3 papers
stat.ME2026
Quantile Vector Autoregression without Crossing
Tomohiro Ando, Tadao Hoshino, Ruey Tsay
This paper considers estimation and model selection of quantile vector autoregression (QVAR). Conventional quantile regression often yields undesirable crossing quantile curves, vi…
stat.ME2025
Dynamic Network Autoregressive Models for Functional Panel Data
Tomohiro Ando, Tadao Hoshino
This study proposes a novel functional dynamic network autoregressive framework for analyzing network and dynamic interactions of functional outcomes in panel data settings. In thi…
econ.EM2024
Functional Spatial Autoregressive Models
Tadao Hoshino
This study introduces a novel spatial autoregressive model in which the dependent variable is a function that may exhibit functional autocorrelation with the outcome functions of n…