|
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
|
|
2024
|
Identifying Export Opportunities: Empirical Evidence from the Southern Euro Area Countries
|
Open Economies Review
|
C
|
2
|
|
2023
|
Bayesian Artificial Neural Networks for frontier efficiency analysis
|
Journal of Econometrics
|
A
|
3
|
|
2023
|
A Novel HydroEconomic - Econometric Approach for Integrated Transboundary Water Management Under Uncertainty
|
Environmental & Resource Economics
|
B
|
5
|
|
2023
|
The contribution of jump signs and activity to forecasting stock price volatility
|
Journal of Empirical Finance
|
C
|
5
|
|
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
|
|
2020
|
A Minimax Regret Approach to Decision Making Under Uncertainty
|
Journal of Agricultural Economics
|
B
|
2
|
|
2020
|
Vertical linkages in agri-food supply chains: changing roles for producers, commodity groups, and government policy
|
European Review of Agricultural Economics
|
B
|
3
|
|
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
|
|
2019
|
Estimating Technical Efficiency and Production Risk under Contract Farming: A Bayesian Estimation and Stochastic Dominance Methodology
|
Journal of Agricultural Economics
|
B
|
3
|
|
2019
|
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
|
The Manchester School
|
C
|
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
|
|
2017
|
Foreign Direct Investment Determinants in OECD and Developing Countries
|
Review of Development Economics
|
C
|
4
|
|
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
|
|
2015
|
Economic Fluctuations and Fiscal Policy in Europe: A Political Business Cycles Approach Using Panel Data and Clustering (1996–2013)
|
Open Economies Review
|
C
|
4
|
|
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
|
|
2008
|
Estimation of input‐oriented technical efficiency using a nonhomogeneous stochastic production frontier model
|
Agricultural Economics
|
C
|
2
|
|
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
|
|
2003
|
Cointegration modeling of interrelated factor demands: With an application to labor-import substitution in the European Union
|
Journal of Macroeconomics
|
C
|
2
|
|
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
|
|
2001
|
Banking Economic Efficiency In The Deregulation Period: Results From Heteroscedastic Stochastic Frontier Models
|
The Manchester School
|
C
|
2
|
|
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
|