Mike G. Tsionas

Orcid: 0000-0003-3761-8106

Affiliations:
  • Lancaster University Management School, Department of Economics, UK
  • University of Sussex, School of Business, Management and Economics, UK
  • Athens University of Economics and Business, Department Economics, Greece


According to our database1, Mike G. Tsionas authored at least 67 papers between 2001 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
The impacts of innovation and trade openness on bank market power: The proposal of a minimum distance cost function approach and a causal structure analysis.
Eur. J. Oper. Res., February, 2024

A Bayesian learning model of hedge fund performance.
Ann. Oper. Res., February, 2024

A generalized inefficiency model with input and output dependence.
Eur. J. Oper. Res., January, 2024

Correction to: Multi-criteria optimization in regression.
Ann. Oper. Res., January, 2024

2023
Bayesian learning in performance. Is there any?
Eur. J. Oper. Res., November, 2023

Measures of global sensitivity in linear programming: applications in banking sector.
Ann. Oper. Res., November, 2023

Effects of the vaccination and public support on covid-19 cases and number of deaths in Sweden.
Oper. Res., September, 2023

Joint production in stochastic non-parametric envelopment of data with firm-specific directions.
Eur. J. Oper. Res., June, 2023

Dynamic network data envelopment analysis with a sequential structure and behavioural-causal analysis: Application to the Chinese banking industry.
Eur. J. Oper. Res., June, 2023

Linex and double-linex regression for parameter estimation and forecasting.
Ann. Oper. Res., April, 2023

Minimax regret priors for efficiency estimation.
Eur. J. Oper. Res., 2023

Performance estimation when the distribution of inefficiency is unknown.
Eur. J. Oper. Res., 2023

Combining data envelopment analysis and stochastic frontiers via a LASSO prior.
Eur. J. Oper. Res., 2023

Clustering and meta-envelopment in data envelopment analysis.
Eur. J. Oper. Res., 2023

Semiparametric estimation of spatial autoregressive smooth-coefficient panel stochastic frontier models.
Eur. J. Oper. Res., 2023

2022
Corrigendum to "Stochastic frontier models with time-varying conditional variances" [European Journal of Operational Research 292 (2021) 1115-1132].
Eur. J. Oper. Res., 2022

Convex non-parametric least squares, causal structures and productivity.
Eur. J. Oper. Res., 2022

On identifying risk-adjusted efficiency gains or losses of prospective mergers and acquisitions.
Ann. Oper. Res., 2022

Endogenous productivity: a new Bayesian perspective.
Ann. Oper. Res., 2022

2021
Stochastic frontier models with time-varying conditional variances.
Eur. J. Oper. Res., 2021

Optimal combinations of stochastic frontier and data envelopment analysis models.
Eur. J. Oper. Res., 2021

Making inference of British household's happiness efficiency: A Bayesian latent model.
Eur. J. Oper. Res., 2021

Generalized estimation of productivity with multiple bad outputs: The importance of materials balance constraints.
Eur. J. Oper. Res., 2021

Multi-criteria optimization in regression.
Ann. Oper. Res., 2021

Testing for persistence in US mutual funds' performance: a Bayesian dynamic panel model.
Ann. Oper. Res., 2021

2020
Does risk aversion affect bank output loss? The case of the Eurozone.
Eur. J. Oper. Res., 2020

Endogenous dynamic efficiency in the intertemporal optimization models of firm behavior.
Eur. J. Oper. Res., 2020

On a High-Dimensional Model Representation method based on Copulas.
Eur. J. Oper. Res., 2020

A note on Sigma-Mu efficiency analysis as a methodology for evaluating units through composite indicators.
Eur. J. Oper. Res., 2020

On a model of environmental performance and technology gaps.
Eur. J. Oper. Res., 2020

Bounded rationality and thick frontiers in stochastic frontier analysis.
Eur. J. Oper. Res., 2020

Quantile Stochastic Frontiers.
Eur. J. Oper. Res., 2020

A coherent approach to Bayesian Data Envelopment Analysis.
Eur. J. Oper. Res., 2020

A spatial stochastic frontier model with endogenous frontier and environmental variables.
Eur. J. Oper. Res., 2020

On the estimation of technical and allocative efficiency in a panel stochastic production frontier system model: Some new formulations and generalizations.
Eur. J. Oper. Res., 2020

Management estimation in banking.
Eur. J. Oper. Res., 2020

A Bayesian approach to continuous type principal-agent problems.
Eur. J. Oper. Res., 2020

On mutual funds-of-ETFs asset allocation with rebalancing: sample covariance versus EWMA and GARCH.
Ann. Oper. Res., 2020

A note on the Gao et al. (2019) uniform mixture model in the case of regression.
Ann. Oper. Res., 2020

2019
On the estimation of total factor productivity: A novel Bayesian non-parametric approach.
Eur. J. Oper. Res., 2019

Further results on estimating inefficiency effects in stochastic frontier models.
Eur. J. Oper. Res., 2019

A Bayesian semiparametric approach to stochastic frontiers and productivity.
Eur. J. Oper. Res., 2019

Multi-objective optimization using statistical models.
Eur. J. Oper. Res., 2019

2018
An internally consistent approach to the estimation of market power and cost efficiency with an application to U.S. banking.
Eur. J. Oper. Res., 2018

Smooth approximations to monotone concave functions in production analysis: An alternative to nonparametric concave least squares.
Eur. J. Oper. Res., 2018

A novel model of costly technical efficiency.
Eur. J. Oper. Res., 2018

Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme.
Comput. Stat., 2018

2017
Corrigendum to 'Adjustment costs in the technical efficiency: An application to global banking' [European Journal of Operational Research 256 (2017) 640-649].
Eur. J. Oper. Res., 2017

Adjustment costs in the technical efficiency: An application to global banking.
Eur. J. Oper. Res., 2017

Microfoundations for stochastic frontiers.
Eur. J. Oper. Res., 2017

Endogenous bank risk and efficiency.
Eur. J. Oper. Res., 2017

2016
Bayesian analysis of multivariate stable distributions using one-dimensional projections.
J. Multivar. Anal., 2016

Parameters measuring bank risk and their estimation.
Eur. J. Oper. Res., 2016

Notes on technical efficiency estimation with multiple inputs and outputs.
Eur. J. Oper. Res., 2016

Zero-inefficiency stochastic frontier models with varying mixing proportion: A semiparametric approach.
Eur. J. Oper. Res., 2016

2015
Global approximation to arbitrary cost functions: A Bayesian approach with application to US banking.
Eur. J. Oper. Res., 2015

2014
On the Estimation of Marginal Cost.
Oper. Res., 2014

On the use of marginal posteriors in marginal likelihood estimation via importance sampling.
Comput. Stat. Data Anal., 2014

2012
Erratum to: "Testing for the generalized normal-Laplace distribution with applications" [Computational Statistics and Data Analysis 54 (2010) 3174-3180].
Comput. Stat. Data Anal., 2012

2010
Globally flexible functional forms: The neural distance function.
Eur. J. Oper. Res., 2010

Technical and allocative efficiency in European banking.
Eur. J. Oper. Res., 2010

Testing for the generalized normal-Laplace distribution with applications.
Comput. Stat. Data Anal., 2010

Estimation of production risk and risk preference function: a nonparametric approach.
Ann. Oper. Res., 2010

2009
Global Approximations to Cost and Production Functions using Artificial Neural Networks.
Int. J. Comput. Intell. Syst., 2009

2004
Bayesian inference for multivariate gamma distributions.
Stat. Comput., 2004

2003
Combining DEA and stochastic frontier models: An empirical Bayes approach.
Eur. J. Oper. Res., 2003

2001
Posterior Analysis of Stochastic Frontier Models with Truncated Normal Errors.
Comput. Stat., 2001


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