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Bayesian artificial neural networks for frontier efficiency analysis

Tsionas, Efthymios G.; Parmeter, Christopher F.; … - 2023 - Substantially revised version

Persistent link: https://www.econbiz.de/10015066491

Extensions of the Pesaran, Shin and Smith (2001) Bounds Testing Procedure

Bertsatos, Georgios; Sakellarēs, Plutarchos; Tsionas, … - 2021

We replicate the Pesaran, Shin and Smith (2001) bounds testing procedure (BTP), and extend it with 6 new cases, 4 of which involve a quadratic trend. We provide critical values for the BTP of the lagged regressors in levels under the framework of unrestricted error-correction models (UECMs) to...

Persistent link: https://www.econbiz.de/10013245685

Multivariate stochastic volatility for herding detection : evidence from the energy sector

Tsionas, Efthymios G.; Philippas, Dionisis; Philippas, … - In: Energy economics 109 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013283765

Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure

Bertsatos, Georgios; Sakellarēs, Plutarchos; Tsionas, … - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 605-634

Persistent link: https://www.econbiz.de/10012819488

Addressing endogeneity when estimating stochastic ray production frontiers : a Bayesian approach

Tsionas, Efthymios G.; Izzeldin, Marwan; Henningsen, Arne; … - In: Empirical economics : a quarterly journal of the … 62 (2022) 3, pp. 1345-1363

Persistent link: https://www.econbiz.de/10012819534

A Bayesian approach to statistical inference in stochastic DEA

Tsionas, Efthymios G.; Papadakis, Emmanuel N. - In: Omega : the international journal of management science 38 (2009/10) 5, pp. 309-314

Persistent link: https://www.econbiz.de/10003963252

Estimation of production risk and risk preference function : a nonparametric approach

Kumbhakar, Subal; Tsionas, Efthymios G. - 2010

Persistent link: https://www.econbiz.de/10003964936

Globally flexible functional forms : the neural distance function

Michaelides, Panayotis G.; Vouldis, Angelos T.; … - In: European journal of operational research : EJOR 206 (2010) 2, pp. 456-469

Persistent link: https://www.econbiz.de/10003983707

Estimating semi-parametric output distance functions with neural-based reduced form equations using LIML

Vouldis, Angelos T.; Michaelides, Panayotis G.; … - In: Economic modelling 27 (2010) 3, pp. 697-704

Persistent link: https://www.econbiz.de/10003995578

Returns to scale, productivity and efficiency in us banking (1989 - 2000) : the neural distance function revisited

Michaelides, Panayotis G.; Vouldis, Angelos T.; … - 2011

Persistent link: https://www.econbiz.de/10009153008