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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:"Schätzung"
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Search: subject_exact:"Estimation theory"
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Volatility
Nichtparametrisches Verfahren
Schätzung
Estimation theory
99
Schätztheorie
99
Nonparametric statistics
33
Technical efficiency
24
Technische Effizienz
24
Production function
22
Produktionsfunktion
22
Regression analysis
17
Regressionsanalyse
17
Theorie
17
Theory
17
Productivity
15
Produktivität
14
Time series analysis
14
Zeitreihenanalyse
14
Bayes-Statistik
13
Bayesian inference
13
Estimation
13
Endogeneity
10
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
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
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5
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30
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Article
39
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Article in journal
Aufsatz in Zeitschrift
39
Arbeitspapier
26
Working Paper
26
Graue Literatur
25
Non-commercial literature
25
Aufsatz im Buch
2
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2
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English
39
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Robinson, Peter M.
Tsionas, Efthymios G.
Van Keilegom, Ingrid
Linton, Oliver
38
Li, Qi
33
Su, Liangjun
28
Gao, Jiti
24
Kumbhakar, Subal
23
Florens, Jean-Pierre
20
Racine, Jeffrey
20
Parmeter, Christopher F.
19
Cai, Zongwu
18
Chen, Xiaohong
18
Chen, Songnian
17
Kumar, Dilip
17
Phillips, Peter C. B.
17
Simar, Léopold
17
Escanciano, Juan Carlos
15
Li, Degui
15
Maheswaran, S.
15
Sun, Yiguo
15
Ullah, Aman
15
Henderson, Daniel J.
14
Horowitz, Joel
13
Lewbel, Arthur
13
Li, Jia
13
Tauchen, George Eugene
13
Fan, Jianqing
12
Hsiao, Cheng
12
Todorov, Viktor
12
White, Halbert
12
Fan, Yanqin
11
Hoderlein, Stefan
11
Jochmans, Koen
11
Kapetanios, George
11
Kristensen, Dennis
11
Lu, Xun
11
Yao, Feng
11
Ai, Chunrong
10
Martins-Filho, Carlos
10
Otsu, Taisuke
10
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Journal of econometrics
10
European journal of operational research : EJOR
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric reviews
3
Econometric theory
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Annals of economics and statistics
1
Computational economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European economic review : EER
1
International journal of contemporary hospitality management
1
International journal of forecasting
1
International journal of hospitality management
1
Journal of productivity analysis
1
Operations research
1
The econometrics journal
1
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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
Instrumental variable estimation of dynamic treatment effects on a duration outcome
Beyhum, Jad
;
Centorrino, Samuele
;
Florens, Jean-Pierre
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 732-742
Persistent link: https://www.econbiz.de/10015053449
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
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:
6
Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure
Bertsatos, Georgios
;
Sakellarēs, Plutarchos
;
Tsionas, …
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
2
,
pp. 605-634
Persistent link: https://www.econbiz.de/10012819488
Saved in:
7
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:
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
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
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