| Publication | Date of Publication | Type |
|---|
Multi-stage stochastic frontier analysis for simple networks
International Transactions in Operational Research | 2025-05-21 | Paper |
Goodness-of-fit in production models: a Bayesian perspective
European Journal of Operational Research | 2025-05-20 | Paper |
Women, immigrants, and microcredit in Europe: a Bayesian approach
Annals of Operations Research | 2025-02-12 | Paper |
A non-linear Keynesian Goodwin-type endogenous model of the cycle: Bayesian evidence for the USA
Studies in Nonlinear Dynamics & Econometrics | 2023-04-17 | Paper |
On the joint estimation of heterogeneous technologies, technical, and allocative inefficiency
Econometric Reviews | 2022-06-07 | Paper |
Economic fluctuations and fiscal policy in Europe: a political business cycles approach using panel data and clustering (1996--2013)
Open Economies Review | 2019-05-23 | Paper |
On the use of marginal posteriors in marginal likelihood estimation via importance sampling
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
On the use of marginal posteriors in marginal likelihood estimation via importance sampling
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Debt dynamics in Europe: a network general equilibrium GVAR approach
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
An internally consistent approach to the estimation of market power and cost efficiency with an application to U.S. banking
European Journal of Operational Research | 2018-07-12 | Paper |
Endogeneity in stochastic frontier models: copula approach without external instruments
Economics Letters | 2017-06-09 | Paper |
A zero inefficiency stochastic frontier model
Journal of Econometrics | 2017-05-12 | Paper |
Bayesian estimation approaches to first-price auctions
Journal of Econometrics | 2017-05-12 | Paper |
Maximum likelihood estimation of stochastic frontier models by the Fourier transform
Journal of Econometrics | 2017-05-12 | Paper |
Maximum likelihood estimation of stochastic frontier models by the Fourier transform
Journal of Econometrics | 2017-05-12 | Paper |
Global approximation to arbitrary cost functions: a Bayesian approach with application to US banking
European Journal of Operational Research | 2016-06-23 | Paper |
Nonparametric stochastic frontiers: a local maximum likelihood approach
Journal of Econometrics | 2016-05-02 | Paper |
Estimation of stochastic frontier production functions with input-oriented technical efficiency
Journal of Econometrics | 2016-04-25 | Paper |
Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach
Journal of Econometrics | 2016-03-30 | Paper |
The good, the bad and the technology: endogeneity in environmental production models
Journal of Econometrics | 2016-02-11 | Paper |
Likelihood-based inference in \(S\)-distributions
Communications in Statistics: Theory and Methods | 2015-04-29 | Paper |
Bayesian analysis of least absolute relative error regression
Communications in Statistics: Theory and Methods | 2015-03-13 | Paper |
GMM estimation of stochastic frontier model with endogenous regressors
Economics Letters | 2014-04-08 | Paper |
Bayesian inference in regression with Pearson disturbances
Economics Letters | 2014-04-08 | Paper |
Measurement of excess bidding in auctions
Economics Letters | 2012-12-19 | Paper |
Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates
Statistics & Probability Letters | 2012-10-17 | Paper |
Some recent developments in efficiency measurement in stochastic frontier models
Journal of Probability and Statistics | 2012-03-13 | Paper |
Estimation of production risk and risk preference function: a nonparametric approach
Annals of Operations Research | 2010-09-20 | Paper |
Bayesian analysis of Poisson regression with lognormal unobserved heterogeneity: with an application to the patent-R\&D relationship
Communications in Statistics: Theory and Methods | 2010-08-19 | Paper |
Nonparametric estimation of production risk and risk preference functions
Advances in Econometrics | 2010-06-30 | Paper |
Bayesian analysis of the consumption CAPM
Bayesian Econometrics | 2010-06-30 | Paper |
Globally flexible functional forms: the neural distance function
European Journal of Operational Research | 2010-06-11 | Paper |
Multivariate Pareto Distributions: Inference and Financial Applications
Communications in Statistics: Theory and Methods | 2010-06-08 | Paper |
Local GMM estimation of semiparametric panel data with smooth coefficient models
Econometric Reviews | 2010-02-05 | Paper |
Technical and allocative efficiency in European banking
European Journal of Operational Research | 2010-01-15 | Paper |
Bayesian Inference Using Artificial Augmenting Regressions
Communications in Statistics: Theory and Methods | 2009-07-16 | Paper |
PROMETHEUS BOUND: POLARIZATION IS POSSIBLE IN THE NEOCLASSICAL GROWTH MODEL
Metroeconomica | 2008-04-30 | Paper |
Bayesian Inference in Generalized Error and Generalized Student-<i>t</i>Regression Models
Communications in Statistics: Theory and Methods | 2008-04-10 | Paper |
The Joint Measurement of Technical and Allocative Inefficiencies
Journal of the American Statistical Association | 2007-08-20 | Paper |
Likelihood Evidence on the Asset Returns Puzzle
Review of Economic Studies | 2005-09-28 | Paper |
Markov switching stochastic frontier model
Econometrics Journal | 2005-07-04 | Paper |
Bayesian International Evidence on Heavy Tails, Non-Stationarity and Asymmetry over the Business Cycle
International Statistical Review | 2005-01-03 | Paper |
Bayesian inference in time series models using kernel quasi likelihoods
Statistica Neerlandica | 2004-06-15 | Paper |
Bayesian quantile inference
Journal of Statistical Computation and Simulation | 2003-11-24 | Paper |
| scientific article; zbMATH DE number 1984163 (Why is no real title available?) | 2003-09-22 | Paper |
Pareto Regression: A Bayesian Analysis
Communications in Statistics: Theory and Methods | 2003-06-04 | Paper |
| scientific article; zbMATH DE number 1799347 (Why is no real title available?) | 2003-05-21 | Paper |
Combining DEA and stochastic frontier models: an empirical Bayes approach.
European Journal of Operational Research | 2003-05-19 | Paper |
Posterior analysis of stochastic frontier models with truncated normal errors
Computational Statistics | 2003-03-09 | Paper |
Likelihood and posterior shapes in Johnson's \(S_B\) system
Sankhyā. Series B. Methodological | 2003-02-16 | Paper |
Exact solution of asset pricing models with arbitrary shock distributions
Journal of Economic Dynamics and Control | 2003-01-21 | Paper |
BAYESIAN INFERENCE IN BIRNBAUM–SAUNDERS REGRESSION
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
BAYESIAN ANALYSIS OF FINITE MIXTURES OF WEIBULL DISTRIBUTIONS
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
BAYESIAN MULTIVARIATE POISSON REGRESSION
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
EXACT INFERENCE IN FOUR-PARAMETER GENERALIZED GAMMA DISTRIBUTIONS
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Posterior analysis, prediction and reliability in three-parameter weibull distributions
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Numerical Bayesian inference with arbitrary prior
Statistical Papers | 2001-08-17 | Paper |
European common stochastic long-run trends.
Journal of Economics | 2001-01-01 | Paper |
| scientific article; zbMATH DE number 1524239 (Why is no real title available?) | 2000-11-01 | Paper |
Monte Carlo inference in econometric models with symmetric stable disturbances
Journal of Econometrics | 2000-10-19 | Paper |
Bayesian analysis of the multivariate poisson distribution
Communications in Statistics: Theory and Methods | 1999-09-21 | Paper |
