiwari, Aviral ; Abdullah, Mohammad ; Khan, Isma ; Wali, G M ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005984.

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2023What has the strongest connectedness with clean energy? Technology, substitutes, or raw materials. (2023). Zhao, Yachao ; Su, Xianfang. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006679.

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2024Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

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2024The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications. (2024). Ye, Jing ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Enilov, Martin ; Zhou, Xiaoran. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2024Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment. (2024). Caporin, Massimiliano ; Iacopini, Matteo ; Bonaccolto, Giovanni. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001774.

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2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

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2024Quantifying the impact of interest rate volatility on Asian energy companies: A comparative study of fossil and renewable sectors. (2024). Kumar, Satish ; Gupta, Prashant ; Rao, Amar ; Dash, Saumya Ranjan. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001907.

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2024Food, energy, and water nexus: A study on interconnectedness and trade-offs. (2024). Paparas, Dimitrios ; Ghosh, Anandita ; Gubareva, Mariya ; Vo, Xuan Vinh. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002299.

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2024Vulnerability of European electricity markets: A quantile connectedness approach. (2024). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Muoz, Jorge A ; Klein, Tony. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004470.

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2023Extreme risk contagion between international crude oil and Chinas energy-intensive sectors: New evidence from quantile Granger causality and spillover methods. (2023). Sun, Yan-Lin ; Chen, Bin-Xia. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028621.

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2024An empirical study on the response of the energy market to the shock from the artificial intelligence industry. (2024). Lee, Chien-Chiang ; Liu, Hong-Fei. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223030499.

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2023Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. (2023). Tiwari, Aviral ; Roubaud, David ; Ghasemi, Hamid Reza ; Gholami, Samad ; Asadi, Mehrad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003058.

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2023Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities. (2023). Yousaf, Imran ; Jareo, Francisco. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003423.

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2023Interconnected networks: Measuring extreme risk connectedness between China’s financial sector and real estate sector. (2023). Zhou, Xuewei ; Ouyang, Zisheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004088.

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2023Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network. (2023). Li, Zixuan ; Long, Shaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004611.

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2024The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets. (2024). Hanif, Hasan ; Naveed, Muhammad ; Ali, Shoaib ; Gubareva, Mariya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005616.

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2024Measuring the extreme linkages and time-frequency co-movements among artificial intelligence and clean energy indices. (2024). Lu, Ran ; Zhou, Xiangjing ; Abedin, Mohammad Zoynul ; Zeng, Hongjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s105752192400005x.

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More than 100 citations found, this list is not complete...

Works by Tomohiro Ando:

YearTitleTypeCited
2009Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria In: Computational Statistics & Data Analysis.
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2012Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article4
2015A simple new test for slope homogeneity in panel data models with interactive effects In: Economics Letters.
[Full Text][Citation analysis]		article21
2014A simple new test for slope homogeneity in panel data models with interactive effects.(2014) In: MPRA Paper.
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This paper has nother version. Agregated cites: 21		paper
2019Regularization parameter selection for penalized empirical likelihood estimator In: Economics Letters.
[Full Text][Citation analysis]		article1
2010A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model In: Journal of Econometrics.
[Full Text][Citation analysis]		article27
2022Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2023A spatial panel quantile model with unobserved heterogeneity In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2009Bayesian portfolio selection using a multifactor model In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
2010Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article4
2010Rejoinder In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2010Predictive likelihood for Bayesian model selection and averaging In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
2009Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article3
2024Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network In: Supervisory Research and Analysis Working Papers.
[Full Text][Citation analysis]		paper0
2012Oil and metal price movements and BRIC macro-economy: an empirical analysis In: International Journal of Business and Globalisation.
[Full Text][Citation analysis]		article3
2022Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks In: Management Science.
[Full Text][Citation analysis]		article127
2004Bayesian information criteria and smoothing parameter selection in radial basis function networks In: Biometrika.
[Citation analysis]		article9
2007Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models In: Biometrika.
[Full Text][Citation analysis]		article21
2015Asset Pricing with a General Multifactor Structure In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article32
2014Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article2
2021Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2013Panel data models with grouped factor structure under unknown group membership In: MPRA Paper.
[Full Text][Citation analysis]		paper67
2016Panel Data Models with Grouped Factor Structure Under Unknown Group Membership.(2016) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 67		article
2013Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2018Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity In: MPRA Paper.
[Full Text][Citation analysis]		paper35
2020Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity.(2020) In: Journal of the American Statistical Association.
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This paper has nother version. Agregated cites: 35		article
2019A Quantile-based Asset Pricing Model In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2008Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]		article3
2009Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]		article0
2018Merchant selection and pricing strategy for a platform firm in the online group buying market In: Annals of Operations Research.
[Full Text][Citation analysis]		article3
2014Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo In: Econometric Reviews.
[Full Text][Citation analysis]		article19
2012Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo.(2012) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2014A Predictive Approach for Selection of Diffusion Index Models In: Econometric Reviews.
[Full Text][Citation analysis]		article1
2018Stock return predictability: A factor-augmented predictive regression system with shrinkage method In: Econometric Reviews.
[Full Text][Citation analysis]		article8
2018Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2014A Model-Averaging Approach for High-Dimensional Regression In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article51
2017Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article57
2023Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article1
2011Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1

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