Topics in Applied Econometrics

Nyhet

Theory and Practice in Memory of Efthymios (Mike) Tsionas

Inbunden, Engelska, 2026

AvStelios Arvanitis,Ioannis Bournakis,Dimitris K. Christopoulos,Elias Tzavalis

3 279 kr

Kommande

This edited collection commemorates and builds upon the work of prominent Greek scholar in econometrics, Professor Efthymios (Mike) Tsionas. Including previously published work by Professor Tsionas, as well as original research from scholars in his related fields, this book makes a significant contribution to applied econometrics.Within a single volume, readers will have the opportunity to explore the impactful contributions made by Mike Tsionas throughout his academic career. Chapters cover four key sections, including recent econometric method developments, Bayesian methods, stochastic frontier analysis and inefficiency, and macroeconomic applications. The book features contributions from globally recognized scholars in econometrics, with significant policy relevance. This will be a valuable resource for students and researchers of econometrics, specifically working on topics including Bayesian inference, productivity and inefficiency, macro-finance and banking.

Produktinformation

Utgivningsdatum2026-08-11
Mått148 x 210 x undefined mm
FormatInbunden
SpråkEngelska
SeriePalgrave Texts in Econometrics
FörlagSpringer Nature Switzerland AG
ISBN9783032201096

Tillhör följande kategorier

Nationalekonomi inom Ekonomi och ledarskap
Makroekonomi inom Ekonomi och ledarskap
Mikroekonomi inom Ekonomi och ledarskap
Matematisk statistik inom Naturvetenskap och teknik

Stelios Arvanitis is Professor of Econometrics at Athens University of Economics and Business, Greece.Ioannis Bournakis is Associate Professor of Economics at SKEMA Business School, Lille, France.Dimitris K. Christopoulos is Professor of Economics at Athens University of Economics and Business, Greece.Elias Tzavalis is Professor of Economics at Athens University of Economics and Business, Greece.

Chapter 1: Introduction.- Part I: Bayesian Methods in Econometrics.- Chapter 2: Using Panel Cointegration to Estimate Unobserved Productivity in Production Functions.- Chapter3: Instrument-Free Approaches in Regression Models with Endogenous Regressors.- Chapter 4: Bayesian and LASSO-type Methods for Dimensionality Reduction in Envelopment Analysis Using Convex Nonparametric Least Squares.- Chapter 5: Bayesian inference for exact stochastic volatility models.- Chapter 6: Assessing Banking Sector Efficiency through Alternative Generalized True Random Effects Models.- Chapter 7: A Cybernetic Approach to Time Series Forecasting with MAP-Bayesian Hierarchical Learning.- Part II: Stochastic Frontier Analysis and Inefficiency.- Chapter 8: Why Does Efficiency Matter for Estimating Productivity?.- Chapter 9: The eco-efficiency value-to-damage ratio in the typical case where both value and damage must be inferred.