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Tomohiro Ando

Global rank #6227 92%

Institution: University of Melbourne

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://findanexpert.unimelb.edu.au/profile/757679-tomohiro-ando

First Publication: 2009

Most Recent: 2024

RePEc ID: pan527 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 2.85 0.00 0.00 5.70
Last 10 Years 0.00 2.85 3.02 0.00 9.22
All Time 0.00 3.85 8.04 0.00 16.76

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 13.97

Publications (15)

Year Article Journal Tier Authors
2024 Scenario-based quantile connectedness of the U.S. interbank liquidity risk network Journal of Econometrics A 4
2023 A spatial panel quantile model with unobserved heterogeneity Journal of Econometrics A 3
2023 Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity Journal of Business & Economic Statistics A 2
2022 Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity Journal of Econometrics A 3
2020 Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity Journal of the American Statistical Association B 2
2019 Regularization parameter selection for penalized empirical likelihood estimator Economics Letters C 2
2017 Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures Journal of the American Statistical Association B 2
2016 Panel Data Models with Grouped Factor Structure Under Unknown Group Membership Journal of Applied Econometrics B 2
2015 A simple new test for slope homogeneity in panel data models with interactive effects Economics Letters C 2
2014 A Model-Averaging Approach for High-Dimensional Regression Journal of the American Statistical Association B 2
2010 A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model Journal of Econometrics A 2
2010 Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting International Journal of Forecasting B 2
2010 Rejoinder International Journal of Forecasting B 2
2010 Predictive likelihood for Bayesian model selection and averaging International Journal of Forecasting B 2
2009 Bayesian portfolio selection using a multifactor model International Journal of Forecasting B 1