| Quantile connectedness: modeling tail behavior in the topology of financial networks T Ando, M Greenwood-Nimmo, Y Shin Management Science 68 (4), 2401-2431, 2022 | 575 | 2022 |
| Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models T Ando Biometrika 94 (2), 443-458, 2007 | 352 | 2007 |
| Bayesian model selection and statistical modeling T Ando CRC Press, 2010 | 234 | 2010 |
| A model-averaging approach for high-dimensional regression T Ando, KC Li Journal of the American Statistical Association 109 (505), 254-265, 2014 | 208 | 2014 |
| Panel data models with grouped factor structure under unknown group membership T Ando, J Bai Journal of Applied Econometrics 31 (1), 163-191, 2016 | 189 | 2016 |
| Bayesian information criteria and smoothing parameter selection in radial basis function networks S Konishi, T Ando, S Imoto Biometrika 91 (1), 27-43, 2004 | 184 | 2004 |
| Clustering huge number of financial time series: A panel data approach with high-dimensional predictors and factor structures T Ando, J Bai Journal of the American Statistical Association 112 (519), 1182-1198, 2017 | 144 | 2017 |
| Predictive Bayesian model selection T Ando American Journal of Mathematical and Management Sciences, 2011 | 132 | 2011 |
| A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model A Zellner, T Ando Journal of Econometrics 159 (1), 33-45, 2010 | 112 | 2010 |
| A weight-relaxed model averaging approach for high-dimensional generalized linear models T Ando, L Ker-Chau Annals of Statistics, 2017 | 101 | 2017 |
| Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity T Ando, J Bai Journal of the American Statistical Association 115 (529), 266-279, 2020 | 81 | 2020 |
| Asset pricing with a general multifactor structure T Ando, J Bai Journal of Financial Econometrics 13 (3), 556-604, 2015 | 79 | 2015 |
| Hierarchical Bayesian analysis of the seemingly unrelated regression and simultaneous equations models using a combination of direct Monte Carlo and importance sampling techniques T Ando, A Zellner | 79 | 2010 |
| Nonlinear regression modeling via regularized radial basis function networks T Ando, S Konishi, S Imoto Journal of Statistical Planning and Inference 138 (11), 3616-3633, 2008 | 67 | 2008 |
| Predictive likelihood for Bayesian model selection and averaging T Ando, R Tsay International Journal of Forecasting 26 (4), 744-763, 2010 | 63 | 2010 |
| Quantile regression models with factor‐augmented predictors and information criterion T Ando, RS Tsay The Econometrics Journal 14 (1), 1-24, 2011 | 46 | 2011 |
| Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting A Zellner, T Ando International Journal of Forecasting 26 (2), 413-434, 2010 | 40 | 2010 |
| A simple new test for slope homogeneity in panel data models with interactive effects T Ando, J Bai Economics Letters 136, 112-117, 2015 | 37 | 2015 |
| Bayesian analysis of instrumental variable models: Acceptance-rejection within Direct Monte Carlo A Zellner, T Ando, N Baştürk, L Hoogerheide, HK Van Dijk Econometric Reviews 33 (1-4), 3-35, 2014 | 32 | 2014 |
| Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood T Ando Journal of Multivariate Analysis 100 (8), 1717-1726, 2009 | 30 | 2009 |
