Publications 2026

2026

1. Common Factors in Equity Option Returns
   The Review of Financial Studies
   Alex Horenstein. Coauthor: Aurelio Vasquez, Xiao Xiao 

2. On the Efficiency of Runnable Banking Arrangements
   Journal of Economic Theory
   David Andolfatto. Coauthor: Ed Nosal

3. On High-Quality  Development and Two-Tier  stochastic Frontier Analysis
   Energy Economics
   Christopher F. Parmeter. Coauthors: Alecos Papadopoulos, Kevin Sterling

4. Joint Estimation and Bandwidth Selection in Partially Parametric Models
   Journal of Applied Econometrics
   Christopher F. Parmeter. Coauthors: Daniel J. Henderson, Nadine McCloud

5. Single-step Estimation of The Partially Linear Model
   Economics Letters
   Christopher F. Parmeter. Coauthors: Daniel J. Henderson, Nadine McCloud

6. Cost Efficiency and Gender Diversity in Microfinance: A Stochastic Frontier Approach
   Economic Modelling
   Christopher F. Parmeter. Coauthors: Moh’d Al-Azzam, David H. Bernstein

7. Bayesian Estimation of a Semiparametric Stochastic Frontier Model with Persistent and Transient Inefficiencies
   Journal of Econometrics
   Christopher F. Parmeter. Coauthors: Puguang Nie, Valentin Zelenyuk, Xibin Zhang