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~person:"Stengos, Thanasis"
~source:"repec"
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Search: subject:"stochastic dominance"
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Nonparametric Stochastic Dominance
8
Mixed Integer Programming
7
Human Development Index
3
Stochastic dominance
3
Emissions
2
Environmental Quality
2
Eurozone
2
Forecast combinations
2
Nonparametric stochastic dominance
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2
inequality restrictions
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multidimensional welfare
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Forecast combination puzzle
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Stengos, Thanasis
Duclos, Jean-Yves
49
Makdissi, Paul
34
Wong, Wing-Keung
33
Maasoumi, Esfandiar
16
McAleer, Michael
16
Pinar, Mehmet
11
Lean, Hooi Hooi
10
Post, G.T.
10
Post, Post, G.T.
10
Araar, Abdelkrim
9
Eeckhoudt, Louis
9
Mussard, Stéphane
9
Wodon, Quentin
9
Guo, Xu
8
Trannoy, Alain
8
Zhu, Lixing
8
Clark, Ephraim
7
Dahl, Bruce L.
7
Davidson, Russell
7
Lefranc, Arnaud
7
Samson, Anne-Laure
7
Wilson, William W.
7
Younger, Stephen D.
7
Dormont, Brigitte
6
Kuosmanen, Timo
6
Levy, Haim
6
MOYES, Patrick
6
Post, Thierry
6
Agliardi, Elettra
5
Blowes, Anita
5
Dentcheva, Darinka
5
Denuit, Michel
5
Fleming, Euan M.
5
Jokung, Octave
5
Kassie, Menale
5
Millimet, Daniel
5
Pistolesi, Nicolas
5
Shalit, Haim
5
Voia, Marcel
5
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Rimini Centre for Economic Analysis (RCEA)
6
Department of Economics and Finance, College of Business and Economics
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6
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ECONIS (ZBW)
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1
A Sovereign Risk Index for the Eurozone Based on
Stochastic
Dominance
Agliardi, Elettra
;
Pinar, Mehmet
;
Stengos, Thanasis
-
Rimini Centre for Economic Analysis (RCEA)
-
2013
consistent tests for
stochastic
dominance
efficiency. The test statistics and the estimators are computed using mixed integer …
Persistent link: https://www.econbiz.de/10010717643
Saved in:
2
A New Index of Environmental Quality Based on Greenhouse Gas Emissions
Agliardi, Elettra
;
Pinar, Mehmet
;
Stengos, Thanasis
-
Rimini Centre for Economic Analysis (RCEA)
-
2013
) emissions for different countries using an approach that relies on consistent tests for
stochastic
dominance
(SD) efficiency …
Persistent link: https://www.econbiz.de/10010607398
Saved in:
3
Is there an Optimal Forecast Combination? A
Stochastic
Dominance
Approach to Forecast Combination Puzzle
Pinar, Mehmet
;
Stengos, Thanasis
;
Yazgan, M. Ege
-
Rimini Centre for Economic Analysis (RCEA)
-
2012
stochastic
dominance
(SD) analysis with differential forecast weights. For the optimal (worst) forecast combination, this index …
Persistent link: https://www.econbiz.de/10010551742
Saved in:
4
Measuring human development: a
stochastic
dominance
approach
Pinar, Mehmet
;
Stengos, Thanasis
;
Topaloglou, Nikolas
-
Department of Economics and Finance, College of …
-
2012
equally-weighted Human Development Index (HDI) using an approach that relies on consistent tests for
stochastic
dominance
…
Persistent link: https://www.econbiz.de/10010554715
Saved in:
5
Measuring Human Development: A
Stochastic
Dominance
Approach
Pinar, Mehmet
;
Stengos, Thanasis
;
Topaloglou, Nikolas
-
Rimini Centre for Economic Analysis (RCEA)
-
2012
) using an approach that relies on consistent tests for
stochastic
dominance
efficiency (SDE). We compare a given hybrid …
Persistent link: https://www.econbiz.de/10010555034
Saved in:
6
Is there an optimal forecast combination? A
stochastic
dominance
approach applied to the forecast combination puzzle.
Pinar, Mehmet
;
Stengos, Thanasis
;
Yazgan, M. Ege
-
Department of Economics and Finance, College of …
-
2012
stochastic
dominance
(SD) analysis with differential forecast weights. For the optimal (worst) forecast combination, this index …
Persistent link: https://www.econbiz.de/10010543153
Saved in:
7
Testing for Bivariate
Stochastic
Dominance
Using Inequality Restrictions
Stengos, Thanasis
;
Thompson, Brennan S.
-
Rimini Centre for Economic Analysis (RCEA)
-
2011
In this paper, we propose of a test of bivariate
stochastic
dominance
using a generalized framework for testing …
Persistent link: https://www.econbiz.de/10009142660
Saved in:
8
A New Index of Environmental Quality
Agliardi, Elettra
;
Pinar, Mehmet
;
Stengos, Thanasis
-
Rimini Centre for Economic Analysis (RCEA)
-
2011
an approach that relies on consistent tests for
stochastic
dominance
efficiency. The test statistics and the estimators …
Persistent link: https://www.econbiz.de/10009142661
Saved in:
9
Testing for Bivariate
Stochastic
Dominance
Using Inequality Restrictions
Stengos, Thanasis
;
Thompson, Brennan S.
-
Department of Economics and Finance, College of …
-
2011
In this paper, we propose of a test of bivariate
stochastic
dominance
using a generalized framework for testing …
Persistent link: https://www.econbiz.de/10009145445
Saved in:
10
A sovereign risk index for the Eurozone based on
stochastic
dominance
Agliardi, Elettra
;
Pinar, Mehmet
;
Stengos, Thanasis
- In:
Finance Research Letters
11
(
2014
)
4
,
pp. 375-384
tests for
stochastic
dominance
efficiency. The test statistics and the estimators are computed using mixed integer …
Persistent link: https://www.econbiz.de/10011118176
Saved in:
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