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Mike Tsionas

Global rank #528 99%

Institution: Unknown

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1998

Most Recent: 2025

RePEc ID: pts139 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.67 3.75 0.00 6.94
Last 10 Years 0.00 6.03 13.14 0.00 34.42
All Time 2.01 16.92 30.40 0.00 87.79

Publication Statistics

Raw Publications 77
Coauthorship-Adjusted Count 80.68

Publications (77)

Year Article Journal Tier Authors
2025 The Rationality Bias Journal of Money, Credit, and Banking B 3
2024 A Non‐parametric Estimation of Productivity with Idiosyncratic and Aggregate Shocks: The Role of Research and Development (R&D) and Corporate Tax Oxford Bulletin of Economics and Statistics B 2
2024 A Bayesian policy learning model of COVID-19 non-pharmaceutical interventions Applied Economics C 4
2024 Endogenous Bad Outputs and Technical Inefficiency in U.S. Electric Utilities The Energy Journal B 2
2023 Bayesian Artificial Neural Networks for frontier efficiency analysis Journal of Econometrics A 3
2022 Management practices and M&A success Journal of Banking & Finance B 5
2022 Estimation of large dimensional time varying VARs using copulas European Economic Review B 3
2021 Investigating dynamic price co-movements in the international milk market using copulas: The role of trade agreements Economic Modeling C 3
2021 Yield spread determinants of sukuk and conventional bonds Economic Modeling C 4
2021 Comparison of stochastic frontier models using the Hyvärinen factor Economics Letters C 1
2020 Foreign direct investment in OECD countries: a special focus in the case of Greece Applied Economics C 3
2020 Multidirectional conditional convergence in European banking Journal of Economic Behavior and Organization B 3
2020 Stochastic dominance tests Journal of Economic Dynamics and Control B 2
2020 Quantile stochastic frontier models with endogeneity Economics Letters C 3
2020 Directional technology distance functions through duality Economics Letters C 1
2019 Importance sampling from posterior distributions using copula-like approximations Journal of Econometrics A 2
2019 Measuring comparative advantages in the Euro Area Economic Modeling C 2
2019 The impact of market competition on CEO salary in the US energy sector1 Energy Policy B 4
2019 A time-varying true individual effects model with endogenous regressors Journal of Econometrics A 3
2019 Modeling asymmetric price transmission in the European food market Economic Modeling C 2
2019 Does efficiency help banks survive and thrive during financial crises? Journal of Banking & Finance B 4
2019 Transition and limiting distributions when covariates are available Economics Letters C 1
2019 Ordinal-response GARCH models for transaction data: A forecasting exercise International Journal of Forecasting B 2
2018 Foreign direct investment in OECD countries: a special focus in the case of Greece Applied Economics C 3
2018 Debt dynamics in Europe: A Network General Equilibrium GVAR approach Journal of Economic Dynamics and Control B 3
2018 Revisiting the returns of public infrastructure in Mexico: A limited information local likelihood estimation Economic Modeling C 2
2018 Assessing the strategic fit of potential M&As in Chinese banking: A novel Bayesian stochastic frontier approach Economic Modeling C 3
2018 Bayesian local influence analysis: With an application to stochastic frontiers Economics Letters C 1
2018 Statistical inference in efficient production with bad inputs and outputs using latent prices and optimal directions Journal of Econometrics A 3
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 & Finance B 4
2017 Bayesian estimation of agent-based models Journal of Economic Dynamics and Control B 3
2017 System stress testing of bank liquidity risk Journal of International Money and Finance B 3
2017 The profit function system with output- and input-specific technical efficiency Economics Letters C 1
2017 “When, Where, and How” of Efficiency Estimation: Improved Procedures for Stochastic Frontier Modeling Journal of the American Statistical Association B 1
2016 Directional distance functions: Optimal endogenous directions Journal of Econometrics A 2
2016 Mobility of knowledge and local innovation activity European Economic Review B 4
2016 The good, the bad and the technology: Endogeneity in environmental production models Journal of Econometrics A 2
2016 A Cost System Approach to the Stochastic Directional Technology Distance Function with Undesirable Outputs: The Case of us Banks in 2001–2010 Journal of Applied Econometrics B 3
2016 An alternative semiparametric approach to the modelling of asymmetric gasoline price adjustment Energy Economics A 2
2016 On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors Economics Letters C 2
2015 System estimation of GVAR with two dominants and network theory: Evidence for BRICs Economic Modeling C 4
2015 Does labour regulation affect technical and allocative efficiency? Evidence from the banking industry Journal of Banking & Finance B 4
2015 How are market preferences shaped? The case of sovereign debt of stressed euro-area countries Journal of Banking & Finance B 2
2015 Endogeneity in stochastic frontier models: Copula approach without external instruments Economics Letters C 2
2015 Dynamic technical and allocative efficiencies in European banking Journal of Banking & Finance B 3
2014 The risk of financial intermediaries Journal of Banking & Finance B 3
2014 FIRM HETEROGENEITY, PERSISTENT AND TRANSIENT TECHNICAL INEFFICIENCY: A GENERALIZED TRUE RANDOM‐EFFECTS model Journal of Applied Econometrics B 2
2013 A zero inefficiency stochastic frontier model Journal of Econometrics A 3
2013 GMM estimation of stochastic frontier model with endogenous regressors Economics Letters C 2
2013 Bayesian inference in regression with Pearson disturbances Economics Letters C 1
2013 Turkish bank efficiency: Bayesian estimation with undesirable outputs Journal of Banking & Finance B 3
2012 Bayesian estimation approaches to first-price auctions Journal of Econometrics A 3
2012 Measurement of excess bidding in auctions Economics Letters C 2
2012 Maximum likelihood estimation of stochastic frontier models by the Fourier transform Journal of Econometrics A 1
2011 Stochastic error specification in primal and dual production systems Journal of Applied Econometrics B 2
2010 Estimating semi-parametric output distance functions with neural-based reduced form equations using LIML Economic Modeling C 3
2009 The joint estimation of bank-level market power and efficiency Journal of Banking & Finance B 2
2009 Estimation of nonparametric inefficiency effects stochastic frontier models with an application to British manufacturing Economic Modeling C 2
2008 Does public sector efficiency matter? Revisiting the relation between fiscal size and economic growth in a world sample Public Choice B 3
2007 Nonparametric stochastic frontiers: A local maximum likelihood approach Journal of Econometrics A 4
2007 Efficiency Measurement with the Weibull Stochastic Frontier* Oxford Bulletin of Economics and Statistics B 1
2006 Estimation of stochastic frontier production functions with input-oriented technical efficiency Journal of Econometrics A 2
2006 Inference in dynamic stochastic frontier models Journal of Applied Econometrics B 1
2005 The Abrams curve of government size and unemployment: evidence from panel data Applied Economics C 3
2005 Measuring technical and allocative inefficiency in the translog cost system: a Bayesian approach Journal of Econometrics A 2
2005 Likelihood Evidence on the Asset Returns Puzzle Review of Economic Studies S 1
2004 A Consistent Approach to Cost Efficiency Measurement Oxford Bulletin of Economics and Statistics B 2
2004 Financial development and economic growth: evidence from panel unit root and cointegration tests Journal of Development Economics A 2
2003 The performance of the Greek banking system in view of the EMU: results from a non-parametric approach Economic Modeling C 3
2003 Testing the Buchanan-Wagner Hypothesis: European Evidence from Panel Unit Root and Cointegration Tests. Public Choice B 2
2003 Inflation and Productivity: Empirical Evidence from Europe Review of International Economics B 1
2003 Exact solution of asset pricing models with arbitrary shock distributions Journal of Economic Dynamics and Control B 1
2002 Allocative inefficiency and the capital-energy controversy Energy Economics A 2
2001 Environmental Kuznets curves: Bayesian evidence from switching regime models Energy Economics A 2
2001 P-STAR analysis in a converging economy: the case of Greece Economic Modeling C 1
2000 Real convergence in Europe. How robust are econometric inferences? Applied Economics C 1
1998 Monte Carlo inference in econometric models with symmetric stable disturbances Journal of Econometrics A 1