| Publication | Date of Publication | Type |
|---|
Multivariate stochastic volatility with large and moderate shocks
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-22 | Paper |
Incorporating causal modeling into data envelopment analysis for performance evaluation
Annals of Operations Research | 2025-01-20 | Paper |
Estimating Monotone Concave Stochastic Production Frontiers
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Bayesian inference using least median of squares and least trimmed squares in models with independent or correlated errors and outliers
Communications in Statistics. Theory and Methods | 2024-07-26 | Paper |
A regression discontinuity stochastic frontier model with an application to educational attainment
Stat | 2024-05-19 | Paper |
A Bayesian learning model of hedge fund performance
Annals of Operations Research | 2024-04-24 | Paper |
Measures of global sensitivity in linear programming: applications in banking sector
Annals of Operations Research | 2024-02-08 | Paper |
The impacts of innovation and trade openness on bank market power: the proposal of a minimum distance cost function approach and a causal structure analysis
European Journal of Operational Research | 2023-11-15 | Paper |
A generalized inefficiency model with input and output dependence
European Journal of Operational Research | 2023-11-14 | Paper |
Bayesian artificial neural networks for frontier efficiency analysis
Journal of Econometrics | 2023-09-28 | Paper |
Linex and double-linex regression for parameter estimation and forecasting
Annals of Operations Research | 2023-07-13 | Paper |
Bayesian learning in performance. Is there any?
European Journal of Operational Research | 2023-07-11 | Paper |
Minimax regret priors for efficiency estimation
European Journal of Operational Research | 2023-07-10 | Paper |
Joint production in stochastic non-parametric envelopment of data with firm-specific directions
European Journal of Operational Research | 2023-07-10 | Paper |
Dynamic network data envelopment analysis with a sequential structure and behavioural-causal analysis: application to the Chinese banking industry
European Journal of Operational Research | 2023-07-10 | Paper |
The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
| Specification tests for normal/gamma and stable/gamma stochastic frontier models based on empirical transforms | 2022-12-17 | Paper |
On identifying risk-adjusted efficiency gains or losses of prospective mergers and acquisitions
Annals of Operations Research | 2022-11-15 | Paper |
Endogenous productivity: a new Bayesian perspective
Annals of Operations Research | 2022-11-15 | Paper |
Combining data envelopment analysis and stochastic frontiers via a LASSO prior
European Journal of Operational Research | 2022-09-29 | Paper |
Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models
European Journal of Operational Research | 2022-09-29 | Paper |
Performance estimation when the distribution of inefficiency is unknown
European Journal of Operational Research | 2022-09-29 | Paper |
Clustering and meta-envelopment in data envelopment analysis
European Journal of Operational Research | 2022-09-09 | Paper |
Efficient semiparametric copula estimation of regression models with endogeneity
Econometric Reviews | 2022-08-05 | Paper |
A note on the Gao et al. (2019) uniform mixture model in the case of regression
Annals of Operations Research | 2022-07-26 | Paper |
Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system
Physica A | 2022-06-20 | Paper |
Convex non-parametric least squares, causal structures and productivity
European Journal of Operational Research | 2022-06-10 | Paper |
Efficiency gains in least squares estimation: a new approach
Econometric Reviews | 2022-03-09 | Paper |
Bayesian CV@R/super-quantile regression
Journal of Applied Statistics | 2022-02-23 | Paper |
Multi-criteria optimization in regression
Annals of Operations Research | 2022-01-24 | Paper |
Bayesian analysis of static and dynamic Hurst parameters under stochastic volatility
Physica A | 2022-01-13 | Paper |
Testing for persistence in US mutual funds' performance: a Bayesian dynamic panel model
Annals of Operations Research | 2021-11-08 | Paper |
Optimal combinations of stochastic frontier and data envelopment analysis models
European Journal of Operational Research | 2021-11-05 | Paper |
Note on posterior inference for the Bingham distribution
Communications in Statistics: Theory and Methods | 2021-10-28 | Paper |
Comparison of stochastic frontier models using the Hyvärinen factor
Economics Letters | 2021-06-30 | Paper |
Making inference of British household's happiness efficiency: a Bayesian latent model
European Journal of Operational Research | 2021-06-08 | Paper |
Stochastic frontier models with time-varying conditional variances
European Journal of Operational Research | 2021-06-07 | Paper |
Generalized estimation of productivity with multiple bad outputs: the importance of materials balance constraints
European Journal of Operational Research | 2021-06-07 | Paper |
On the estimation of technical and allocative efficiency in a panel stochastic production frontier system model: some new formulations and generalizations
European Journal of Operational Research | 2021-05-03 | Paper |
A note on sigma-mu efficiency analysis as a methodology for evaluating units through composite indicators
European Journal of Operational Research | 2020-06-17 | Paper |
On a model of environmental performance and technology gaps
European Journal of Operational Research | 2020-05-27 | Paper |
A spatial stochastic frontier model with endogenous frontier and environmental variables
European Journal of Operational Research | 2020-05-27 | Paper |
Directional technology distance functions through duality
Economics Letters | 2020-05-14 | Paper |
On a high-dimensional model representation method based on copulas
European Journal of Operational Research | 2020-05-07 | Paper |
Stochastic dominance tests
Journal of Economic Dynamics and Control | 2020-05-07 | Paper |
Bounded rationality and thick frontiers in stochastic frontier analysis
European Journal of Operational Research | 2020-05-07 | Paper |
Quantile stochastic frontier models with endogeneity
Economics Letters | 2020-02-27 | Paper |
Endogenous dynamic efficiency in the intertemporal optimization models of firm behavior
European Journal of Operational Research | 2020-02-25 | Paper |
Management estimation in banking
European Journal of Operational Research | 2020-02-25 | Paper |
Quantile stochastic frontiers
European Journal of Operational Research | 2020-01-23 | Paper |
Does risk aversion affect bank output loss? The case of the eurozone
European Journal of Operational Research | 2020-01-23 | Paper |
On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH
Annals of Operations Research | 2020-01-20 | Paper |
A coherent approach to Bayesian data envelopment analysis
European Journal of Operational Research | 2019-11-06 | Paper |
A Bayesian approach to continuous type principal-agent problems
European Journal of Operational Research | 2019-10-15 | Paper |
Forecasting realised volatility using ARFIMA and HAR models
Quantitative Finance | 2019-10-11 | Paper |
Transition and limiting distributions when covariates are available
Economics Letters | 2019-09-12 | Paper |
A time-varying true individual effects model with endogenous regressors
Journal of Econometrics | 2019-07-01 | Paper |
On the estimation of total factor productivity: a novel Bayesian non-parametric approach
European Journal of Operational Research | 2019-04-30 | Paper |
Importance sampling from posterior distributions using copula-like approximations
Journal of Econometrics | 2019-04-30 | Paper |
Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme
Computational Statistics | 2019-02-27 | Paper |
Multi-objective optimization using statistical models
European Journal of Operational Research | 2019-02-25 | Paper |
A Bayesian semiparametric approach to stochastic frontiers and productivity
European Journal of Operational Research | 2019-01-09 | Paper |
Bayesian local influence analysis: with an application to stochastic frontiers
Economics Letters | 2018-10-05 | Paper |
On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors
Economics Letters | 2018-09-11 | Paper |
The profit function system with output- and input-specific technical efficiency
Economics Letters | 2018-09-11 | Paper |
Bayesian estimation of agent-based models
Journal of Economic Dynamics and Control | 2018-08-09 | Paper |
Smooth approximations to monotone concave functions in production analysis: an alternative to nonparametric concave least squares
European Journal of Operational Research | 2018-08-03 | Paper |
A novel model of costly technical efficiency
European Journal of Operational Research | 2018-05-30 | Paper |
Endogenous bank risk and efficiency
European Journal of Operational Research | 2018-05-29 | Paper |
Microfoundations for stochastic frontiers
European Journal of Operational Research | 2018-05-25 | Paper |
Statistical inference in efficient production with bad inputs and outputs using latent prices and optimal directions
Journal of Econometrics | 2018-05-25 | Paper |
Adjustment costs in the technical efficiency: an application to global banking
European Journal of Operational Research | 2018-05-24 | Paper |
Series estimation of functional-coefficient partially linear regression model
Communications in Statistics: Theory and Methods | 2017-10-10 | Paper |
A non-iterative (trivial) method for posterior inference in stochastic volatility models
Statistics & Probability Letters | 2017-09-28 | Paper |
Notes on technical efficiency estimation with multiple inputs and outputs
European Journal of Operational Research | 2016-10-07 | Paper |
Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach
European Journal of Operational Research | 2016-10-07 | Paper |
Parameters measuring bank risk and their estimation
European Journal of Operational Research | 2016-10-07 | Paper |
Directional distance functions: optimal endogenous directions
Journal of Econometrics | 2016-02-11 | Paper |
Bayesian analysis of multivariate stable distributions using one-dimensional projections
Journal of Multivariate Analysis | 2015-12-23 | Paper |
