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