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subject:"Volatility"
type_genre:"Article in journal"
~person:"Kristensen, Dennis"
~person:"Robinson, Peter M."
~person:"Tsionas, Efthymios G."
~person:"Van Keilegom, Ingrid"
~subject:"Nichtparametrisches Verfahren"
~subject:"Spatial interaction"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Spatial interaction
Estimation theory
118
Schätztheorie
118
Nonparametric statistics
40
Technical efficiency
24
Technische Effizienz
24
Production function
22
Produktionsfunktion
22
Time series analysis
19
Zeitreihenanalyse
19
Estimation
17
Regression analysis
17
Regressionsanalyse
17
Theorie
17
Theory
17
Productivity
15
Schätzung
15
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14
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14
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14
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
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10
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9
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8
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ARCH-Modell
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Bayesian analysis
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45
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Article in journal
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45
Arbeitspapier
32
Working Paper
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Graue Literatur
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45
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Kristensen, Dennis
Robinson, Peter M.
Tsionas, Efthymios G.
Van Keilegom, Ingrid
Linton, Oliver
37
Li, Qi
30
Lee, Lung-fei
24
Su, Liangjun
22
Florens, Jean-Pierre
19
Gao, Jiti
19
Kumbhakar, Subal
18
Parmeter, Christopher F.
18
Chen, Songnian
17
Chen, Xiaohong
17
Kumar, Dilip
17
Racine, Jeffrey
17
Simar, Léopold
17
Cai, Zongwu
16
Sun, Yiguo
15
Li, Degui
14
Maheswaran, S.
14
Ullah, Aman
14
Escanciano, Juan Carlos
13
Horowitz, Joel
13
Henderson, Daniel J.
12
Phillips, Peter C. B.
12
Todorov, Viktor
12
Fan, Jianqing
11
Hoderlein, Stefan
11
Lewbel, Arthur
11
Li, Jia
11
White, Halbert
11
Baltagi, Badi H.
10
Otsu, Taisuke
10
Tauchen, George Eugene
10
Yao, Feng
10
Ai, Chunrong
9
Breunig, Christoph
9
Mammen, Enno
9
Newey, Whitney K.
9
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Journal of econometrics
17
European journal of operational research : EJOR
6
The econometrics journal
4
Econometric reviews
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric theory
2
Annals of economics and statistics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of contemporary hospitality management
1
International journal of hospitality management
1
Journal of empirical finance
1
Journal of financial economics
1
Journal of productivity analysis
1
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ECONIS (ZBW)
45
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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
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:
7
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:
8
Diffusion copulas : identification and estimation
Bu, Ruijun
;
Hadri, Kaddour
;
Kristensen, Dennis
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 616-643
Persistent link: https://www.econbiz.de/10012619252
Saved in:
9
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
Saved in:
10
Testing moderation effects using non-parametric regressions
Assaf, A. Georges
;
Tsionas, Efthymios G.
; …
- In:
International journal of hospitality management
86
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012241524
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