2 citations · 3 across the 8 of their papers we have counts for
8 papers
Mixed Frequency Stochastic Frontier Model: with application to the linkage of weather extremes and firm efficiency
Erniel B. Barrios, Nur Syazwani Mazlan, Lim Foo Weng +3
A strategy for incorporating higher-frequency determinants of inefficiency into the stochastic frontier models with production function indicators compiled at lower frequencies is…
Semiparametric Latent Topic Modeling on Consumer-Generated Corpora
Dominic B. Dayta, Erniel B. Barrios
Legacy procedures for topic modelling have generally suffered problems of overfitting and a weakness towards reconstructing sparse topic structures. With motivation from a consumer…
Testing for the Presence of Structural Change and Spatial Heterogeneity
Ruby Anne E. Lemence, Erniel B. Barrios
In a spatial-temporal model, structural change and/or spatial heterogeneity can easily affect estimation of parameters. Following the spatial-temporal model in [1], we develop a no…
Semiparametric Volatility Model with Varying Frequencies
Jetrei Benedick R. Benito, Joseph Ryan G. Lansangan, Erniel B. Barrios
In extracting time series data from various sources, it is inevitable to compile variables measured at varying frequencies as this is often dependent on the source. Modeling from t…
Semiparametric Spatiotemporal Model with Mixed Frequencies
Vladimir A. Malabanan, Joseph Ryan G. Lansangan, Erniel B. Barrios
In modelling time series data coming from different sources, frequencies can easily vary since some variable can be measured at higher frequencies, others, at lower frequencies. Gi…
Statistical Inference in a Spatial-Temporal Stochastic Frontier Model
Erniel B. Barrios, John D. Eustaquio, Rouselle F. Lavado
The stochastic frontier model with heterogeneous technical efficiency explained by exoge-nous variables is augmented with a spatial-temporal component, a generalization relaxing th…
Estimation of Poisson Autoregressive Model for Multiple Time Series
Paolo Victor T. Redondo, Joseph Ryan G. Lansangan, Erniel B. Barrios
A Poisson autoregressive (PAR) model accounting for discreteness and autocorrelation of count time series data is typically estimated in the state-space modelling framework through…
Nonparametric Test for Volatility in Clustered Multiple Time Series
Erniel B. Barrios, Paolo Victor T. Redondo
Contagion arising from clustering of multiple time series like those in the stock market indicators can further complicate the nature of volatility, rendering a parametric test (re…