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subject:"Volatility"
type_genre:"Article in journal"
~language:"eng"
~person:"Robinson, Peter M."
~person:"Tsionas, Efthymios G."
~person:"Van Keilegom, Ingrid"
~subject:"Nichtparametrisches Verfahren"
~subject:"Regression analysis"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Regression analysis
Estimation theory
98
Schätztheorie
98
Nonparametric statistics
32
Technical efficiency
24
Technische Effizienz
24
Production function
22
Produktionsfunktion
22
Regressionsanalyse
17
Theorie
17
Theory
17
Productivity
15
Produktivität
14
Time series analysis
14
Zeitreihenanalyse
14
Bayes-Statistik
13
Bayesian inference
13
Estimation
13
Schätzung
11
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Endogeneity
9
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Bayesian analysis
6
Efficiency
6
Markov chain
6
Markov-Kette
6
Panel
6
Panel study
6
Productivity and competitiveness
6
Stochastic process
6
Stochastischer Prozess
6
Autocorrelation
5
Autokorrelation
5
Kleinste-Quadrate-Methode
5
Least squares method
5
Räumliche Interaktion
5
Spatial interaction
5
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Undetermined
28
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Article
39
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Article in journal
Aufsatz in Zeitschrift
39
Arbeitspapier
24
Working Paper
24
Graue Literatur
23
Non-commercial literature
23
Aufsatz im Buch
3
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3
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1
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English
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Robinson, Peter M.
Tsionas, Efthymios G.
Van Keilegom, Ingrid
Linton, Oliver
43
Li, Qi
31
Phillips, Peter C. B.
28
Su, Liangjun
28
Chen, Songnian
25
Cai, Zongwu
22
Gao, Jiti
22
Parmeter, Christopher F.
22
Florens, Jean-Pierre
21
Kumbhakar, Subal
19
Racine, Jeffrey
19
Ullah, Aman
18
Chen, Xiaohong
17
Kumar, Dilip
17
Simar, Léopold
17
Sun, Yiguo
17
Li, Degui
16
Escanciano, Juan Carlos
15
Fan, Jianqing
14
Maheswaran, S.
14
Newey, Whitney K.
14
Tu, Yundong
14
White, Halbert
14
Henderson, Daniel J.
13
Horowitz, Joel
13
Lewbel, Arthur
13
Fan, Yanqin
12
Kapetanios, George
12
Todorov, Viktor
12
Westerlund, Joakim
12
Ai, Chunrong
11
Hoderlein, Stefan
11
Härdle, Wolfgang
11
Li, Jia
11
Otsu, Taisuke
11
Park, Joon Y.
11
Xiao, Zhijie
11
Chernozhukov, Victor
10
Hansen, Bruce E.
10
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Journal of econometrics
11
European journal of operational research : EJOR
6
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
International journal of hospitality management
2
Annals of economics and statistics
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
European economic review : EER
1
International journal of contemporary hospitality management
1
International journal of production economics
1
Journal of productivity analysis
1
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
1
Operations research
1
The econometrics journal
1
Tourism management : research, policies, practice
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ECONIS (ZBW)
39
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1
Inference in the nonparametric stochastic frontier model
Parmeter, Christopher F.
;
Simar, Léopold
;
Van …
- In:
Econometric reviews
43
(
2024
)
7
,
pp. 518-539
Persistent link: https://www.econbiz.de/10014551827
Saved in:
2
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:
3
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
Saved in:
4
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:
5
Nonparametric panel data regression with parametric cross-sectional dependence
Soberon, Alexandra
;
Rodríguez Poo, Juan Manuel
; …
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10012878897
Saved in:
6
Efficiency estimation using probabilistic regression trees with an application to Chilean manufacturing industries
Tsionas, Efthymios G.
- In:
International journal of production economics
249
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013337283
Saved in:
7
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:
8
Efficient semiparametric copula estimation of regression models with endogeneity
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 485-504
Persistent link: https://www.econbiz.de/10013364891
Saved in:
9
Estimation of large dimensional time varying VARs using copulas
Tsionas, Efthymios G.
;
Izzeldin, Marwan
;
Trapani, Lorenzo
- In:
European economic review : EER
141
(
2022
),
pp. 1-34
Persistent link: https://www.econbiz.de/10013348585
Saved in:
10
Estimation of semi- and nonparametric stochastic frontier models with endogenous regressors
Prokhorov, Artem
;
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
6
,
pp. 3043-3068
Persistent link: https://www.econbiz.de/10012585764
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