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Measuring human development : a stochastic dominance approach

Pinar, Mehmet; Stengos, Thanasēs; Topaloglou, Nikolas - 2012

Persistent link: https://www.econbiz.de/10009571564

Testing for bivariate stochastic dominance using inequality restrictions

Stengos, Thanasēs; Thompson, Brennan S. - 2011

Persistent link: https://www.econbiz.de/10009155969

An environmental degradation index based on stochastic dominance

Agliardi, Elettra; Pinar, Mehmet; Stengos, Thanasēs - In: Empirical economics : a journal of the Institute for … 48 (2015) 1, pp. 439-459

Persistent link: https://www.econbiz.de/10011288489

A sovereign risk index for the Eurozone based on stochastic dominance

Agliardi, Elettra; Pinar, Mehmet; Stengos, Thanasēs - In: Finance research letters 11 (2014) 4, pp. 375-384

Persistent link: https://www.econbiz.de/10011300439

Measuring human development: a stochastic dominance approach

Pinar, Mehmet; Stengos, Thanasēs; Topaloglou, Nikolas - In: Journal of economic growth 18 (2013) 1, pp. 69-108

Persistent link: https://www.econbiz.de/10009732439

A new country risk index for emerging markets : a stochastic dominance approach

Agliardi, Elettra; Agliardi, Rosella; Pinar, Mehmet; … - In: Journal of empirical finance 19 (2012) 5, pp. 741-761

Persistent link: https://www.econbiz.de/10009700593

Testing for bivariate stochastic dominance using inequality restrictions

Stengos, Thanasēs; Thompson, Brennan S. - In: Economics letters 115 (2012) 1, pp. 60-62

Persistent link: https://www.econbiz.de/10009615322

Estimation and inference for the threshold model with hybrid stochastic local unit root regressors

Chen, Chaoyi; Stengos, Thanasēs - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-15

In this paper, we study the estimation and inference of the threshold model with hybrid local stochastic unit root regressors. Our main contribution is to propose an estimator that generalizes the threshold model with various forms of nonstationary regressors and to obtain its limiting...

Persistent link: https://www.econbiz.de/10013273589

A general model for financial crises : an application to eurozone crisis

Yener, Haluk; Soybilgen, Barış; Stengos, Thanasēs - In: International review of economics & finance : IREF 70 (2020), pp. 202-229

Persistent link: https://www.econbiz.de/10012486786

Quantile forecast combination using stochastic dominance

Pinar, Mehmet; Stengos, Thanasēs; Yazgan, Mustafa Ege - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1717-1755

Persistent link: https://www.econbiz.de/10011950307