News:
I will be Co-Chairing the 4th International Conference on Econometrics and Statistics (EcoSta 2020), will take place at the Yonsei University, Seoul, South Korea, 20-22 July 2020.


1. Short biography
Tomohiro Ando is an Associate Professor of Management at Melbourne Business School, University of Melbourne. He teaches for business professionals, Senior 
Executive MBA, Executive MBA, full-time MBA and Master of Business Analytics students.


2. List of selected publication: Here 
    Google Scholar: Here

3. Selected recent papers: 

Ando, T. and Li, K.-C. (2017) A weight-relaxed model averaging approach for high-dimensional generalized linear models. Annals of Statistics45, 2654-2679.

Ando, T. and Bai, J. (
2017) Clustering huge number of financial time series. Journal of the American Statistical Association, 112, 1182-1198
.

Ando, T. and Bai, J. (2018) Quantile co-movement in financial markets Journal of the American Statistical Association, forthcoming. 

4. Selected w
orking papers: 
- (With Lu, L.) A spatial panel quantile model with unobserved heterogeneity (2018) Revised and re-submitted

- (With Greenwood-Nimmo, M and Shin Y.) Quantile contentedness: Modelling Tail Behaviour in the Topology of Financial Networks (2017). Revised and re-submitted.
Listed on SSRN's Top Ten download list for: Econometrics: Single Equation Models

- (With Bai, J.) Large scale panel logistic regressions with unobserved heterogeneity Revised and re-submitted. 

- (With Bai, J.) Nonlinear panel data models with grouped patterns of unobserved heterogeneity (2018). 

- (With Li, K.-C.) 
A simplex-embedding approach to non-crossing quantile regression under model misspecification and high dimensionality (2018).