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subject:"Volatility"
type_genre:"Article in journal"
~person:"Robinson, Peter M."
~person:"Tsionas, Efthymios G."
~person:"Van Keilegom, Ingrid"
~subject:"Nichtparametrisches Verfahren"
~subject:"Panel"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Panel
Estimation theory
96
Schätztheorie
96
Nonparametric statistics
31
Technical efficiency
23
Technische Effizienz
23
Production function
21
Produktionsfunktion
21
Regression analysis
17
Regressionsanalyse
17
Theorie
17
Theory
17
Time series analysis
14
Zeitreihenanalyse
14
Bayes-Statistik
13
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13
Estimation
13
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13
Produktivität
12
Schätzung
11
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
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9
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7
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7
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6
Markov chain
6
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6
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5
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5
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5
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Least squares method
5
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Article in journal
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34
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Working Paper
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Robinson, Peter M.
Tsionas, Efthymios G.
Van Keilegom, Ingrid
Baltagi, Badi H.
36
Linton, Oliver
36
Su, Liangjun
34
Li, Qi
31
Gao, Jiti
27
Kumbhakar, Subal
23
Florens, Jean-Pierre
19
Phillips, Peter C. B.
19
Westerlund, Joakim
19
Chen, Songnian
18
Chen, Xiaohong
17
Kumar, Dilip
17
Parmeter, Christopher F.
17
Racine, Jeffrey
17
Cai, Zongwu
16
Hsiao, Cheng
16
Lee, Lung-fei
16
Simar, Léopold
16
Bai, Jushan
15
Li, Degui
15
Ullah, Aman
15
Ai, Chunrong
14
Jochmans, Koen
14
Maheswaran, S.
14
Sun, Yiguo
14
Escanciano, Juan Carlos
13
Hahn, Jinyong
13
Horowitz, Joel
13
Henderson, Daniel J.
12
Peng, Bin
12
Todorov, Viktor
12
Yu, Jihai
12
Fan, Jianqing
11
Hayakawa, Kazuhiko
11
Hoderlein, Stefan
11
Lewbel, Arthur
11
Li, Jia
11
Lu, Xun
11
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Journal of econometrics
12
European journal of operational research : EJOR
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Econometric reviews
2
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 productivity analysis
1
Operations research
1
The econometrics journal
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ECONIS (ZBW)
34
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1
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:
2
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:
3
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:
4
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:
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
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:
7
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:
8
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
Saved in:
9
Estimation for dynamic panel data with individual effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Econometric theory
36
(
2020
)
2
,
pp. 185-222
Persistent link: https://www.econbiz.de/10012193732
Saved in:
10
Asymptotic theory for time series with changing mean and variance
Dalla, Violetta
;
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10012483387
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