Alecos Papadopoulos

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All published works

Action	Title	Year	Authors
+	The wrong skewness problem in stochastic frontier analysis: a review	2023	Alecos Papadopoulos Christopher F. Parmeter
+ PDF Chat	A New Matrix Statistic for the Hausman Endogeneity Test under Heteroskedasticity	2023	Alecos Papadopoulos
+	Some notes on the asymmetry of the regression error	2023	Alecos Papadopoulos
+	A specification test for the composed error term in the stochastic frontier model	2023	Alecos Papadopoulos Christopher F. Parmeter
+ PDF Chat	Bandwidth selection for kernel density estimation of fat-tailed and skewed distributions	2023	Daniel J. Henderson Alecos Papadopoulos Christopher F. Parmeter
+	The noise error component in stochastic frontier analysis	2022	Alecos Papadopoulos
+	Accounting for Endogeneity in Regression Models Using Copulas: A Step-by-Step Guide for Empirical Studies	2021	Alecos Papadopoulos
+ PDF Chat	Efficiency gains in least squares estimation: A new approach	2020	Alecos Papadopoulos Efthymios G. Tsionas
+	Evaluating the cdf of the Skew Normal distribution	2020	Christine Amsler Alecos Papadopoulos Peter Schmidt
+	Does Home Health Care Increase the Probability of 30-Day Hospital Readmissions? Interpreting Coefficient Sign Reversals, or Their Absence, in Binary Logistic Regression Analysis	2019	Alecos Papadopoulos Roland B. Stark
+	Moment Diagnostics and Quasi-Maximum Likelihood Estimation for the Stochastic Frontier Model	2019	Alecos Papadopoulos Christopher F. Parmeter

Common Coauthors

Coauthor	Papers Together
Christopher F. Parmeter	4
Christine Amsler	1
Daniel J. Henderson	1
Efthymios G. Tsionas	1
Peter Schmidt	1
Roland B. Stark	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	The Skew-Normal and Related Families	2013	Adelchi Azzalini Antonella Capitanio	3
+	On asymmetry and quantile estimation of the stochastic frontier model	2023	William C. Horrace Christopher F. Parmeter Ian Wright	2
+	A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity	1980	Halbert White	2
+	A Reliable Data-Based Bandwidth Selection Method for Kernel Density Estimation	1991	Simon J. Sheather M. C. Jones	1
+	Reversals of Least-Square Estimates and Model-Invariant Estimation for Directions of Unique Effects	2016	Brian Knaeble Seth Dutter	1
+	Again on Sign Changes Upon Deletion of a Variable From a Linear Regression	1988	Ignazio Visco	1
+	A Simple Approximation for Bivariate Normal Probabilities	1983	Robert W. Mee D. B. Owen	1
+	Computation of Multivariate Normal and t Probabilities	2009	Alan Genz Frank Bretz	1
+	PRACTITIONERS' CORNER: Coefficient Sign Changes when Restricting Regression Models Under Instrumental Variables Estimation<sup>*</sup>	1989	David E. A. Giles	1
+ PDF Chat	Kurtosis as Peakedness, 1905–2014.<i>R.I.P.</i>	2014	Peter H. Westfall	1
+	Quasi-Aitken estimation for heteroskedasticity of unknown form	1992	John G. Cragg	1
+ PDF Chat	Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models	2014	Hohsuk Noh Anouar El Ghouch Ingrid Van Keilegom	1
+ PDF Chat	Tables for Computing Bivariate Normal Probabilities	1956	Donald B. Owen	1
+ PDF Chat	Joint Regression Analysis of Correlated Data Using Gaussian Copulas	2008	Peter X.‐K. Song Mingyao Li Ying Yuan	1
+	Chapter 5 Model choice and specification analysis	1983	Edward E. Leamer	1
+ PDF Chat	EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS	2005	Bruce E. Hansen	1
+	Statistical implications of selectively reported inferential results	2002	Nicola Loperfido	1
+	A consequence of omitted covariates when estimating odds ratios	1991	Walter W. Hauck John Neuhaus John D. Kalbfleisch Sharon Anderson	1
+ PDF Chat	Exact Mean Integrated Squared Error	1992	J. S. Marron M. P. Wand	1
+	Problems of inference for Azzalini's skewnormal distribution	2000	Arthur Pewsey	1
+	Statistical aspects of the scalar extended skew-normal distribution	2011	Antonio Canale	1
+	A semiparametric estimation procedure of dependence parameters in multivariate families of distributions	1995	Christian Genest Kilani Ghoudi Louis‐Paul Rivest	1
+ PDF Chat	Quantile Probability and Statistical Data Modeling	2004	Emanuel Parzen	1
+	A new test for multivariate normality	2004	Gábor J. Székely Maria L. Rizzo	1
+	Mode testing via higher-order density estimation	2010	Michael C. Minnotte	1
+	Goodness-of-Fit Tests for a Multivariate Distribution by the Empirical Characteristic Function	1997	Yanqin Fan	1
+	Biased estimates of treatment effect in randomized experiments with nonlinear regressions and omitted covariates	1984	Mitchell H. Gail Sam Wieand Steven Piantadosi	1
+	A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution	2005	Monica Chiogna	1
+	On the approximation of the tail probability of the scalar skew-normal distribution	2010	Antonella Capitanio	1
+	On the computation of the bivariate normal integral	1990	Zvi Drezner George O. Wesolowsky	1
+ PDF Chat	Smooth Optimum Kernel Estimators of Densities, Regression Curves and Modes	1984	Hans‐Georg Müller	1
+	Some Surprising Results about Covariate Adjustment in Logistic Regression Models	1991	Laurence D. Robinson Nicholas P. Jewell	1
+ PDF Chat	Remarks on Some Nonparametric Estimates of a Density Function	1956	Murray Rosenblatt	1
+ PDF Chat	Gaussian copula marginal regression	2012	Guido Masarotto Cristiano Varin	1
+	Maximum Likelihood Estimation of Misspecified Models	1983	Halbert White	1
+	Normal reference bandwidths for the general order, multivariate kernel density derivative estimator	2012	Daniel J. Henderson Christopher F. Parmeter	1
+	Efficient Bayesian inference for Gaussian copula regression models	2006	M. Pitt David Chan Robert Kohn	1
+ PDF Chat	A Semiparametric Basis for Combining Estimation Problems Under Quadratic Loss	2004	George G. Judge Ron C. Mittelhammer	1
+	A New Test for Multivariate Normality and Homoscedasticity	1981	Douglas M. Hawkins	1
+	Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability	1963	M. S. Bartlett	1
+	Multivariate Dispersion Models Generated From Gaussian Copula	2000	Peter X.‐K. Song	1
+ PDF Chat	Efficient Estimation in the Bivariate Normal Copula Model: Normal Margins Are Least Favourable	1997	Chris A. J. Klaassen Jon A. Wellner	1
+	About monotone regression quantiles	2000	Sandrine Poiraud-Casanova Christine Thomas‐Agnan	1
+	Regression in a bivariate copula model	2000	David Oakes	1
+	Comparison of semiparametric and parametric methods for estimating copulas	2006	Gunky Kim Mervyn J. Silvapulle Paramsothy Silvapulle	1
+	GOODNESS-OF-FIT TESTS FOR THE SKEW-NORMAL DISTRIBUTION	2001	Tuhao Chen Arjun K. Gupta	1
+	Akaike-type criteria and the reliability of inference: Model selection versus statistical model specification	2010	Aris Spanos	1
+	Multivariate Density Estimation	1992	David W. Scott	1
+ PDF Chat	On Random Variables with Comparable Peakedness	1948	Z. W. Birnbaum	1
+	Joint analysis of mixed discrete and continuous outcomes via copula models	2013	Beilei Wu N. Withanage	1