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Importance sampling from posterior distributions using copula-like approximations
Dellaportas, Petros; Tsionas, Efthymios G. - In: Journal of econometrics 210 (2019) 1, pp. 45-57
Persistent link: https://www.econbiz.de/10012303370
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Quantile stochastic frontiers
Tsionas, Efthymios G. - In: European journal of operational research : EJOR 282 (2020) 3, pp. 1177-1184
Persistent link: https://www.econbiz.de/10012161889
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Bayesian analysis of integration at different frequencies in quarterly data
Amisano, Gianni - 1994
Persistent link: https://www.econbiz.de/10000894623
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Bayesian estimation of agent-based models
Grazzini, Jakob; Richiardi, Matteo; Tsionas, Efthymios G. - 2015
Persistent link: https://www.econbiz.de/10011415798
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DSGE model-based forecasting
Del Negro, Marco; Schorfheide, Frank - 2013
Persistent link: https://www.econbiz.de/10011506990
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Online estimation of DSGE models
Cai, Michael; Del Negro, Marco; Herbst, Edward P.; … - 2019
This paper illustrates the usefulness of sequential Monte Carlo (SMC) methods in approximating DSGE model posterior distributions. We show how the tempering schedule can be chosen adaptively, explore the benefits of an SMC variant we call generalized tempering for "online" estimation, and...
Persistent link: https://www.econbiz.de/10012038824
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Bayesian inference in threshold stochastic frontier models
Tsionas, Efthymios G.; Tran, Kien C.; Michaēlidēs, … - In: Empirical economics : a journal of the Institute for … 56 (2019) 2, pp. 399-422
Persistent link: https://www.econbiz.de/10012041652
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A Bayesian approach to continuous type principal-agent problems
Assaf, A. Georges; Bu, Ruijun; Tsionas, Efthymios G. - In: European journal of operational research : EJOR 280 (2020) 3, pp. 1188-1192
Persistent link: https://www.econbiz.de/10012132531
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Modeling and forecasting regional tourism demand using the Bayesian global vector autoregressive (BGVAR) model
Assaf, A. Georges; Li, Gang; Song, Haiyan; Tsionas, … - In: Journal of travel research : a quarterly publication of … 58 (2019) 3, pp. 383-397
Persistent link: https://www.econbiz.de/10011982830
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Multi-objective optimization using statistical models
Tsionas, Efthymios G. - In: European journal of operational research : EJOR 276 (2019) 1, pp. 364-378
Persistent link: https://www.econbiz.de/10011997890