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isPartOf:"Journal of productivity analysis"
type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~subject:"Prognoseverfahren"
~subject:"Technical efficiency"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Technical efficiency
Estimation theory
135
Schätztheorie
135
Theorie
46
Theory
46
Estimation
39
Schätzung
38
Technische Effizienz
32
Production function
25
Produktionsfunktion
25
Nichtparametrisches Verfahren
21
Nonparametric statistics
21
Portfolio selection
18
Portfolio-Management
18
USA
14
United States
14
Volatility
13
Volatilität
13
Efficiency
12
Stochastic process
12
Stochastischer Prozess
12
Time series analysis
11
Zeitreihenanalyse
11
Effizienz
10
Forecasting model
10
ARCH model
9
ARCH-Modell
9
Börsenkurs
9
Correlation
9
Korrelation
9
Regression analysis
9
Regressionsanalyse
9
Share price
9
Statistical distribution
9
Statistische Verteilung
9
Credit risk
8
Kreditrisiko
8
Risikomaß
8
Risk measure
8
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Undetermined
14
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Article
40
Book / Working Paper
1
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Article in journal
Aufsatz in Zeitschrift
41
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Systematic review
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Übersichtsarbeit
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English
41
Author
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Schmidt, Peter
4
Simar, Léopold
4
Zelenyuk, Valentin
3
Amsler, Christine Elaine
2
Feng, Guohua
2
Greene, William H.
2
Griffiths, William E.
2
Parmeter, Christopher F.
2
Wikström, Daniel
2
Akhavein, Jalal D.
1
Amjath-Babu, T.S.
1
Aravindakshan, Sreejith
1
Battese, George Edward
1
Brailsford, Timothy J.
1
Cenedese, Gino
1
Chen, Kuan-chen
1
Chung, Ming-tai
1
Clements, Adam
1
Diewert, Walter E.
1
Dumont, Michel
1
Faff, Robert W.
1
Fenech, Jean-Pierre
1
Fox, Kevin J.
1
Gao, Jiti
1
Golosnoy, Vasyl
1
Hajargasht, Gholamreza
1
Hall, Peter
1
Hamid, Alain
1
Hartmann-Wendels, Thomas
1
Henningsen, Arne
1
Henningsen, Géraldine
1
Hill, Robert J.
1
Huang, Tai-hsin
1
Härdle, Wolfgang
1
Jensen, Uwe
1
Kim, Yangseon
1
Krupnik, Timothy J.
1
Lai, Hung-Pin
1
Lai, Hung-pin
1
Leonard, Michael
1
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Institution
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Research Workshop on State of the Art and Future Research in Efficiency Analysis <2001, Odense>
1
Published in...
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Journal of productivity analysis
Journal of banking & finance
International journal of forecasting
113
Journal of econometrics
88
Journal of forecasting
71
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
European journal of operational research : EJOR
41
Economics letters
40
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Empirical economics : a quarterly journal of the Institute for Advanced Studies
16
Econometric reviews
15
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
15
Journal of the American Statistical Association : JASA
14
The econometrics journal
14
Applied economics
13
Insurance / Mathematics & economics
12
Econometric theory
11
Journal of empirical finance
11
Economic modelling
10
Finance research letters
10
Computational economics
9
Quantitative finance
9
Astin bulletin : the journal of the International Actuarial Association
8
Journal of applied econometrics
8
Journal of financial econometrics
8
Journal of quantitative economics : official journal of the Indian Econometric Society
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Applied economics letters
7
International Journal of Energy Economics and Policy : IJEEP
7
International journal of production economics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of macroeconomics
7
Journal of quantitative economics
7
Journal of risk and financial management : JRFM
7
Journal of the Operational Research Society
7
Journal of the Operational Research Society : OR
7
Risks : open access journal
7
Journal of time series econometrics
6
Omega : the international journal of management science
6
Oxford bulletin of economics and statistics
6
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ECONIS (ZBW)
41
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1
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
2
Local logit regression for loan recovery rate
Sopitpongstorn, Nithi
;
Silvapulle, Paramsothy
;
Gao, Jiti
; …
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012820172
Saved in:
3
A practical guide to harnessing the HAR volatility model
Clements, Adam
;
Preve, Daniel P. A.
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013256626
Saved in:
4
Estimation of inefficiency in stochastic frontier models : a Bayesian kernel approach
Feng, Guohua
;
Wang, Chuan
;
Zhang, Xibin
- In:
Journal of productivity analysis
51
(
2019
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012305574
Saved in:
5
Model averaging estimators for the stochastic frontier model
Parmeter, Christopher F.
;
Wan, Alan T. K.
;
Zhang, Xinyu
- In:
Journal of productivity analysis
51
(
2019
)
2/3
,
pp. 91-103
Persistent link: https://www.econbiz.de/10012305597
Saved in:
6
Estimation of the two-tiered stochastic frontier model with the scaling property
Parmeter, Christopher F.
- In:
Journal of productivity analysis
49
(
2018
)
1
,
pp. 37-47
Persistent link: https://www.econbiz.de/10012005034
Saved in:
7
Application of a bias-corrected meta-frontier approach and an endogenous switching regression to analyze the technical efficiency of conservation tillage for wheat in South Asia
Aravindakshan, Sreejith
;
Rossi, Frederick
;
Amjath-Babu, T.S.
- In:
Journal of productivity analysis
49
(
2018
)
2/3
,
pp. 153-171
Persistent link: https://www.econbiz.de/10012005078
Saved in:
8
Estimation and testing of stochastic frontier models using variational Bayes
Hajargasht, Gholamreza
;
Griffiths, William E.
- In:
Journal of productivity analysis
50
(
2018
)
1/2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012005105
Saved in:
9
Nonparametric least squares methods for stochastic frontier models
Simar, Léopold
;
Van Keilegom, Ingrid
;
Zelenyuk, Valentin
- In:
Journal of productivity analysis
47
(
2017
)
3
,
pp. 189-204
Persistent link: https://www.econbiz.de/10011878343
Saved in:
10
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
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