← All authors Efthymios G. Tsionas Lancaster University (from arXiv:1912.12527, 2019) · ORCID · OpenAlex
315 papers in scope · 315 published · 1 on the econ.EM arXiv · 8,823 citations · h-index 50 (over the papers listed here)
Papers (1 of 315)
Bayesian model averaging with non-conjugate priors
published 2026 · Journal of Econometrics
with Anastasios E. Tasiopoulos, Nikolaos D. Vlastakis
Entry, growth, and exit patterns in the home healthcare industry
published 2025 · Applied Economics
with Dakshina G. De Silva, Hojin Jung, Robert P. McComb, Anita R. Schiller
Integrating Technical Knowledge and Entrepreneurial Skills in Production: A Deconfounding Approach
published 2025 · Open Economies Review
An innovative Bayesian multiple indicator-multiple cause analysis of bank productivity
published 2025 · Review of Quantitative Finance and Accounting
Bayesian DEA framework for market power and efficiency analysis in banking operations
published 2025 · OR Spectrum · 2 citations
with Hirofumi Fukuyama, Yong Tan
Goodness-of-fit in production models: A Bayesian perspective
published 2025 · European Journal of Operational Research
Women, immigrants, and microcredit in Europe: a Bayesian approach
published 2024 · Annals of Operations Research
with Anastasia Cozarenco, Ariane Szafarz
Specification tests for normal/gamma and stable/gamma stochastic frontier models based on empirical transforms
published 2024 · Econometrics and Statistics · 2 citations
with Christos K. Papadimitriou, Simos G. Meintanis, Bernardo Borba de Andrade
A Non‐parametric Estimation of Productivity with Idiosyncratic and Aggregate Shocks: The Role of Research and Development (R&D) and Corporate Tax
published 2024 · Oxford Bulletin of Economics and Statistics · 4 citations
with Ioannis Bournakis
Does productivity change at all in Swedish district courts? Empirical analysis focusing on horizontal mergers
published 2023 · Socio-Economic Planning Sciences · 10 citations
with Xiaoqing Chen, Kristiaan Kerstens
A Bayesian learning model of hedge fund performance
published 2023 · Annals of Operations Research · 2 citations
with Emmanuel Mamatzakis, Pankaj C. Patel
Relative bed allocation for COVID-19 patients, EHR investments, and COVID-19 mortality outcomes
published 2023 · PLoS ONE · 2 citations
with Pankaj C. Patel, Srikant Devaraj
Semiparametric estimation of a spatial autoregressive nonparametric stochastic frontier model
published 2023 · Journal of Spatial Econometrics · 3 citations
with Kien C. Tran
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
published 2023 · European Journal of Operational Research · 13 citations
with Hirofumi Fukuyama, Yong Tan
Bayesian Artificial Neural Networks for frontier efficiency analysis
published 2023 · Journal of Econometrics · 26 citations · first circulated 2021
On the performance of the United States nuclear power sector: A Bayesian approach” [Energy Economics Volume 125, September 2023, 106,884].
published 2023 · Energy Economics · 5 citations · first circulated 2022
Bayesian inference using least median of squares and least trimmed squares in models with independent or correlated errors and outliers
published 2023 · Communication in Statistics-Theory and Methods · 2 citations
RETRACTED: Green innovations and patents in OECD countries
published 2023 · Journal of Cleaner Production · 10 citations
with Almas Heshmati
A generalized inefficiency model with input and output dependence
published 2023 · European Journal of Operational Research · 4 citations
Bayesian learning in performance. Is there any?
published 2023 · European Journal of Operational Research · 6 citations
Identifying Export Opportunities: Empirical Evidence from the Southern Euro Area Countries
published 2023 · Open Economies Review · 6 citations
with Ioanna Konstantakopoulou
A Bayesian policy learning model of COVID-19 non-pharmaceutical interventions
published 2023 · Applied Economics · 1 citations
with Emmanuel Mamatzakis, Steven Ongena, Pankaj C. Patel
Why do households repay their debt in UK during the COVID-19 crisis?
published 2023 · Journal of Economic Studies
with Emmanuel Mamatzakis, Steven Ongena
Compensating income variation in health and subjective well-being for the self-employed
published 2023 · Journal of Business Research · 4 citations
with Pankaj C. Patel, Pejvak Oghazi
Endogenous Bad Outputs and Technical Inefficiency in U.S. Electric Utilities
published 2023 · The Energy Journal · 4 citations
with Subal C. Kumbhakar
Minimax regret priors for efficiency estimation
published 2023 · European Journal of Operational Research · 4 citations
Estimating outcomes in the presence of endogeneity and measurement error with an application to R&D
published 2023 · The Quarterly Review of Economics and Finance · 1 citations
with Dakshina G. De Silva, Timothy P. Hubbard, Anita R. Schiller
Correcting for productivity growth misspecification: A local likelihood estimation in global banking
published 2023 · International Journal of Finance & Economics
with Emmanuel Mamatzakis
Guest editorial: Assessment of the impacts of COVID-19 and government reactions to it on inequality and poverty reduction
published 2023 · Journal of Economic Studies · 5 citations
with Almas Heshmati
Whither Greece? Productivity before and after the Subprime Crisis
published 2023 · Theoretical Economics Letters
with Mara E. Vidali, George N. Leledakis, Anastasios E. Tasiopoulos
Linex and double-linex regression for parameter estimation and forecasting
published 2022 · Annals of Operations Research · 5 citations
Productivity and Performance: A GMM approach
published 2022 · Oxford Bulletin of Economics and Statistics · 3 citations
with Subal C. Kumbhakar
The response of household debt to COVID-19 using a neural networks VAR in OECD
published 2022 · Empirical Economics · 6 citations
with Emmanuel Mamatzakis, Steven Ongena
Proxy variable estimation of productivity and efficiency
published 2022 · Southern Economic Journal · 4 citations
with Subal C. Kumbhakar
Joint production in stochastic non-parametric envelopment of data with firm-specific directions
published 2022 · European Journal of Operational Research · 3 citations
Dynamic network data envelopment analysis with a sequential structure and behavioural-causal analysis: Application to the Chinese banking industry
published 2022 · European Journal of Operational Research · 58 citations
with Hirofumi Fukuyama, Yong Tan
Productivity with Endogenous FDI Spillovers: A Novel Estimation Approach
published 2022 · International Journal of Production Economics · 35 citations
with Ioannis Bournakis
Exploring Uncertainty, Sensitivity and Robust Solutions in Mathematical Programming Through Bayesian Analysis
published 2022 · Computational Economics · 1 citations
with Dionisis Philippas, Constantin Zopounidis
A principal–agent approach for estimating firm efficiency: Revealing bank managerial behavior
published 2022 · Journal of International Financial Markets Institutions and Money · 1 citations
with Levent Kutlu, Emmanuel Mamatzakis
Efficiency Measurement in Norwegian Electricity Distribution: A Generalized Four-Way-Error-Component Stochastic Frontier Model
published 2022 · The Energy Journal · 7 citations
with Subal C. Kumbhakar
Performance estimation when the distribution of inefficiency is unknown
published 2022 · European Journal of Operational Research · 4 citations
Heterogeneous decision-making and market power: an application to Eurozone banks
published 2022 · Empirical Economics · 1 citations · first circulated 2019
with Levent Kutlu, Robin C. Sickles, Emmanuel Mamatzakis
Efficiency estimation using probabilistic regression trees with an application to Chilean manufacturing industries
published 2022 · International Journal of Production Economics · 31 citations
Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models
published 2022 · European Journal of Operational Research · 14 citations
Combining data envelopment analysis and stochastic frontiers via a LASSO prior
published 2022 · European Journal of Operational Research · 8 citations
Clustering and meta-envelopment in data envelopment analysis
published 2022 · European Journal of Operational Research · 15 citations
Instrumental Variables Estimation without Outside Instruments
published 2022 · Journal of Quantitative Economics · 1 citations
with Kien C. Tran
Bayesian Data Envelopment Analysis
published 2022 · Wiley StatsRef: Statistics Reference Online
Convex non-parametric least squares, causal structures and productivity
published 2022 · European Journal of Operational Research · 9 citations
No entrepreneur steps in the same river twice: Limited learning advantage for serial entrepreneurs
published 2022 · Journal of Business Research · 8 citations
with Pankaj C. Patel, Pejvak Oghazi, Vanessa Izquierdo
Endogenous productivity: a new Bayesian perspective
published 2022 · Annals of Operations Research · 1 citations
with Michael Polemis
Management practices and M&A success
published 2021 · Journal of Banking & Finance · 19 citations
with Manthos D. Delis, Maria Iosifidi, Pantelis Kazakis, Steven Ongena
published 2021 · European Economic Review · 9 citations · first circulated 2019
Random and Markov switching exponential smoothing models
published 2021 · Technological Forecasting and Social Change · 7 citations
Addressing endogeneity: some (mostly) harmless recommendations
published 2021 · International Journal of Contemporary Hospitality Management · 1 citations
with A. George Assaf
Yield spread determinants of sukuk and conventional bonds
published 2021 · Economic Modelling · 25 citations
Efficient semiparametric copula estimation of regression models with endogeneity
published 2021 · Econometric Reviews · 19 citations
with Kien C. Tran
Learning‐by‐lending and learning‐by‐repaying: A two‐sided learning model for defaults on Small Business Administration loans
published 2021 · Managerial and Decision Economics · 2 citations
with Pankaj C. Patel
Revenue functions for hotels within clusters
published 2021 · International Journal of Hospitality Management · 2 citations
with A. George Assaf
Estimating Monotone Concave Stochastic Production Frontiers
published 2021 · Journal of Business and Economic Statistics · 3 citations
Addressing endogeneity when estimating stochastic ray production frontiers: a Bayesian approach
published 2021 · Empirical Economics · 5 citations · first circulated 2019
Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure
published 2021 · Empirical Economics · 24 citations
with Georgios Bertsatos, Plutarchos Sakellaris
Comparison of stochastic frontier models using the Hyvärinen factor
published 2021 · Economics Letters
Multi-criteria optimization in regression
published 2021 · Annals of Operations Research · 3 citations
Trading off accuracy for speed: Hedge funds' decision-making under uncertainty
published 2021 · International Review of Financial Analysis · 6 citations
with Catalin Dragomirescu-Gaina, Dionisis Philippas
Bayesian forecasting with the structural damped trend model
published 2021 · International Journal of Production Economics · 4 citations
Testing for Collinearity using Bayesian Analysis
published 2021 · Journal of Hospitality & Tourism Research · 9 citations
with A. George Assaf
Optimal combinations of stochastic frontier and data envelopment analysis models
published 2021 · European Journal of Operational Research · 30 citations
Constraints in models of production and cost via slack-based measures
published 2021 · Empirical Economics
with Caroline Khan
The environmental consequences of blockchain technology: A Bayesian quantile cointegration analysis for Bitcoin
published 2021 · International Journal of Finance & Economics · 66 citations
with Michael Polemis
Making inference of British household's happiness efficiency: A Bayesian latent model
published 2021 · European Journal of Operational Research · 6 citations
with Emmanuel Mamatzakis
Estimation of costs of technical and allocative inefficiency
published 2021 · Journal of Productivity Analysis · 7 citations · first circulated 2006
with Subal C. Kumbhakar
LASSO+DEA for small and big wide data
published 2021 · Omega · 43 citations · first circulated 2020
Another look at contagion across United States and European financial markets: Evidence from the credit default swaps markets
published 2021 · International Journal of Finance & Economics · 4 citations
with Nicholas Apergis
Macroeconomic Uncertainty and Risk: Collective Optimism of Small-Business Owners
published 2021 · Entrepreneurship Theory and Practice · 12 citations
with Pankaj C. Patel
A Bayesian non-parametric stochastic frontier model
published 2021 · Annals of Tourism Research · 21 citations
with A. George Assaf, Florian Köck, Alexander Josiassen
Efficiency convergence in Islamic and conventional banks
published 2020 · Journal of International Financial Markets Institutions and Money · 55 citations
A Bayesian solution to multicollinearity through unobserved common factors
published 2020 · Tourism Management · 15 citations
with A. George Assaf
Investigating dynamic price co-movements in the international milk market using copulas: The role of trade agreements
published 2020 · Economic Modelling · 6 citations
with Anthony N. Rezitis, Ανδρέας Ροκοπάνος
Bayesian analysis of static and dynamic Hurst parameters under stochastic volatility
published 2020 · Physica A Statistical Mechanics and its Applications · 6 citations
Generalized estimation of productivity with multiple bad outputs: The importance of materials balance constraints
published 2020 · European Journal of Operational Research · 7 citations
with Scott E. Atkinson
Modelling sustainability efficiency in banking
published 2020 · International Journal of Finance & Economics · 26 citations
with Yong Tan
A solution to log of dependent variables with negative observations
published 2020 · Journal of Productivity Analysis · 8 citations
with Mustafa U. Karakaplan, Levent Kutlu
Stochastic frontier models with time-varying conditional variances” [European Journal of Operational Research 292 (2021) 1115–1132
published 2020 · European Journal of Operational Research · 7 citations
with Subal C. Kumbhakar
Efficiency gains in least squares estimation: A new approach
published 2020 · Econometric Reviews
with Alecos Papadopoulos
Compression in stochastic frontier models
published 2020 · Annals of Tourism Research · 2 citations
with A. George Assaf
Bank deposits and Google searches in a crisis economy: Bayesian non‐linear evidence for Greece (2009–2015)
published 2020 · International Journal of Finance & Economics · 10 citations
with Konstantinos N. Konstantakis, Despoina Paraskeuopoulou, Panayotis G. Michaelides
Unknown latent structure and inefficiency in panel stochastic frontier models
published 2020 · Journal of Productivity Analysis · 13 citations
with Levent Kutlu, Kien C. Tran
Correcting for endogeneity in hospitality and tourism research
published 2020 · International Journal of Contemporary Hospitality Management · 8 citations
with A. George Assaf
Dynamic network DEA and SFA models for accounting and financial indicators with an analysis of super-efficiency in stochastic frontiers: An efficiency comparison in OECD banking
published 2020 · International Review of Economics & Finance · 54 citations
with Peter Wänke, Zhongfei Chen, Jorge Antunes
Testing for persistence in US mutual funds’ performance: a Bayesian dynamic panel model
published 2020 · Annals of Operations Research · 4 citations
with Emmanuel Mamatzakis
Dynamic quantile stochastic frontier models
published 2020 · International Journal of Hospitality Management · 6 citations
with A. George Assaf, Florian Köck
COVID-19 and gradual adjustment in the tourism, hospitality, and related industries
published 2020 · Tourism Economics · 81 citations
Remarks on Bank Competition and Convergence Dynamics
published 2020 · Journal of risk and financial management · 1 citations
On the estimation of technical and allocative efficiency in a panel stochastic production frontier system model: Some new formulations and generalizations
published 2020 · European Journal of Operational Research · 23 citations
with Subal C. Kumbhakar
Endogeneity in multiple output production: Evidence from the US hotel industry
published 2020 · Tourism Management · 8 citations
with A. George Assaf, Scott E. Atkinson
A note on Sigma–Mu efficiency analysis as a methodology for evaluating units through composite indicators
published 2020 · European Journal of Operational Research · 2 citations
Multidirectional conditional convergence in European banking
published 2020 · 18 citations
with Panagiotis Tziogkidis, Dionisis Philippas
Measuring firm performance: Differentiating between uncontrollable and controllable bad outputs
published 2020 · Tourism Management · 13 citations
with A. George Assaf, David Gillen
Directional technology distance functions through duality
published 2020 · Economics Letters · 1 citations
A spatial stochastic frontier model with endogenous frontier and environmental variables
published 2020 · European Journal of Operational Research · 69 citations
with Levent Kutlu, Kien C. Tran
On a model of environmental performance and technology gaps
published 2020 · European Journal of Operational Research · 2 citations
Quantile stochastic frontier models with endogeneity
published 2020 · Economics Letters · 17 citations
with A. George Assaf, Athanasios Andrikopoulos
On a High-Dimensional Model Representation method based on Copulas
published 2020 · European Journal of Operational Research · 14 citations
with Athanasios Andrikopoulos
Bayesian input–output table update using a benchmark LASSO prior
published 2020 · Economic Systems Research · 4 citations
Endogenous dynamic efficiency in the intertemporal optimization models of firm behavior
published 2019 · European Journal of Operational Research · 7 citations
with Emir Malikov, Subal C. Kumbhakar
Management estimation in banking
published 2019 · European Journal of Operational Research · 15 citations
with Manthos D. Delis, Maria Iosifidi
Robust Bayesian Inference in Stochastic Frontier Models
published 2019 · Journal of risk and financial management · 1 citations
Quantile Stochastic Frontiers
published 2019 · European Journal of Operational Research · 28 citations
Diagnostic testing in Bayesian analysis
published 2019 · International Journal of Contemporary Hospitality Management · 3 citations
with A. George Assaf
Revealing forecaster's preferences: A Bayesian multivariate loss function approach
published 2019 · Journal of Forecasting · 1 citations
with Emmanuel Mamatzakis
A Bayesian Signals Approach for the Detection of Crises
published 2019 · Journal of Quantitative Economics
with Panayotis G. Michaelides, Panos Xidonas
Does risk aversion affect bank output loss? The case of the Eurozone
published 2019 · European Journal of Operational Research · 7 citations
with Emmanuel Mamatzakis, Steven Ongena
A coherent approach to Bayesian Data Envelopment Analysis
published 2019 · European Journal of Operational Research · 21 citations
A Bayesian approach to continuous type principal-agent problems
published 2019 · European Journal of Operational Research · 5 citations
Ordinal-response GARCH models for transaction data: A forecasting exercise
published 2019 · International Journal of Forecasting · 1 citations · first circulated 2018
with Stefanos Dimitrakopoulos
Transition and limiting distributions when covariates are available
published 2019 · Economics Letters
Does efficiency help banks survive and thrive during financial crises?
published 2019 · Journal of Banking & Finance · 123 citations
with A. George Assaf, Allen N. Berger, Raluca A. Roman
Bayesian dynamic panel models for tourism research
published 2019 · Tourism Management · 11 citations
with A. George Assaf
Bayesian nonlinear panel cointegration: an empirical application to the EKC hypothesis
published 2019 · Letters in Spatial and Resource Sciences · 3 citations
with Michael Polemis
A novel forecasting model for the Baltic dry index utilizing optimal squeezing
published 2019 · Journal of Forecasting · 32 citations
The impact of market competition on CEO salary in the US energy sector1
published 2019 · Energy Policy · 17 citations
with Panayotis G. Michaelides, Konstantinos N. Konstantakis, Panos Xidonas
Production under input endogeneity and farm-specific risk aversion: evidence from contract farming and Bayesian method
published 2019 · European Review of Agricultural Economics · 11 citations
with Ashok K. Mishra, Anthony N. Rezitis
A review of research into performance modeling in tourism research - Launching the Annals of Tourism Research curated collection on performance modeling in tourism research
published 2019 · Annals of Tourism Research · 50 citations
with A. George Assaf
A time-varying true individual effects model with endogenous regressors
published 2019 · Journal of Econometrics · 66 citations
with Levent Kutlu, Kien C. Tran
On the estimation of total factor productivity: A novel Bayesian non-parametric approach
published 2019 · European Journal of Operational Research · 18 citations
with Michael Polemis
Multivariate Stochastic Volatility with Large and Moderate Shocks
published 2019 · Journal of the Royal Statistical Society Series A (Statistics in Society)
Forecasting occupancy rate with Bayesian compression methods
published 2019 · Annals of Tourism Research · 38 citations
with A. George Assaf
Multi-objective optimization using statistical models
published 2019 · European Journal of Operational Research · 20 citations
A regression discontinuity stochastic frontier model with an application to educational attainment
published 2019 · Stat · 7 citations
with Geraint Johnes
Further results on estimating inefficiency effects in stochastic frontier models
published 2018 · European Journal of Operational Research · 12 citations
with Emmanuel Mamatzakis
Why fully efficient banks matter? A nonparametric stochastic frontier approach in the presence of fully efficient banks
published 2018 · Empirical Economics · 7 citations
with Kien C. Tran, Emmanuel Mamatzakis
A Monte Carlo Study of Time Varying Coefficient (TVC) Estimation
published 2018 · Computational Economics · 1 citations
Importance sampling from posterior distributions using copula-like approximations
published 2018 · Journal of Econometrics · 7 citations
Dynamics of Inefficiency and Merger in English Higher Education From 1996/97 to 2008/9: A Comparison of Pre‐Merging, Post‐Merging and Non‐Merging Universities Using Bayesian Methods
published 2018 · Manchester School · 12 citations
with Jill Johnes
A Bayesian semiparametric approach to stochastic frontiers and productivity
published 2018 · European Journal of Operational Research · 42 citations
Diagnosing and correcting the effects of multicollinearity: Bayesian implications of ridge regression
published 2018 · Tourism Management · 77 citations
with A. George Assaf, Αναστάσιος Τασιόπουλος
Estimating Technical Efficiency and Production Risk under Contract Farming: A Bayesian Estimation and Stochastic Dominance Methodology
published 2018 · Journal of Agricultural Economics · 27 citations
with Ashok K. Mishra, Anthony N. Rezitis
Modeling asymmetric price transmission in the European food market
published 2018 · Economic Modelling · 33 citations
with Anthony N. Rezitis
Measuring comparative advantages in the Euro Area
published 2018 · Economic Modelling · 9 citations
with Ioanna Konstantakopoulou
Nonperforming loans in the euro area: A re core–periphery banking markets fragmented?
published 2018 · International Journal of Finance & Economics · 98 citations
with Dimitrios Anastasiou, Helen Louri
Revisiting the returns of public infrastructure in Mexico: A limited information local likelihood estimation
published 2018 · Economic Modelling · 5 citations
with Emmanuel Mamatzakis
A non-linear Keynesian Goodwin-type endogenous model of the cycle: Bayesian evidence for the USA
published 2018 · Studies in Nonlinear Dynamics and Econometrics · 1 citations
with Theodore Mariolis, Konstantinos N. Konstantakis, Panayotis G. Michaelides
Foreign direct investment in OECD countries: a special focus in the case of Greece
published 2018 · Applied Economics · 15 citations
with Nicholas C. Baltas, Konstantinos Baltas
Efficiency in banking of developing countries with the same cultural background
published 2018 · Journal of Economic Studies · 11 citations
with Carlos Pestana Barros, Peter Wänke, Md. Abul Kalam Azad
Smooth approximations to monotone concave functions in production analysis: An alternative to nonparametric concave least squares
published 2018 · European Journal of Operational Research · 9 citations
Measuring hotel performance: Toward more rigorous evidence in both scope and methods
published 2018 · Tourism Management · 62 citations
with A. George Assaf
Assessing the strategic fit of potential M&As in Chinese banking: A novel Bayesian stochastic frontier approach
published 2018 · Economic Modelling · 14 citations
with Zhongfei Chen, Peter Wänke
An internally consistent approach to the estimation of market power and cost efficiency with an application to U.S. banking
published 2018 · European Journal of Operational Research · 23 citations
with Emir Malikov, Subal C. Kumbhakar
Bayesian CV@R/super-quantile regression
published 2018 · Journal of Applied Statistics · 2 citations
Statistical inference in efficient production with bad inputs and outputs using latent prices and optimal directions
published 2018 · Journal of Econometrics · 23 citations
with Scott E. Atkinson, Daniel Primont
Debt dynamics in Europe: A Network General Equilibrium GVAR approach
published 2018 · Journal of Economic Dynamics and Control · 13 citations
with Panayotis G. Michaelides, Konstantinos N. Konstantakis
A novel model of costly technical efficiency
published 2018 · European Journal of Operational Research · 6 citations
Bayesian local influence analysis: With an application to stochastic frontiers
published 2018 · Economics Letters · 1 citations
Market and political power interactions in Greece: an empirical investigation
published 2018 · IZA Journal of Labor Policy · 20 citations · first circulated 2016
with Tryphon Kollintzas, Dimitris Papageorgiou, Vanghelis Vassilatos
Bayesian inference in threshold stochastic frontier models
published 2017 · Empirical Economics · 4 citations
with Kien C. Tran, Panayotis G. Michaelides
Stochastic frontier models with flexible random coefficients
published 2017 · Global Business and Economics Review
The estimation and decomposition of tourism productivity
published 2017 · Tourism Management · 107 citations
with A. George Assaf
Did the financial crisis affect the market valuation of large systemic U.S. banks?
published 2017 · Journal of Financial Stability · 15 citations
with Georgios Bertsatos, Plutarchos Sakellaris
Bayesian Treatments for Panel Data Stochastic Frontier Models with Time Varying Heterogeneity
published 2017 · Econometrics · 11 citations
with Junrong Liu, Robin C. Sickles
The spurious effect of ARCH errors on linearity tests: a theoretical note and an alternative maximum likelihood approach
published 2017 · Studies in Nonlinear Dynamics and Econometrics
Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology
published 2017 · Journal of Banking & Finance · 21 citations
A Bayesian approach to find Pareto optima in multiobjective programming problems using Sequential Monte Carlo algorithms
published 2017 · Omega · 5 citations
A structural vector autoregressive model of technical efficiency and delays with an application to Chinese airlines
published 2017 · Transportation Research Part A Policy and Practice · 27 citations
with Zhongfei Chen, Peter Wänke
Neglected chaos in international stock markets: Bayesian analysis of the joint return–volatility dynamical system
published 2017 · Physica A Statistical Mechanics and its Applications · 9 citations
with Panayotis G. Michaelides
Shadow directional distance functions with bads: GMM estimation of optimal directions and efficiencies
published 2017 · Empirical Economics · 17 citations
with Scott E. Atkinson
Production of output and ideas: efficiency and growth patterns in the United States
published 2017 · Regional Studies · 12 citations
with Kyriakos Drivas, Claire Economidou
A non-iterative (trivial) method for posterior inference in stochastic volatility models
published 2017 · Statistics & Probability Letters · 2 citations
System stress testing of bank liquidity risk
published 2017 · Journal of International Money and Finance · 11 citations
Bayesian estimation of agent-based models
published 2017 · Journal of Economic Dynamics and Control · 151 citations · first circulated 2015
with Jakob Grazzini, Matteo Richiardi
An Empirical Model of Behavioral Heterogeneity
published 2017 · Review of Economic Analysis · 1 citations
with Subal C. Kumbhakar
The profit function system with output-and input-specific technical efficiency
published 2016 · Economics Letters · 2 citations
Endogenous bank risk and efficiency
published 2016 · European Journal of Operational Research · 55 citations
with Manthos D. Delis, Maria Iosifidi
Modeling technical and service efficiency
published 2016 · Transportation Research Part B Methodological · 11 citations
with A. George Assaf, David Gillen, Anna S. Mattila
A Semi-Parametric Non-linear Neural Network Filter: Theory and Empirical Evidence
published 2016 · Computational Economics · 12 citations
with Panayotis G. Michaelides, Angelos T. Vouldis, Konstantinos N. Konstantakis, Panagiotis Patrinos
‘Adjustment costs in the technical efficiency: An application to global banking’ [European Journal of Operational Research 256 (2017) 640–649
published 2016 · European Journal of Operational Research
with Emmanuel Mamatzakis
When, Where, and How” of Efficiency Estimation: Improved Procedures for Stochastic Frontier Modeling
published 2016 · Journal of the American Statistical Association · 23 citations
Microfoundations for stochastic frontiers
published 2016 · European Journal of Operational Research · 14 citations
On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors
published 2016 · Economics Letters · 6 citations
with Kien C. Tran
Series estimation of functional-coefficient partially linear regression model
published 2016 · Communication in Statistics-Theory and Methods
with Kien C. Tran
The long-run causal relationship between exports and economic growth in the euro area
published 2016 · Applied Economics Letters · 10 citations
with Ioanna Konstantakopoulou
Foreign Direct Investment Determinants in OECD and Developing Countries
published 2016 · Review of Development Economics · 66 citations
with Fotini Economou, Christis Hassapis, Νικόλαος Φίλιππας
Non-linearities in financial bubbles: Theory and Bayesian evidence from S&P500
published 2016 · Journal of Financial Stability · 10 citations
with Panayotis G. Michaelides, Konstantinos N. Konstantakis
An alternative semiparametric approach to the modelling of asymmetric gasoline price adjustment
published 2016 · Energy Economics · 32 citations
with Michael Polemis
Bayesian Approach for the Measurement of Tourism Performance
published 2016 · Journal of Travel Research · 30 citations
with A. George Assaf, Haemoon Oh
Business cycle determinants and fiscal policy: A Panel ARDL approach for EMU
published 2016 · The Journal of Economic Asymmetries · 22 citations
with Theofanis Papageorgiou, Panayotis G. Michaelides
Bayesian GVAR with k-endogenous dominants & input–output weights: Financial and trade channels in crisis transmission for BRICs
published 2016 · Journal of International Financial Markets Institutions and Money · 19 citations
with Konstantinos N. Konstantakis, Panayotis G. Michaelides
A Cost System Approach to the Stochastic Directional Technology Distance Function with Undesirable Outputs: The Case of us Banks in 2001–2010
published 2015 · Journal of Applied Econometrics · 12 citations
with Emir Malikov, Subal C. Kumbhakar
Notes on technical efficiency estimation with multiple inputs and outputs
published 2015 · European Journal of Operational Research · 3 citations
Parameters measuring bank risk and their estimation
published 2015 · European Journal of Operational Research · 14 citations
Zero-inefficiency stochastic frontier models with varying mixing proportion: A semiparametric approach
published 2015 · European Journal of Operational Research · 16 citations
with Kien C. Tran
Bayesian analysis of multivariate stable distributions using one-dimensional projections
published 2015 · Journal of Multivariate Analysis · 8 citations · first circulated 2013
System estimation of GVAR with two dominants and network theory: Evidence for BRICs
published 2015 · Economic Modelling · 16 citations
with Konstantinos N. Konstantakis, Panayotis G. Michaelides, Chrysanthi Minou
How are market preferences shaped? The case of sovereign debt of stressed euro-area countries
published 2015 · Journal of Banking & Finance · 5 citations
with Emmanuel Mamatzakis
Does labour regulation affect technical and allocative efficiency? Evidence from the banking industry
published 2015 · Journal of Banking & Finance · 25 citations
with Emmanuel Mamatzakis, Subal C. Kumbhakar, Anastasia Koutsomanoli-Filippaki
Directional distance functions: Optimal endogenous directions
published 2015 · Journal of Econometrics · 83 citations
with Scott E. Atkinson
Banks’ Risk Endogenous to Strategic Management Choices
published 2015 · British Journal of Management · 19 citations
with Manthos D. Delis, Iftekhar Hasan
The good, the bad and the technology: Endogeneity in environmental production models
published 2015 · Journal of Econometrics · 60 citations
with Subal C. Kumbhakar
Bayesian Approach to Disentangling Technical and Environmental Productivity
published 2015 · Econometrics · 16 citations
with Emir Malikov, Subal C. Kumbhakar
A Spatial Stochastic Frontier Model with Spillovers: Evidence for Italian Regions
published 2015 · Scottish Journal of Political Economy · 53 citations
with Panayotis G. Michaelides
Endogeneity in stochastic frontier models: Copula approach without external instruments
published 2015 · Economics Letters · 97 citations
with Kien C. Tran
Economic Fluctuations and Fiscal Policy in Europe: A Political Business Cycles Approach Using Panel Data and Clustering (1996–2013)
published 2015 · Open Economies Review · 9 citations
with Konstantinos N. Konstantakis, Theofanis Papageorgiou, Panayotis G. Michaelides
Estimation of Input Distance Functions: A System Approach
published 2015 · American Journal of Agricultural Economics · 39 citations
with Subal C. Kumbhakar, Emir Malikov
Dynamic technical and allocative efficiencies in European banking
published 2014 · Journal of Banking & Finance · 53 citations
with A. George Assaf, Roman Matoušek
Bayesian Analysis of Least Absolute Relative Error Regression
published 2014 · Communication in Statistics-Theory and Methods · 2 citations
On the Joint Estimation of Heterogeneous Technologies, Technical, and Allocative Inefficiency
published 2014 · Econometric Reviews · 1 citations
with Kien C. Tran
Global approximation to arbitrary cost functions: A Bayesian approach with application to US banking
published 2014 · European Journal of Operational Research · 17 citations
with Panayotis G. Michaelides, Angelos T. Vouldis, Konstantinos N. Konstantakis
Understanding relative efficiency among airports: A general dynamic model for distinguishing technical and allocative efficiency
published 2014 · Transportation Research Part B Methodological · 31 citations
with A. George Assaf, David Gillen
Approximately Distribution-Free Diagnostic Tests for Regressions With Survival Data
published 2014 · Journal of Statistical Theory and Practice
with Simos G. Meintanis
Regional Convergence in Greece (1995–2005): A Dynamic Panel Perspective
published 2014 · Economics Research International · 8 citations
with Stylianos Sakkas, Nikolaos C. Baltas
On the Estimation of Marginal Cost
published 2014 · Operations Research · 42 citations · first circulated 2012
with Manthos D. Delis, Maria Iosifidi
The risk of financial intermediaries
published 2014 · Journal of Banking & Finance · 91 citations
with Manthos D. Delis, Iftekhar Hasan
On the use of marginal posteriors in marginal likelihood estimation via importance sampling
published 2014 · Computational Statistics & Data Analysis · 93 citations
with Konstantinos Perrakis, Ioannis Ntzoufras
Half a century of empirical evidence of business cycles in OECD countries
published 2014 · Journal of Policy Modeling · 20 citations
with Ioanna Konstantakopoulou
Quantitative Price Tests in Antitrust Market Definition with an Application to the Savory Snacks Markets
published 2014 · 3 citations
with Yannis Katsoulacos, Ioanna Konstantakopoulou, Eleni Metsiou
Comment on “Monetary Policy and Banks in the Euro Area: The Tale of Two Crises”
published 2013 · Journal of Macroeconomics · 2 citations
Is the Greek crisis in the EMU contagious?
published 2013 · Applied Economics Letters · 3 citations
with Panayotis G. Michaelides, Theofanis Papageorgiou
A Zero Inefficiency Stochastic Frontier Estimator
published 2013 · Journal of Econometrics · 4 citations
no link
GMM estimation of stochastic frontier model with endogenous regressors
published 2012 · Economics Letters · 109 citations
with Kien C. Tran
Bayesian inference in regression with Pearson disturbances
published 2012 · Economics Letters
Turkish bank efficiency: Bayesian estimation with undesirable outputs
published 2012 · Journal of Banking & Finance · 129 citations
with A. George Assaf, Roman Matoušek
FIRM HETEROGENEITY, PERSISTENT AND TRANSIENT TECHNICAL INEFFICIENCY: A GENERALIZED TRUE RANDOM‐EFFECTS model
published 2012 · Journal of Applied Econometrics · 203 citations
with Subal C. Kumbhakar
A zero inefficiency stochastic frontier model
published 2012 · Journal of Econometrics · 83 citations
Estimating multivariate heavy tails and principal directions easily, with an application to international exchange rates
published 2012 · Statistics & Probability Letters · 8 citations
Maximum likelihood estimation of stochastic frontier models by the Fourier transform
published 2012 · Journal of Econometrics · 54 citations
Measurement of excess bidding in auctions
published 2012 · Economics Letters · 16 citations
with Angeliki Ferona
Bayesian analysis of extreme value regression
published 2012 · Applied Economics Letters
with Emmanuel N. Papadakis
Bayesian estimation approaches to first-price auctions
published 2011 · Journal of Econometrics · 15 citations
Stylized facts of money and credit over the business cycles
published 2011 · Applied Financial Economics · 10 citations
with Tryphon Kollintzas, Ioanna Konstantakopoulou
The business cycle in Eurozone economies (1960 to 2009)
published 2011 · Applied Financial Economics · 18 citations
with Ioanna Konstantakopoulou
Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus
published 2011 · Journal of Financial Stability · 74 citations
with Manthos D. Delis, Kien C. Tran
Performance Evaluation: A Review Article And An Empirical Investigation Of Greek Mutual Fund Managers
published 2011 · International Business & Economics Research Journal (IBER) · 7 citations
with Νικόλαος Φίλιππας
Rail infrastructure charging in Hellenic railways
published 2010 · Journal of Policy Modeling · 3 citations
with Nicholas C. Baltas, Dionysios P. Chionis
Multivariate Pareto Distributions: Inference and Financial Applications
published 2010 · Communication in Statistics-Theory and Methods · 9 citations
with Emmanuel N. Papadakis
Globally flexible functional forms: The neural distance function
published 2010 · European Journal of Operational Research · 19 citations
with Panayotis G. Michaelides, Angelos T. Vouldis
Estimating semi-parametric output distance functions with neural-based reduced form equations using LIML
published 2010 · Economic Modelling · 4 citations
with Angelos T. Vouldis, Panayotis G. Michaelides
Local GMM Estimation of Semiparametric Panel Data with Smooth Coefficient Models
published 2009 · Econometric Reviews · 30 citations
with Kien C. Tran
Technical and allocative efficiency in European banking
published 2009 · European Journal of Operational Research · 112 citations
with Sophocles N. Brissimis, Manthos D. Delis, Matthaios Delis
Stochastic error specification in primal and dual production systems
published 2009 · Journal of Applied Econometrics · 35 citations
with Subal C. Kumbhakar
A Bayesian approach to statistical inference in stochastic DEA
published 2009 · Omega · 62 citations
with Emmanuel N. Papadakis
Global Approximations to Cost and Production Functions using Artificial Neural Networks
published 2009 · International Journal of Computational Intelligence Systems · 6 citations
with Panayotis G. Michaelides, Angelos T. Vouldis
Where in the U-shaped Curve Is Europe Found? An Empirical Analysis of Centre-Periphery in the E.U.
published 2009 · The Journal of Economic Asymmetries
with Helen Caraveli
Testing for the generalized normal-Laplace distribution with applications” [Computational Statistics and Data Analysis 54 (2010) 3174–3180
published 2009 · Computational Statistics & Data Analysis · 9 citations
with Simos G. Meintanis
Estimation of nonparametric inefficiency effects stochastic frontier models with an application to British manufacturing
published 2009 · Economic Modelling · 37 citations
with Kien C. Tran
ELECTORAL MOTIVES, PARTISAN MOTIVES AND DYNAMIC OPTIMALITY WITH MANY TAXES: AN INTERNATIONAL INVESTIGATION
published 2009 · Scottish Journal of Political Economy
with Dimitris K. Christopoulos, John Loizides
EU Growth, Convergence and the Knowledge Economy: An Empirical Investigation
published 2008 · The Journal of Economic Asymmetries · 5 citations
with Helen Caraveli, Jenny Darzentas
Does public sector efficiency matter? Revisiting the relation between fiscal size and economic growth in a world sample
published 2008 · Public Choice · 110 citations · first circulated 2007
with Konstantinos Angelopoulos, Apostolis Philippopoulos
Estimation of cost vs profit systems with and without technical inefficiency
published 2008 · 經濟論文 · 6 citations
with Subal C. Kumbhakar
Cost Structure, Efficiency and Productivity in Hellenic Railways
published 2008 · The Journal of Economic Asymmetries · 1 citations
with Nicholas C. Baltas, Dionysios P. Chionis
Joint estimation of technology choice and technical efficiency: an application to organic and conventional dairy farming
published 2008 · Journal of Productivity Analysis · 205 citations
with Subal C. Kumbhakar, Timo Sipiläinen
PROMETHEUS BOUND: POLARIZATION IS POSSIBLE IN THE NEOCLASSICAL GROWTH MODEL
published 2008 · Metroeconomica
with Loukas Theocharis
Estimation of input‐oriented technical efficiency using a nonhomogeneous stochastic production frontier model
published 2007 · Agricultural Economics · 17 citations
with Subal C. Kumbhakar
Efficiency Measurement with the Weibull Stochastic Frontier*
published 2007 · Oxford Bulletin of Economics and Statistics · 42 citations
Are Regional Incomes in the USA Converging? A Non-linear Perspective
published 2007 · Regional Studies · 21 citations
with Dimitris K. Christopoulos
Scale and efficiency measurement using a semiparametric stochastic frontier model: evidence from the U.S. commercial banks
published 2007 · Empirical Economics · 47 citations
with Subal C. Kumbhakar
Do we estimate an input or an output distance function? An application of the mixture approach to European railways
published 2007 · Journal of Productivity Analysis · 51 citations
with Subal C. Kumbhakar, Luis Orea, Ana Rodríguez-Álvarez
Inference in dynamic stochastic frontier models
published 2006 · Journal of Applied Econometrics · 155 citations
Nonparametric stochastic frontiers: A local maximum likelihood approach
published 2006 · Journal of Econometrics · 261 citations
with Subal C. Kumbhakar, Byeong U. Park, Léopold Simar
Firm exit and technical inefficiency
published 2006 · Empirical Economics · 32 citations
with Theodore Papadogonas
The Joint Measurement of Technical and Allocative Inefficiencies
published 2005 · Journal of the American Statistical Association · 47 citations
with Subal C. Kumbhakar
Likelihood Evidence on the Asset Returns Puzzle
published 2005 · The Review of Economic Studies · 17 citations
The Abrams curve of government size and unemployment: evidence from panel data
published 2005 · Applied Economics · 39 citations
with Dimitris K. Christopoulos, John Loizides
Estimation of stochastic frontier production functions with input-oriented technical efficiency
published 2005 · Journal of Econometrics · 63 citations
with Subal C. Kumbhakar
Productivity growth and inflation in Europe: Evidence from panel cointegration tests
published 2005 · Empirical Economics · 27 citations
with Dimitris K. Christopoulos
Markov switching stochastic frontier model
published 2004 · Econometrics Journal · 42 citations
with Subal C. Kumbhakar
Value relevance of institutional investors
published 2004 · Managerial Finance
with George Karathanassis, Νικόλαος Φίλιππας, Demosthenes Hevas
Convergence and regional productivity differences: Evidence from Greek prefectures
published 2004 · The Annals of Regional Science · 52 citations
with Dimitris K. Christopoulos
Bayesian inference for multivariate gamma distributions
published 2004 · Statistics and Computing · 16 citations
Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach
published 2004 · Journal of Econometrics · 140 citations
with Subal C. Kumbhakar
Inflation, Shadow Prices and the EMU: Evidence From Greece
published 2004 · Bulletin of Economic Research · 1 citations
with Dimitris K. Christopoulos, Dimitris Christopoulos
International Evidence on Import Demand
published 2004 · Empirica · 16 citations
with Dimitris K. Christopoulos
A Consistent Approach to Cost Efficiency Measurement*
published 2004 · Oxford Bulletin of Economics and Statistics
with George C. Bitros
Dynamic Distributions of Productivity Growth in European Railways
published 2004 · Journal of Transport Economics and Policy · 12 citations
with John Loizides
Cointegration modeling of interrelated factor demands: With an application to labor–import substitution in the European Union
published 2003 · Journal of Macroeconomics · 3 citations
with Dimitris K. Christopoulos
Financial development and economic growth: evidence from panel unit root and cointegration tests
published 2003 · Journal of Development Economics · 1051 citations
with Dimitris K. Christopoulos
Bayesian quantile inference
published 2003 · Journal of Statistical Computation and Simulation · 118 citations
A Reassessment Of Balance Of Payments Constrained Growth: Results From Panel Unit Root And Panel Cointegration Tests
published 2003 · International Economic Journal · 24 citations
with Dimitris K. Christopoulos
Testing the Buchanan-Wagner Hypothesis: European Evidence from Panel Unit Root and Cointegration Tests
published 2003 · Public Choice · 21 citations
with Dimitris K. Christopoulos
Bayesian International Evidence on Heavy Tails, Non‐Stationarity and Asymmetry over the Business Cycle
published 2003 · International Statistical Review · 1 citations
The performance of the Greek banking system in view of the EMU: results from a non-parametric approach
published 2003 · Economic Modelling · 67 citations
with Sarantis Lolos, Dimitris K. Christopoulos
Combining DEA and stochastic frontier models: An empirical Bayes approach
published 2003 · European Journal of Operational Research · 50 citations
Inflation and Productivity in Europe: An Empirical Investigation
published 2003 · Empirica · 9 citations
Inflation and Productivity: Empirical Evidence from Europe
published 2003 · Review of International Economics
Exact solution of asset pricing models with arbitrary shock distributions
published 2003 · Journal of Economic Dynamics and Control · 35 citations
Pareto Regression: A Bayesian Analysis
published 2003 · Communication in Statistics-Theory and Methods · 4 citations
Maastricht convergence and real convergence: European evidence from threshold and smooth transition regression models
published 2003 · Journal of Policy Modeling · 13 citations
with Dimitris K. Christopoulos
Efficiency of the Greek banking system in view of the EMU: a heteroscedastic stochastic frontier approach
published 2002 · Journal of Policy Modeling · 72 citations
with Dimitris K. Christopoulos, Sarantis Lolos
Unemployment and government size: Is there any credible causality?
published 2002 · Applied Economics Letters · 31 citations
with Dimitris K. Christopoulos
Productivity growth in European railways: a new approach
published 2002 · Transportation Research Part A Policy and Practice · 36 citations
with John Loizides
Another Look at Regional Convergence in Greece
published 2002 · Regional Studies · 49 citations
Bayesian inference in time series models using kernel quasi likelihoods
published 2002 · Statistica Neerlandica · 1 citations
Allocative inefficiency and the capital-energy controversy
published 2002 · Energy Economics · 60 citations
with Dimitris K. Christopoulos
Stochastic frontier models with random coefficients
published 2002 · Journal of Applied Econometrics · 290 citations · first circulated 2001
Bayesian Inference in the Noncentral Student-t Model
published 2002 · Journal of Computational and Graphical Statistics · 18 citations
Likelihood-Based comparison of stable paretian and competing models: Evidence from daily exchange rates
published 2002 · Journal of Statistical Computation and Simulation · 7 citations
Posterior Analysis of Stochastic Frontier Models with Truncated Normal Errors
published 2001 · Computational Statistics · 5 citations
Banking Economic Efficiency In The Deregulation Period: Results From Heteroscedastic Stochastic Frontier Models
published 2001 · Manchester School · 36 citations
with Dimitris K. Christopoulos
Regional Convergence and Common, Stochastic Long-run Trends: A Re-examination of the US Regional Data
published 2001 · Regional Studies · 25 citations
Efficiency measurement with nonstationary variables: an application of panel cointegration techniques
published 2001 · Economics bulletin · 7 citations
with Dimitris Christopoulos
no link
European common stochastic long-run trends
published 2001 · Journal of Economics · 174 citations
with Panagiotis Reppas, Dimitris Christopoulos
Efficiency in European Railways: Not as Inefficient as One Might Think
published 2001 · Journal of Applied Economics · 26 citations
with Dimitris Christopoulos, John Loizides, Ioannis Loizides
EXACT INFERENCE IN FOUR-PARAMETER GENERALIZED GAMMA DISTRIBUTIONS
published 2001 · Communication in Statistics-Theory and Methods · 15 citations
Environmental Kuznets curves: Bayesian evidence from switching regime models
published 2001 · Energy Economics · 74 citations
with George Halkos
P-STAR analysis in a converging economy: the case of Greece
published 2001 · Economic Modelling · 19 citations
Euro-land: any good for the European South?
published 2001 · Journal of Policy Modeling · 8 citations
An introduction to efficiency measurement using Bayesian stochastic frontier models
published 2001 · Global Business and Economics Review · 7 citations
Bayesian model comparison by Markov chain simulation: Illustration using stock market data
published 2000 · Research in Economics · 7 citations
Numerical Bayesian inference with arbitrary prior
published 2000 · Statistical Papers · 4 citations
Real convergence in Europe. How robust are econometric inferences?
published 2000 · Applied Economics · 28 citations
Posterior Analysis of Environmental Damage Evaluation in Europe
published 2000 · International Review of Applied Economics · 5 citations
with George Halkos
Regional Growth and Convergence: Evidence from the United States
published 2000 · Regional Studies · 91 citations
Full Likelihood Inference in Normal-Gamma Stochastic Frontier Models
published 2000 · Journal of Productivity Analysis · 52 citations
Productivity Convergence in Europe
published 2000 · Eastern Economic Journal · 15 citations
no link
Distribution-free posterior analysis of econometric models
published 1999 · Applied Stochastic Models in Business and Industry · 2 citations
Monte Carlo inference in econometric models with symmetric stable disturbances
published 1999 · Journal of Econometrics · 83 citations
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