11
H index
11
i10 index
402
Citations
University of Melbourne | 11 H index 11 i10 index 402 Citations RESEARCH PRODUCTION: 34 Articles 8 Papers RESEARCH ACTIVITY: 19 years (2004 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pan527 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tomohiro Ando. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 5 |
Tinbergen Institute Discussion Papers / Tinbergen Institute | 2 |
Year | Title of citing document |
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2023 | Confidence set for group membership. (2018). Okui, Ryo ; Dzemski, Andreas. In: Papers. RePEc:arx:papers:1801.00332. Full description at Econpapers || Download paper |
2023 | Sampling 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Estimation 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. Full description at Econpapers || Download paper |
2023 | Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper |
2023 | Testing 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. Full description at Econpapers || Download paper |
2023 | Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models. (2022). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2211.16714. Full description at Econpapers || Download paper |
2023 | Inference 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. Full description at Econpapers || Download paper |
2023 | Functional-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. Full description at Econpapers || Download paper |
2023 | Common Correlated Effects Estimation of Nonlinear Panel Data Models. (2023). Zhang, Minyuan ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13199. Full description at Econpapers || Download paper |
2023 | Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464. Full description at Econpapers || Download paper |
2023 | Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934. Full description at Econpapers || Download paper |
2023 | Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563. Full description at Econpapers || Download paper |
2023 | Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004. Full description at Econpapers || Download paper |
2023 | Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Papers. RePEc:arx:papers:2307.15863. Full description at Econpapers || Download paper |
2023 | Composite Quantile Factor Models. (2023). Huang, Xiao. In: Papers. RePEc:arx:papers:2308.02450. Full description at Econpapers || Download paper |
2023 | Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pionati, Alessandro ; Pigini, Claudia. In: Papers. RePEc:arx:papers:2310.01950. Full description at Econpapers || Download paper |
2023 | Unobserved Grouped Heteroskedasticity and Fixed Effects. (2023). Rivero, Jorge A. In: Papers. RePEc:arx:papers:2310.14068. Full description at Econpapers || Download paper |
2023 | Can 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. Full description at Econpapers || Download paper |
2023 | Heterogeneous 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. Full description at Econpapers || Download paper |
2023 | Monitoring multicountry macroeconomic risk. (2023). Schroder, Maximilian ; Korobilis, Dimitris. In: Working Paper. RePEc:bno:worpap:2023_9. Full description at Econpapers || Download paper |
2023 | Probabilistic Quantile Factor Analysis. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0116. Full description at Econpapers || Download paper |
2023 | Monitoring multicountry macroeconomic risk. (2023). Schrder, Maximilian ; Korobilis, Dimitris. In: Working Papers. RePEc:bny:wpaper:0117. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Global 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. Full description at Econpapers || Download paper |
2023 | Heterogeneous 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. Full description at Econpapers || Download paper |
2023 | Panel Data Models with Time-Varying Latent Group Structures. (2023). Su, Liangjun ; Phillips, Peter ; Wang, Yiren. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2364. Full description at Econpapers || Download paper |
2023 | Quantile 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. Full description at Econpapers || Download paper |
2023 | What drives industrial energy prices?. (2023). Pea, Daniel ; Caro, Angela ; Camacho, Maximo. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003959. Full description at Econpapers || Download paper |
2023 | Correcting 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. Full description at Econpapers || Download paper |
2023 | Multi-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. Full description at Econpapers || Download paper |
2023 | Canonical 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. Full description at Econpapers || Download paper |
2023 | Estimation 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. Full description at Econpapers || Download paper |
2023 | Model 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. Full description at Econpapers || Download paper |
2023 | Penalized 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. Full description at Econpapers || Download paper |
2023 | Estimation 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. Full description at Econpapers || Download paper |
2023 | Binary 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. Full description at Econpapers || Download paper |
2023 | Large 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. Full description at Econpapers || Download paper |
2023 | Identifying 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. Full description at Econpapers || Download paper |
2023 | One-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. Full description at Econpapers || Download paper |
2023 | Model 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. Full description at Econpapers || Download paper |
2023 | Diversification 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. Full description at Econpapers || Download paper |
2023 | Price 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. Full description at Econpapers || Download paper |
2023 | Toward 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. Full description at Econpapers || Download paper |
2023 | Dynamics 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. Full description at Econpapers || Download paper |
2023 | Understanding 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. Full description at Econpapers || Download paper |
2023 | Artificial 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. Full description at Econpapers || Download paper |
2023 | Asymmetric and time-frequency based networks of currency markets. (2023). Caporin, Massimiliano ; Hasan, Mudassar ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003690. Full description at Econpapers || Download paper |
2023 | Sectoral spillovers and systemic risks: Evidence from China. (2023). Liu, Xutang ; Yue, Dianmin ; Goodell, John W ; Chen, Shoudong. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003902. Full description at Econpapers || Download paper |
2023 | How connected is the crypto market risk to investor sentiment?. (2023). Zhu, Hao ; Meng, Yiqun ; Lin, Xudong. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005494. Full description at Econpapers || Download paper |
2023 | What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic. (2023). Elsayed, Ahmed ; Helmi, Mohamad Husam ; Ahmed, Habib. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000525. Full description at Econpapers || Download paper |
2023 | Factor models for large and incomplete data sets with unknown group structure. (2023). Camacho, Maximo ; Lopez-Buenache, German. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1205-1220. Full description at Econpapers || Download paper |
2023 | Robust projected principal component analysis for large-dimensional semiparametric factor modeling. (2023). Ling, Nengxiang ; Yang, Shuquan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:195:y:2023:i:c:s0047259x23000015. Full description at Econpapers || Download paper |
2023 | Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x. Full description at Econpapers || Download paper |
2023 | Quantile and asymmetric return connectedness among BRICS stock markets. (2023). Seetharam, Yudhvir ; Nyakurukwa, Kingstone. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000154. Full description at Econpapers || Download paper |
2023 | Measuring the frequency and quantile connectedness between policy categories and global oil price. (2023). Liu, Hongxiao ; Nong, Huifu. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002763. Full description at Econpapers || Download paper |
2023 | Dependence structures among geopolitical risks, energy prices, and carbon emissions prices. (2023). Gözgör, Giray ; Gozgor, Giray ; Albasu, Joseph ; Soliman, Alaa M ; Lau, Chi Keung. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003148. Full description at Econpapers || Download paper |
2023 | Quantile connectedness between oil price shocks and exchange rates. (2023). Bossman, Ahmed ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003690. Full description at Econpapers || Download paper |
2023 | Can firms with higher ESG ratings bear higher bank systemic tail risk spillover?—Evidence from Chinese A-share market. (2023). Zhang, Yugui ; Li, Jinlong ; Ling, Aifan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001683. Full description at Econpapers || Download paper |
2023 | Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries. (2023). Huang, Zishan ; Li, Shuang ; Zhu, Huiming. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:1-30. Full description at Econpapers || Download paper |
2023 | Do geopolitical risks and global market factors influence the dynamic dependence among regional sustainable investments and major commodities?. (2023). Ndubuisi, Gideon ; Urom, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:94-111. Full description at Econpapers || Download paper |
2023 | Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach. (2023). Yousaf, Imran ; Pham, Linh ; Goodell, John W. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:271-283. Full description at Econpapers || Download paper |
2023 | Multilayer networks in the frequency domain: Measuring extreme risk connectedness of Chinese financial institutions. (2023). Zhou, Xuewei ; Ouyang, Zisheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000703. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Understanding Systemic Risk Dynamics and Economic Growth: Evidence from the Turkish Banking System. (2023). Koseolu, Sinem Derindere. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:19:p:14209-:d:1247840. Full description at Econpapers || Download paper |
2023 | Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis. (2023). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Working Papers. RePEc:hhs:cbsnow:2023_008. Full description at Econpapers || Download paper |
2023 | Fixed Effects and Causal Inference. (2023). Bellemare, Marc ; Millimet, Daniel L. In: IZA Discussion Papers. RePEc:iza:izadps:dp16202. Full description at Econpapers || Download paper |
2023 | Penalized Model Averaging for High Dimensional Quantile Regressions. (2023). Sun, Yuying ; Cai, Zongwu ; Bao, Haowen. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202302. Full description at Econpapers || Download paper |
2023 | Optimal Local Model Averaging for Divergent-Dimensional Functional-Coefficient Regressions. (2023). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202309. Full description at Econpapers || Download paper |
2023 | Inference of Grouped Time-Varying Network Vector Autoregression Models. (2023). Wu, Weibiao ; Tang, Songqiao ; Peng, Bin ; Li, Degui. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-5. Full description at Econpapers || Download paper |
2023 | Dynamic Quantile Panel Data Models with Interactive Effects. (2023). Zheng, Chaowen ; Shin, Yongcheol ; Author-Name, Jia Chen. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-06. Full description at Econpapers || Download paper |
2023 | Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Working Paper series. RePEc:rim:rimwps:23-06. Full description at Econpapers || Download paper |
2023 | Model aggregation for doubly divided data with large size and large dimension. (2023). Wu, Yuanshan ; Yin, Guosheng ; Liu, Yanyan ; He, Baihua. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:1:d:10.1007_s00180-022-01242-3. Full description at Econpapers || Download paper |
2023 | Model averaging for sparse seemingly unrelated regression using Bayesian networks among the errors. (2023). Grzegorczyk, Marco ; Salam, Abdul. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01258-9. Full description at Econpapers || Download paper |
2023 | Institutions and economic development: new measurements and evidence. (2023). Trovato, Giovanni ; Farcomeni, Alessio ; Carbonari, Lorenzo ; Acquah, Esther. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:4:d:10.1007_s00181-023-02395-w. Full description at Econpapers || Download paper |
2023 | The extreme spillover from climate policy uncertainty to the Chinese sector stock market: wavelet time-varying approach. (2023). Alqaralleh, Huthaifa Sameeh. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:16:y:2023:i:1:d:10.1007_s12076-023-00352-w. Full description at Econpapers || Download paper |
2023 | Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: Working Papers. RePEc:tas:wpaper:47658. Full description at Econpapers || Download paper |
2023 | A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR. (2023). Yu, Jun ; Liu, Yanbo. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1347-1395. Full description at Econpapers || Download paper |
2023 | Clustering-based sector investing. (2023). Goodarzi, Milad ; Bagnara, Matteo. In: SAFE Working Paper Series. RePEc:zbw:safewp:397. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | Quantile regression models with factorâ€augmented predictors and information criterion In: Econometrics Journal. [Full Text][Citation analysis] | article | 26 |
2011 | Quantile regression models with factor?augmented predictors and information criterion.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2009 | Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
2012 | Bayesian 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] | article | 4 |
2015 | A simple new test for slope homogeneity in panel data models with interactive effects In: Economics Letters. [Full Text][Citation analysis] | article | 17 |
2014 | A simple new test for slope homogeneity in panel data models with interactive effects.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2019 | Regularization parameter selection for penalized empirical likelihood estimator In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2010 | A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
2022 | Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
2023 | A spatial panel quantile model with unobserved heterogeneity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
2009 | Bayesian portfolio selection using a multifactor model In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2010 | Bayesian 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] | article | 4 |
2010 | Rejoinder In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2010 | Predictive likelihood for Bayesian model selection and averaging In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2009 | Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 3 |
2012 | Oil and metal price movements and BRIC macro-economy: an empirical analysis In: International Journal of Business and Globalisation. [Full Text][Citation analysis] | article | 3 |
2022 | Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks In: Management Science. [Full Text][Citation analysis] | article | 26 |
2004 | Bayesian information criteria and smoothing parameter selection in radial basis function networks In: Biometrika. [Citation analysis] | article | 9 |
2007 | Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models In: Biometrika. [Full Text][Citation analysis] | article | 21 |
2015 | Asset Pricing with a General Multifactor Structure In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 31 |
2014 | Bayesian 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] | article | 2 |
2021 | Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2013 | Panel data models with grouped factor structure under unknown group membership In: MPRA Paper. [Full Text][Citation analysis] | paper | 59 |
2016 | Panel Data Models with Grouped Factor Structure Under Unknown Group Membership.(2016) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | article | |
2013 | Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2018 | Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity In: MPRA Paper. [Full Text][Citation analysis] | paper | 30 |
2020 | Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity.(2020) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2019 | A Quantile-based Asset Pricing Model In: Economics and Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Measuring 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] | article | 2 |
2009 | Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 0 |
2018 | Merchant selection and pricing strategy for a platform firm in the online group buying market In: Annals of Operations Research. [Full Text][Citation analysis] | article | 3 |
2014 | Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo In: Econometric Reviews. [Full Text][Citation analysis] | article | 19 |
2012 | Bayesian 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 | |
2014 | A Predictive Approach for Selection of Diffusion Index Models In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
2018 | Stock return predictability: A factor-augmented predictive regression system with shrinkage method In: Econometric Reviews. [Full Text][Citation analysis] | article | 8 |
2018 | Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
2014 | A Model-Averaging Approach for High-Dimensional Regression In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 48 |
2017 | Clustering 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] | article | 50 |
2023 | Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
2011 | Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2009 | Model selection for generalized linear models with factor?augmented predictors In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
2009 | ‘Model selection for generalized linear models with factor?augmented predictors’.(2009) In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article |
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