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subject:"Volatility"
type_genre:"Article in journal"
~person:"Otsu, Taisuke"
~person:"Tsionas, Efthymios G."
~subject:"Breakdown point"
~subject:"Nichtparametrisches Verfahren"
~subject:"Stochastic process"
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Search: subject_exact:"Estimation theory"
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Volatility
Breakdown point
Nichtparametrisches Verfahren
Stochastic process
Estimation theory
71
Schätztheorie
71
Nonparametric statistics
23
Technical efficiency
19
Technische Effizienz
19
Regression analysis
18
Regressionsanalyse
18
Production function
17
Produktionsfunktion
17
Bayes-Statistik
13
Bayesian inference
13
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12
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11
Estimation
9
Maximum likelihood estimation
8
Maximum-Likelihood-Schätzung
8
Schätzung
8
Endogeneity
7
Bayesian analysis
6
Method of moments
6
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6
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6
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5
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5
Empirical likelihood
4
Theorie
4
Theory
4
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3
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3
Causality analysis
3
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3
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3
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Article
28
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Article in journal
Aufsatz in Zeitschrift
28
Graue Literatur
23
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23
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11
Working Paper
11
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English
28
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Otsu, Taisuke
Tsionas, Efthymios G.
Linton, Oliver
37
Li, Qi
30
Su, Liangjun
22
Gao, Jiti
21
Florens, Jean-Pierre
19
Chen, Songnian
17
Chen, Xiaohong
17
Kumar, Dilip
17
Kumbhakar, Subal
17
Parmeter, Christopher F.
17
Racine, Jeffrey
17
Simar, Léopold
17
Cai, Zongwu
16
Phillips, Peter C. B.
16
Escanciano, Juan Carlos
15
Li, Degui
15
Ullah, Aman
15
Maheswaran, S.
14
Sun, Yiguo
14
Horowitz, Joel
13
Henderson, Daniel J.
12
Todorov, Viktor
12
Fan, Jianqing
11
Hoderlein, Stefan
11
Lewbel, Arthur
11
Li, Jia
11
Tauchen, George Eugene
11
White, Halbert
11
Kristensen, Dennis
10
Breunig, Christoph
9
Mammen, Enno
9
Newey, Whitney K.
9
Robinson, Peter M.
9
Van Keilegom, Ingrid
9
Xiao, Zhijie
9
Yao, Feng
9
Zhang, Xibin
9
Ai, Chunrong
8
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European journal of operational research : EJOR
7
Econometric reviews
6
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International journal of contemporary hospitality management
1
International journal of forecasting
1
International journal of hospitality management
1
Journal of econometrics
1
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ECONIS (ZBW)
28
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28
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1
Estimating density ratio of marginals to joint : applications to causal inference
Matsushita, Yukitoshi
;
Otsu, Taisuke
;
Takahata, Keisuke
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 467-481
Persistent link: https://www.econbiz.de/10014448247
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
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:
4
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:
5
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:
6
Bandwidth selection for nonparametric regression with errors-in-variables
Dong, Hao
;
Otsu, Taisuke
;
Taylor, Luke
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 393-419
Persistent link: https://www.econbiz.de/10014305525
Saved in:
7
Addressing endogeneity when estimating stochastic ray production frontiers : a Bayesian approach
Tsionas, Efthymios G.
;
Izzeldin, Marwan
;
Henningsen, Arne
; …
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
3
,
pp. 1345-1363
Persistent link: https://www.econbiz.de/10012819534
Saved in:
8
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:
9
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:
10
Nonparametric estimation of additive models with errors-in-variables
Dong, Hao
;
Otsu, Taisuke
;
Taylor, Luke
- In:
Econometric reviews
41
(
2022
)
10
,
pp. 1164-1204
Persistent link: https://www.econbiz.de/10013490701
Saved in:
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