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Bayesian estimation of NIG-parameters by Markov Chain Monte Carlo Methods
Lillestøl, Jostein - 2000
The Normal Inverse Gaussian (NIG) distribution recently introduced by Barndorff-Nielsen (1997) is a promising alternative for modelling financial data exhibiting skewness and fat tails. In this paper we explore the Bayesian estimation of NIG-parameters by Markov Chain Monte Carlo Methods.
Persistent link: https://www.econbiz.de/10010310281
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Comparison of stochastic frontier models using the Hyvärinen factor
Tsionas, Efthymios G. - In: Economics letters 202 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012607224
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Random and Markov switching exponential smoothing models
Tsionas, Mike G. - In: Technological forecasting & social change : an … 174 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013205414
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Constraints in models of production and cost via slack-based measures
Khan, Caroline; Tsionas, Efthymios G. - In: Empirical economics : a quarterly journal of the … 61 (2021) 6, pp. 3347-3374
Persistent link: https://www.econbiz.de/10012664806
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Endogeneity in multiple output production : evidence from the US hotel industry
Assaf, A. Georges; Atkinson, Scott Estes; Tsionas, … - In: Tourism management : research, policies, practice 80 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012237353
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Quantile stochastic frontier models with endogeneity
Tsionas, Efthymios G.; Assaf, A. Georges; … - In: Economics letters 188 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012227857
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On the estimation of total factor productivity : a novel Bayesian non-parametric approach
Tsionas, Efthymios G.; Polemis, Michael - In: European journal of operational research : EJOR 277 (2019) 3, pp. 886-902
Persistent link: https://www.econbiz.de/10012102208
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Multivariate dependence analysis via tree copula models : an application to one-year forward energy contracts
Bassetti, Federico; De Giuli, Maria Elena; Nicolino, Enrica - In: European journal of operational research : EJOR 269 (2018) 3, pp. 1107-1121
Persistent link: https://www.econbiz.de/10011866878
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Mixed marginal copula modeling
Gunawan, David; Khaled, Mohamad A.; Kohn, Robert - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 137-147
Persistent link: https://www.econbiz.de/10012179532
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Bayesian item response analysis of method-of-payment habits in banking surveys
Muthukumarana, Saman; Vincent, Kyle; Tichon, Jenna G. - In: Journal of mathematical finance 9 (2019) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10012116653