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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Bayesian inference"
~subject:"Productivity"
~type_genre:"Government document"
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Search: subject_exact:"Estimation theory"
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Volatility
Bayesian inference
Productivity
Estimation theory
179
Schätztheorie
179
Technical efficiency
32
Technische Effizienz
32
Regression analysis
29
Regressionsanalyse
29
Production function
28
Produktionsfunktion
28
Mathematical programming
25
Mathematische Optimierung
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Nichtparametrisches Verfahren
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Maximum-Likelihood-Schätzung
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Article in journal
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Tsionas, Efthymios G.
6
Kumbhakar, Subal
2
Andreeva, Galina
1
Badescu, Alexandru
1
Banker, Rajiv D.
1
Bodnar, Taras
1
Borovkova, Svetlana
1
Brandão, Luiz Eduardo Teixeira
1
Cave, Joshua
1
Chaudhuri, Kausik
1
Chen, Xun C.
1
Crook, Jonathan N.
1
Dang, Chuangyin
1
Dyer, James S.
1
Elliott, Robert J.
1
Emvalomatis, Grigorios
1
Fouskakis, D.
1
Ge, Wenxiu
1
Hahn, Warren J.
1
Heidergott, Bernd
1
Johnson, Andrew L.
1
Kharroubi, Samer A.
1
Lee, Yong Woong
1
Mallick, Sushanta Kumar
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Mazur, Stepan
1
McCabe, Christopher
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Meng, Xiaochun
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Morita, Hiroshi
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Musal, R. Muzaffer
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Natarajan, Ram
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Okhrin, Yarema
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Polemis, Michael
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Preciado Arreola, José Luis
1
Rösch, Daniel
1
Scheule, Harald
1
Shiraya, Kenichiro
1
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European journal of operational research : EJOR
Journal of econometrics
168
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economics letters
38
Econometric reviews
34
Economic modelling
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
26
International journal of forecasting
25
Journal of empirical finance
23
The econometrics journal
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Econometrics : open access journal
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Econometric theory
18
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18
Finance research letters
17
Journal of the American Statistical Association : JASA
17
Journal of applied econometrics
16
Journal of forecasting
16
Applied economics
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of banking & finance
15
Journal of financial econometrics
14
Quantitative economics : QE ; journal of the Econometric Society
14
Computational economics
13
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
International journal of theoretical and applied finance
13
Journal of economic dynamics & control
13
Journal of quantitative economics
13
Journal of risk and financial management : JRFM
12
The North American journal of economics and finance : a journal of financial economics studies
12
Applied economics letters
11
Journal of productivity analysis
11
Insurance / Mathematics & economics
9
International journal of economics and financial issues : IJEFI
9
Finance and stochastics
8
Journal of mathematical finance
8
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
8
Risks : open access journal
8
Statistics in transition : an international journal of the Polish Statistical Association
8
Central European journal of economic modelling and econometrics
7
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23
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1
Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
2
Joint production in stochastic non-parametric envelopment of data with firm-specific directions
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
307
(
2023
)
3
,
pp. 1336-1347
Persistent link: https://www.econbiz.de/10014282988
Saved in:
3
Dynamic firm performance and estimator choice : a comparison of dynamic panel data estimators
Cave, Joshua
;
Chaudhuri, Kausik
;
Kumbhakar, Subal
- In:
European journal of operational research : EJOR
307
(
2023
)
1
,
pp. 447-467
Persistent link: https://www.econbiz.de/10014293030
Saved in:
4
Assessing the impact of jumps in an option pricing model : a gradient estimation approach
Volk-Makarewicz, Warren
;
Borovkova, Svetlana
; …
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 740-751
Persistent link: https://www.econbiz.de/10013206895
Saved in:
5
Convex non-parametric least squares, causal structures and productivity
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
303
(
2022
)
1
,
pp. 370-387
Persistent link: https://www.econbiz.de/10013363921
Saved in:
6
A generalized true random-effects model with spatially autocorrelated persistent and transient inefficiency
Skevas, Ioannis
;
Skevas, Theodoros
- In:
European journal of operational research : EJOR
293
(
2021
)
3
,
pp. 1131-1142
Persistent link: https://www.econbiz.de/10012533813
Saved in:
7
Improving finite sample approximation by central limit theorems for estimates from Data Envelopment Analysis
Simar, Léopold
;
Zelenyuk, Valentin
- In:
European journal of operational research : EJOR
284
(
2020
)
3
,
pp. 1002-1015
Persistent link: https://www.econbiz.de/10012238931
Saved in:
8
Estimating stochastic production frontiers : a one-stage multivariate semiparametric Bayesian concave regression method
Preciado Arreola, José Luis
;
Johnson, Andrew L.
;
Chen, …
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 699-711
Persistent link: https://www.econbiz.de/10012293942
Saved in:
9
Reducing estimation risk using a Bayesian posterior distribution approach : application to stress testing mortgage loan default
Wang, Zheqi
;
Crook, Jonathan N.
;
Andreeva, Galina
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 725-738
Persistent link: https://www.econbiz.de/10012293945
Saved in:
10
On the estimation of technical and allocative efficiency in a panel stochastic production frontier system model : some new formulations and generalizations
Kumbhakar, Subal
;
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
287
(
2020
)
2
,
pp. 762-775
Persistent link: https://www.econbiz.de/10012293949
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