Zobrazeno 1 - 10 of 214 pro vyhledávání: '"Mike G. Tsionas"'
2
Bayesian learning in performance. Is there any?
Autor: Mike G. Tsionas
We propose and implement a Bayesian learning model for performance. The model implies a specific distribution for performance / technical inefficiency which we exploit in the context of stochastic frontier models. As the theoretical model is ambiguou
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::650104d8c831a554d8feeced1a03ba13
https://doi.org/10.1016/j.ejor.2023.04.034
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3
Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models
Autor: Kien C. Tran, Mike G. Tsionas, Artem B. Prokhorov
Publikováno v: European Journal of Operational Research. 304:1189-1199
This paper considers the estimation of a spatial autoregressive stochastic frontier model, where the production frontier coefficients, as well as the spatial parameter, are allowed to depend on a set of observed environmental factors. The inefficienc
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5d5cabf7af111b77f703d016c1548df7
https://doi.org/10.1016/j.ejor.2022.04.039
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5
On identifying risk-adjusted efficiency gains or losses of prospective mergers and acquisitions
Autor: Mike G. Tsionas, Konstantinos N. Baltas
Publikováno v: Annals of Operations Research. 318:619-683
We propose a new approach to evaluate and compare ex-ante the risk-adjusted efficiency gains or losses of potential mergers and acquisitions (M &A). We test our methodology in the banking sector by estimating a latent class stochastic frontier model
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f0f6cb01dc2ac8e253dd3ad3dfa93de4
https://doi.org/10.1007/s10479-022-04826-w
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6
Why do households repay their debt in UK during the COVID-19 crisis?
Autor: Emmanuel Mamatzakis, Mike G. Tsionas, Steven Ongena
PurposeIn this paper, the authors investigate whether coronavirus disease 2019 (COVID-19) impacts household finances, like household debt repayments in the UK.Design/methodology/approachThis paper employs a vector autoregressive (VAR) model that nest
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::359336deaa9c90a5d92b5ba1fc551158
https://doi.org/10.1108/jes-10-2022-0540
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