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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Tsionas, Efthymios G."
~person:"Westerlund, Joakim"
~subject:"Schätztheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Statistik"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Schätztheorie
Estimation theory
77
Regression analysis
20
Regressionsanalyse
20
Technical efficiency
19
Technische Effizienz
19
Panel
18
Panel study
18
Production function
17
Produktionsfunktion
17
Estimation
14
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Bayes-Statistik
13
Bayesian inference
13
Productivity
13
Schätzung
13
Produktivität
12
Time series analysis
11
Zeitreihenanalyse
11
Einheitswurzeltest
8
Unit root test
8
Endogeneity
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Bayesian analysis
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Panel data
6
Productivity and competitiveness
6
Efficiency
5
Forecasting model
5
Markov chain
5
Markov-Kette
5
Prognoseverfahren
5
Stochastic process
5
CCE estimation
4
Factor analysis
4
Faktorenanalyse
4
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Undetermined
55
Free
4
Type of publication
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Article
77
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Aufsatz in Zeitschrift
Statistik
Article in journal
77
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Aufsatz im Buch
2
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2
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English
77
Author
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Tsionas, Efthymios G.
Westerlund, Joakim
Phillips, Peter C. B.
91
Lee, Lung-fei
65
Linton, Oliver
64
Baltagi, Badi H.
62
Li, Qi
59
Andrews, Donald W. K.
50
Newey, Whitney K.
48
Ullah, Aman
46
Su, Liangjun
44
Kumbhakar, Subal
40
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Wooldridge, Jeffrey M.
38
Pesaran, M. Hashem
37
McAleer, Michael
36
Simar, Léopold
36
Chen, Songnian
35
Parmeter, Christopher F.
34
Perron, Pierre
34
White, Halbert
34
Bera, Anil K.
33
Horowitz, Joel
33
Gouriéroux, Christian
32
Hahn, Jinyong
32
Hsiao, Cheng
31
Lütkepohl, Helmut
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Krämer, Walter
30
Chen, Xiaohong
28
Giles, David E. A.
28
Zhang, Xinyu
28
Schmidt, Peter
27
Florens, Jean-Pierre
26
Hansen, Bruce E.
26
Leybourne, Stephen James
26
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European journal of operational research : EJOR
12
Economics letters
10
Journal of econometrics
8
Oxford bulletin of economics and statistics
5
Econometric reviews
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Economic modelling
2
International journal of hospitality management
2
Journal of international financial markets, institutions & money
2
The econometrics journal
2
Applied economics
1
Computational economics
1
Economic systems research
1
European economic review : EER
1
International journal of contemporary hospitality management
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International journal of production economics
1
Journal of Asian economics
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
1
Journal of the American Statistical Association : JASA
1
Operations research
1
Southern economic journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism management : research, policies, practice
1
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ECONIS (ZBW)
77
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1
Estimation of panel data models with random interactive effects and multiple structural breaks when T is fixed
Kaddoura, Yousef
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 778-790
Persistent link: https://www.econbiz.de/10014448434
Saved in:
2
Estimating monotone concave stochastic production frontiers
Tsionas, Efthymios G.
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1403-1414
Persistent link: https://www.econbiz.de/10013539534
Saved in:
3
Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus
;
Westerlund, Joakim
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
4
,
pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
Saved in:
4
Correcting for productivity growth misspecification : a local likelihood estimation in global banking
Mamatzakis, Emmanuel C.
;
Tsionas, Efthymios G.
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2300-2316
Persistent link: https://www.econbiz.de/10014533416
Saved in:
5
A non-parametric estimation of productivity with idiosyncratic and aggregate shocks : the role of research and development (R&D) and corporate tax
Bournakis, Ioannis
;
Tsionas, Efthymios G.
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 641-671
Persistent link: https://www.econbiz.de/10014543500
Saved in:
6
Testing factors in CCE
Brown, Nicholas
;
Westerlund, Joakim
- In:
Economics letters
230
(
2023
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014460359
Saved in:
7
Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D
De Silva, Dakshina G.
;
Hubbard, Timothy P.
;
Schiller, …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 278-294
Persistent link: https://www.econbiz.de/10014428069
Saved in:
8
Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model
Tran, Kien C.
;
Tsionas, Efthymios G.
-
2023
Persistent link: https://www.econbiz.de/10014382631
Saved in:
9
Minimax regret priors for efficiency estimation
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
309
(
2023
)
3
,
pp. 1279-1285
Persistent link: https://www.econbiz.de/10014435011
Saved in:
10
Regression trees for hospitality data analysis
Tsionas, Efthymios G.
;
Assaf, A. Georges
- In:
International journal of contemporary hospitality management
35
(
2023
)
7
,
pp. 2374-2387
Persistent link: https://www.econbiz.de/10014314778
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