Professor Mike Tsionas

Professor

PhD Supervision Interests

Available to supervise PhD students interested in Econometrics, Applied econometrics, Bayesian techniques in time series and panel data, Efficiency and productivity and Banking models.

An alternative semiparametric approach to the modelling of asymmetric gasoline price adjustment
Polemis, M.L., Tsionas, E. 11/04/2016 In: Energy Economics.
Journal article

Parameters measuring bank risk and their estimation
Tsionas, E. 1/04/2016 In: European Journal of Operational Research. 250, 1, p. 291-304. 14 p.
Journal article

Zero-inefficiency stochastic frontier models with varying mixing proportion: a semiparametric approach
Tran, K.C., Tsionas, E. 16/03/2016 In: European Journal of Operational Research. 249, 3, p. 1113-1123. 11 p.
Journal article

The good, the bad and the technology: endogeneity in environmental production models
Kumbhakar, S.C., Tsionas, E.G. 02/2016 In: Journal of Econometrics. 190, 2, p. 315-327. 13 p.
Journal article

Bayesian GVAR with k-endogenous dominants & input–output weights: financial and trade channels in crisis transmission for BRICs
Tsionas, E., Konstantakis, K.N., Michaelides, P.G. 28/01/2016 In: Journal of International Financial Markets, Institutions and Money.
Journal article

Bayesian analysis of multivariate stable distributions using one-dimensional projections
Tsionas, E. 01/2016 In: Journal of Multivariate Analysis. 143, p. 185-193. 9 p.
Journal article

Endogeneity in stochastic frontier models: copula approach without external instruments
Tran, K.C., Tsionas, E.G. 08/2015 In: Economics Letters. 133, p. 85-88. 4 p.
Journal article

Dynamic technical and allocative efficiencies in European banking
Tsionas, E.G., Assaf, A.G., Matousek, R. 03/2015 In: Journal of Banking and Finance. 52, p. 130-139. 10 p.
Journal article

On the estimation of marginal cost
Delis, M.D., Iosifidi, M., Tsionas, M. 29/04/2014 In: Operations Research. 62, 3, p. 543-556. 14 p.
Journal article

Firm-heterogeneity, persistent and transient technical inefficiency: a generalized true random effects model
Tsionas, M., Kumbhakar, S.C. 01/2014 In: Journal of Applied Econometrics. 29, 1, p. 110-132. 23 p.
Journal article

Bayesian analysis of extreme value regression
Papadakis, E.N., Tsionas, M. 11/2012 In: Applied Economics Letters. 19, 17, p. 1707-1710. 4 p.
Journal article

Maximum likelihood estimation of stochastic frontier models by the Fourier transform
Tsionas, M. 09/2012 In: Journal of Econometrics. 170, 1, p. 234-248. 15 p.
Journal article

Measurement of excess bidding in auctions
Ferona, A., Tsionas, M. 09/2012 In: Economics Letters. 116, 3, p. 377-380. 4 p.
Journal article

Bayesian estimation approaches to first-price auctions
Kumbhakar, S.C., Parmeter, C.F., Tsionas, M. 05/2012 In: Journal of Econometrics. 168, 1, p. 47-59. 13 p.
Journal article

Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus
Delis, M.D., Tran, K.C., Tsionas, M. 04/2012 In: Journal of Financial Stability. 8, 2, p. 57-68. 12 p.
Journal article

Stylized facts of money and credit over the business cycles
Kollintzas, T., Konstantakopoulou, I., Tsionas, M. 12/2011 In: Applied Financial Economics. 21, 23, p. 1735-1755. 21 p.
Journal article

The business cycle in Eurozone economies (1960 to 2009)
Konstantakopoulou, I., Tsionas, M. 10/2011 In: Applied Financial Economics. 21, 20, p. 1495-1513. 19 p.
Journal article

Rail infrastructure charging in Hellenic railways
Tsionas, M., Baltas, N.C., Chionis, D.P. 05/2011 In: Journal of Policy Modeling. 33, 3, p. 370-380. 11 p.
Journal article

Stochastic error specification in primal and dual production systems
Kumbhakar, S.C., Tsionas, M. 03/2011 In: Journal of Applied Econometrics. 26, 2, p. 270-297. 28 p.
Journal article

Testing for the generalized normal-Laplace distribution with applications
Meintanis, S.G., Tsionas, M. 1/12/2010 In: Computational Statistics and Data Analysis. 54, 12, p. 3174-3180. 7 p.
Journal article

A Bayesian approach to statistical inference in stochastic DEA
Tsionas, M., Papadakis, E.N. 10/2010 In: Omega: The International Journal of Management Science. 38, 5, p. 309-314. 6 p.
Journal article

Globally flexible functional forms: the neural distance function
Michaelides, P.G., Vouldis, A.T., Tsionas, M. 10/2010 In: European Journal of Operational Research. 206, 2, p. 456-469. 14 p.
Journal article

Technical and allocative efficiency in European banking
Brissimis, S.N., Delis, M.D., Tsionas, M. 1/07/2010 In: European Journal of Operational Research. 204, 1, p. 153-163. 11 p.
Journal article

Bayesian analysis of Poisson regression with lognormal unobserved heterogeneity: with an application to the patent-R&D relationship
Tsionas, M. 05/2010 In: Communications in Statistics - Theory and Methods. 39, 10, p. 1689-1706. 18 p.
Journal article

Estimating semi-parametric output distance functions with neural-based reduced form equations using LIML
Vouldis, A.T., Michaelides, P.G., Tsionas, M. 05/2010 In: Economic Modelling. 27, 3, p. 697-704. 8 p.
Journal article

Estimation of production risk and risk preference function: a nonparametric approach
Kumbhakar, S.C., Tsionas, M. 04/2010 In: Annals of Operations Research. 176, 1, p. 369-378. 10 p.
Journal article

Multivariate Pareto distributions: inference and financial applications
Papadakis, E.N., Tsionas, M. 4/03/2010 In: Communications in Statistics - Theory and Methods. 39, 6, p. 1013-1025. 13 p.
Journal article

Local GMM estimation of semiparametric panel data with smooth coefficient models
Tran, K.C., Tsionas, M. 11/2009 In: Econometric Reviews. 29, 1, p. 39-61. 23 p.
Journal article

Stylized facts of prices and interest rates over the business cycle
Konstantakopoulou, I., Tsionas, M., Kollintzas, T. 19/10/2009 In: Economics Bulletin. 29, 4, p. 2613-2627. 15 p.
Journal article

The joint estimation of bank-level market power and efficiency
Delis, M.D., Tsionas, M. 10/2009 In: Journal of Banking and Finance. 33, 10, p. 1842-1850. 9 p.
Journal article

Estimation of nonparametric inefficiency effects stochastic frontier models with an application to British manufacturing
Tran, K.C., Tsionas, M. 09/2009 In: Economic Modelling. 26, 5, p. 904-909. 6 p.
Journal article

Joint estimation of technology choice and technical efficiency: an application to organic and conventional dairy farming
Kumbhakar, S.C., Tsionas, M., Sipiläinen, T. 06/2009 In: Journal of Productivity Analysis. 31, 3, p. 151-161. 11 p.
Journal article

Bayesian inference using artificial augmenting regressions
Tsionas, M. 04/2009 In: Communications in Statistics - Theory and Methods. 38, 9, p. 1361-1370. 10 p.
Journal article

Electoral motives, partisan motives and dynamic optimality with many taxes: an international investigation
Christopoulos, D.K., Loizides, J., Tsionas, M. 02/2009 In: Scottish Journal of Political Economy. 56, 1, p. 94-113. 20 p.
Journal article

Nonparametric estimation of production risk and risk preference functions
Tsionas, M., Kumbhakar, S.C. 2009 In: Nonparametric Econometric Methods. Bingley : Emerald Group Publishing Ltd p. 223-260. 38 p. ISBN: 9781849506236.
Chapter

Does public sector efficiency matter?: revisiting the relation between fiscal size and economic growth in a world sample
Angelopoulos, K., Philippopoulos, A., Tsionas, M. 1/10/2008 In: Public Choice. 137, 1-2, p. 245-278. 33 p.
Journal article

Scale and efficiency measurement using a semiparametric stochastic frontier model: evidence from the U.S. commercial banks
Kumbhakar, S.C., Tsionas, M. 1/06/2008 In: Empirical Economics. 34, 3, p. 585-602. 18 p.
Journal article

Cost structure, efficiency and productivity in Hellenic Railways
Tsionas, M., Baltas, N.C., Chionis, D.P. 06/2008 In: Journal of Economic Asymmetries. 5, 1, p. 39-52. 14 p.
Journal article

Prometheus bound: polarization is possible in the neoclassical growth model
Tsionas, M., Theocharis, L. 05/2008 In: Metroeconomica. 59, 2, p. 203-211. 9 p.
Journal article

Estimation of input-oriented technical efficiency using a nonhomogeneous stochastic production frontier model
Kumbhakar, S.C., Tsionas, M. 01/2008 In: Agricultural Economics. 38, 1, p. 99-108. 10 p.
Journal article

Bayesian analysis of the consumption CAPM
Arakelian, V., Tsionas, M. 2008 In: Bayesian econometrics . Bingley : Emerald Group Publishing Ltd p. 619-643. 25 p. ISBN: 978-1-84855-308-8. Electronic ISBN: 978-1-84855-309-5.
Chapter

Bayesian inference in generalized error and generalized student-t regression models
Tsionas, M. 2008 In: Communications in Statistics - Theory and Methods. 37, 3, p. 388-407. 20 p.
Journal article

Estimation of cost vs profit systems with and without technical inefficiency
Tsionas, M., Kumbhakar, S.C. 2008 In: Academia Economic Papers. 36, 2, p. 145-166. 22 p.
Journal article

New evidence on stylized facts of the business cycle: an international investigation (1960-2004)
Tsionas, M., Kollintzas, T., Konstantakopoulou, I. 2008 In: Economics Bulletin. 28, 16
Journal article