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~language:"eng"
~person:"Elliott, Robert J."
~person:"Krolzig, Hans-Martin"
~person:"Tsionas, Efthymios G."
~subject:"Markov-Kette"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
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Markov-Kette
Schätztheorie
Theorie
150
Theory
150
Technical efficiency
89
Technische Effizienz
89
Bayes-Statistik
72
Bayesian inference
72
Markov chain
70
Estimation theory
54
Estimation
43
Productivity
42
Schätzung
42
Produktivität
40
Stochastic process
40
Stochastischer Prozess
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Bank
35
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34
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Option pricing theory
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Optionspreistheorie
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Elliott, Robert J.
Krolzig, Hans-Martin
Tsionas, Efthymios G.
Phillips, Peter C. B.
91
Lee, Lung-fei
65
Linton, Oliver
65
Baltagi, Badi H.
64
Li, Qi
59
Andrews, Donald W. K.
50
Newey, Whitney K.
48
Su, Liangjun
46
Ullah, Aman
46
Kumbhakar, Subal
44
Gao, Jiti
39
Robinson, Peter M.
39
Ohtani, Kazuhiro
38
McAleer, Michael
37
Pesaran, M. Hashem
37
Wooldridge, Jeffrey M.
37
Lütkepohl, Helmut
36
Chen, Songnian
35
Simar, Léopold
35
Horowitz, Joel
34
Parmeter, Christopher F.
34
Perron, Pierre
34
Siu, Tak Kuen
34
White, Halbert
34
Bera, Anil K.
33
Hahn, Jinyong
33
Hsiao, Cheng
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Gouriéroux, Christian
29
Chen, Xiaohong
28
Florens, Jean-Pierre
28
Giles, David E. A.
28
Krämer, Walter
28
Westerlund, Joakim
28
Zhang, Xinyu
28
Koop, Gary
27
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European journal of operational research : EJOR
18
International journal of theoretical and applied finance
11
Economics letters
8
Annals of finance
5
Journal of econometrics
5
Journal of economic dynamics & control
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
Applied mathematical finance
3
Econometric reviews
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of finance & economics : IJFE
2
International journal of forecasting
2
International journal of hospitality management
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
The journal of futures markets
2
Tourism management : research, policies, practice
2
Vierteljahrshefte zur Wirtschaftsforschung
2
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Applied economics
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Asia-Pacific financial markets
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IMA journal of management mathematics
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Insurance / Mathematics & economics
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International journal of contemporary hospitality management
1
International journal of financial engineering and risk management
1
International journal of production economics
1
International journal of theoretical and applied finance : IJTAF
1
Journal of productivity analysis : an official journal of the International Society for Efficiency and Productivity Analysis
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
1
Journal of the American Statistical Association : JASA
1
Managerial finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
117
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1
Correcting for productivity growth misspecification : a local likelihood estimation in global banking
Mamatzakis, Emmanuel C.
;
Tsionas, Efthymios G.
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 2300-2316
Persistent link: https://www.econbiz.de/10014533416
Saved in:
2
A non-parametric estimation of productivity with idiosyncratic and aggregate shocks : the role of research and development (R&D) and corporate tax
Bournakis, Ioannis
;
Tsionas, Efthymios G.
- In:
Oxford bulletin of economics and statistics
86
(
2024
)
3
,
pp. 641-671
Persistent link: https://www.econbiz.de/10014543500
Saved in:
3
Bayesian learning in performance : is there any?
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 263-282
Persistent link: https://www.econbiz.de/10014336445
Saved in:
4
Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D
De Silva, Dakshina G.
;
Hubbard, Timothy P.
;
Schiller, …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 278-294
Persistent link: https://www.econbiz.de/10014428069
Saved in:
5
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
6
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:
7
Minimax regret priors for efficiency estimation
Tsionas, Efthymios G.
- In:
European journal of operational research : EJOR
309
(
2023
)
3
,
pp. 1279-1285
Persistent link: https://www.econbiz.de/10014435011
Saved in:
8
Proxy variable estimation of productivity and efficiency
Tsionas, Efthymios G.
;
Kumbhakar, Subal
- In:
Southern economic journal
89
(
2023
)
3
,
pp. 885-923
Persistent link: https://www.econbiz.de/10014309037
Saved in:
9
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:
10
Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model
Tran, Kien C.
;
Tsionas, Efthymios G.
-
2023
Persistent link: https://www.econbiz.de/10014382631
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