Items where Author is "Tsionas, Efthymios"

Journal Article

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