Items where Author is "Tsionas, Efthymios"

Izzeldin, Marwan and Tsionas, Efthymios and Michaelides, Panayotis G. (2019) Multivariate stochastic volatility with large and moderate shocks. Journal of the Royal Statistical Society: Series A Statistics in Society. ISSN 0964-1998

Tsionas, Efthymios and Izzeldin, Marwan (2018) Smooth Approximations to Monotone Concave Functions in Production Analysis : An Alternative to Nonparametric Concave Least Squares. European Journal of Operational Research, 271 (3). pp. 797-807. ISSN 0377-2217

Pavlidis, Efthymios and Tsionas, Efthymios (2018) The Spurious Effect of ARCH Errors on Linearity Tests : A Theoretical Note and an Alternative Maximum Likelihood Approach. Studies in Nonlinear Dynamics and Econometrics, 22 (2): 20160055. ISSN 1558-3708

Tsionas, Efthymios and Izzeldin, Marwan (2018) Bayesian CV@R/super-quantile regression. Journal of Applied Statistics. ISSN 0266-4763

Kollintzas, Tryphon and Papageorgiou, Dimitris and Tsionas, Efthymios and Vassilatos, Vanghelis (2018) Market and political power interactions in Greece : an empirical investigation. IZA Journal of Labor Policy, 7 (1): 1. ISSN 2193-9004

Drivas, Kyriakos and Economidou, Claire and Tsionas, Efthymios (2018) Production of output and ideas : efficiency and growth patterns in the United States. Regional Studies, 52 (1). pp. 105-118. ISSN 0034-3404

Tsionas, Efthymios (2018) Note on Posterior Inference for the Bingham Distribution. Communications in Statistics - Theory and Methods, 47 (12). pp. 3022-3028. ISSN 0361-0926

Baltas, Konstantinos N. and Kapetanios, George and Tsionas, Efthymios and Izzeldin, Marwan (2017) Liquidity Creation Through Efficient M&As : A Viable Solution for Vulnerable Banking Systems? Evidence From a Stress Test Under a Panel VAR methodology. Journal of Banking and Finance, 83. pp. 36-56. ISSN 0378-4266

Delis, Manthos D. and Iosifidi, Maria and Tsionas, Efthymios (2017) Endogenous bank risk and efficiency. European Journal of Operational Research, 260 (1). pp. 376-387. ISSN 0377-2217

Tsionas, Efthymios (2017) A Bayesian approach to find Pareto optima in multiobjective programming problems using Sequential Monte Carlo algorithms. Omega: The International Journal of Management Science. ISSN 0305-0483

Tsionas, Efthymios (2017) Microfoundations for stochastic frontiers. European Journal of Operational Research, 258 (3). pp. 1165-1170. ISSN 0377-2217

Grazzini, Jakob and Richiardi, Matteo and Tsionas, Efthymios (2017) Bayesian estimation of agent-based models. Journal of Economic Dynamics and Control, 77. pp. 26-47. ISSN 0165-1889

Tsionas, Efthymios (2017) “When, Where, and How” of Efficiency Estimation : Improved Procedures for Stochastic Frontier Modeling. Journal of the American Statistical Association, 112 (519). pp. 948-965. ISSN 0162-1459

Konstantakopoulou, Ioanna and Tsionas, Efthymios (2017) The long-run causal relationship between exports and economic growth in the Euro area. Applied Economics Letters, 24 (8). pp. 536-539. ISSN 1350-4851

Malikov, Emir and Kumbhakar, Subal and Tsionas, Efthymios (2016) A cost system approach to the stochastic directional technology distance function with undesirable outputs : the case of U.S. banks in 2001-2010. Journal of Applied Econometrics, 31 (7). pp. 1407-1429. ISSN 0883-7252

Tran, Kien C. and Tsionas, Efthymios (2016) On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors. Economics Letters, 147. pp. 19-22. ISSN 0165-1765

Tran, Kien C. and Tsionas, Efthymios (2016) Series estimation of functional-coefficient partially linear regression model. Communications in Statistics - Theory and Methods, 46 (15). pp. 7593-7602. ISSN 0361-0926

Assaf, A. George and Oh, Haemoon and Tsionas, Efthymios (2016) Unobserved heterogeneity in hospitality and tourism research. Journal of Travel Research, 55 (6). pp. 774-788. ISSN 0047-2875

Tsionas, Efthymios and Michaelides, Panayotis G. (2016) A spatial stochastic frontier model with spillovers : evidence for Italian regions. Scottish Journal of Political Economy, 63 (3). pp. 243-257. ISSN 0036-9292

Papageorgiou, Theofanis and Michaelides, Panayotis G. and Tsionas, Efthymios (2016) Business cycle determinants and fiscal policy : a panel ARDL approach for EMU. Journal of Economic Asymmetries, 13. pp. 57-68. ISSN 1703-4949

Michaelides, Panayotis G. and Tsionas, Efthymios and Konstantakis, Konstantinos N. (2016) Non-linearities in financial bubbles : theory and Bayesian evidence from S&P500. Journal of Financial Stability, 24. pp. 61-70. ISSN 1572-3089

Economou, Fotini and Hassapis, Christis and Philippas, Nikolaos and Tsionas, Efthymios (2016) Foreign direct investment determinants in OECD and developing countries. Review of Development Economics. ISSN 1363-6669

Tsionas, Efthymios and Konstantakis, Konstantinos N. and Michaelides, Panayotis G. (2016) Bayesian GVAR with k-endogenous dominants & input–output weights : financial and trade channels in crisis transmission for BRICs. Journal of International Financial Markets, Institutions and Money, 42. pp. 1-26. ISSN 1042-4431

Polemis, Michael L. and Tsionas, Efthymios (2016) An alternative semiparametric approach to the modelling of asymmetric gasoline price adjustment. Energy Economics, 56. pp. 384-388. ISSN 0140-9883

Tsionas, Efthymios (2016) Parameters measuring bank risk and their estimation. European Journal of Operational Research, 250 (1). pp. 291-304. ISSN 0377-2217

Tran, Kien C. and Tsionas, Efthymios (2016) Zero-inefficiency stochastic frontier models with varying mixing proportion : a semiparametric approach. European Journal of Operational Research, 249 (3). pp. 1113-1123. ISSN 0377-2217

Tsionas, Efthymios (2016) Notes on technical efficiency estimation with multiple inputs and outputs. European Journal of Operational Research, 249 (2). pp. 784-788. ISSN 0377-2217

Atkinson, Scott and Tsionas, Efthymios (2016) Directional distance functions : optimal endogenous directions. Journal of Econometrics, 190 (2). pp. 301-314. ISSN 0304-4076

Tsionas, Efthymios (2016) Bayesian analysis of multivariate stable distributions using one-dimensional projections. Journal of Multivariate Analysis, 143. pp. 185-193. ISSN 0047-259X

Mamatzakis, Emmanuel and Tsionas, Efthymios (2015) How are market preferences shaped? : the case of sovereign debt of stressed euro-area countries. Journal of Banking and Finance, 61. pp. 106-116. ISSN 0378-4266

Konstantakis, Konstantinos N. and Michaelides, Panayotis G. and Tsionas, Efthymios and Minou, Chrysanthi (2015) System estimation of GVAR with two dominants and network theory : evidence for BRICs. Economic Modelling, 51. pp. 604-616. ISSN 0264-9993

Assaf, A. George and Tsionas, Efthymios (2015) Incorporating destination quality into the measurement of tourism performance : a Bayesian approach. Tourism Management, 49. pp. 58-71. ISSN 0261-5177

Tsionas, Efthymios (2015) Likelihood-based inference in s-distributions. Communications in Statistics - Theory and Methods, 44 (1). pp. 153-158. ISSN 0361-0926