Dr. Tsionas Mike
|Research themes||Econometrics, Applied Econometrics, Bayesian Technique in Time Series and Panel Data, Efficiency and Productivity and Banking Models|
|Teaching department||Finance, Control and Law|
Mamatzakis, E., Tsionas, M. G. (2023). Correcting for productivity growth misspecification: A local likelihood estimation in global banking. European Journal of Operational Research, forthcoming.
Tsionas MG. Forthcoming. Minimax regret priors for efficiency estimation. European Journal of Operational Research.
Bu R., Hizmeri R., Izzeldin M., Murphy A. & Tsionas MG. 2023. The contribution of jump signs and activity to forecasting stock price volatility. Journal of Empirical Finance, 70: 144-164.
Tsionas MG. Forthcoming. Linex and double-linex regression for parameter estimation and forecasting. Annals of Operations Research.
E. Mamatzakis, Ongena S. & Tsionas M.G. Forthcoming. The response of household debt to COVID-19 using a neural networks VAR in OECD. Empirical Economics.
Tsionas MG. & Patel P. 2023. Tinkering or orchestrating? The value of country-level asset management capability and entrepreneurship outcomes. International Journal of Production Economics, 255: 108663.
Tsionas M & Kumbhakar SC. 2023. Proxy variable estimation of productivity and efficiency. Southern Economic Journal, 89(3): 885-923.
Tsionas M. G. Forthcoming. Joint production in stochastic non-parametric envelopment of data with firm-specific directions. European Journal of Operational Research.
Fukuyama H., Tan Y. & Tsionas M.G. Forthcoming. Dynamic network data envelopment analysis with a sequential structure and behavioural-causal analysis: application to the Chinese banking industry. European Journal of Operational Research.
Tsionas M.G. & Tzeremes N. 2022. Eco-efficiency estimation with quantile stochastic frontiers: Evidence from the United States. Journal of Environmental Management, 320: 115876.