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Estimating mixtures of normal distributions via empirical characteristic function

Tran, Kien C. - In: Econometric reviews 17 (1998) 2, pp. 167-183

Persistent link: https://www.econbiz.de/10001240675

Estimation and Inference for Threshold Effects in Panel Data Stochastic Frontier Models

Yelou, Clement; Larue, Bruno; Tran, Kien C. - 2007

One of the most enduring problems in cross-section or panel data models is heterogeneity among individual observations. Different approaches have been proposed to deal with this issue, but threshold regression models offer intuitively appealing econometric methods to account for heterogeneity....

Persistent link: https://www.econbiz.de/10009444965

Statistical modelling of asymmetric risk in asset returns

Knight, John L.; Satchell, Stephen; Tran, Kien C. - 1995

Persistent link: https://www.econbiz.de/10000924260

Efficiency, technological change and output growth in Greek olive growing farms : a box.cox approach

Giannakas, Kōnstantinos; Tran, Kien C.; Tzouvelekas, … - In: Applied economics 32 (2000) 7, pp. 909-916

Persistent link: https://www.econbiz.de/10001522012

Are we sure that the real exchange rate follows a random walk? : A reexamination

Chen, Baizhu - In: International economic journal 8 (1994) 3, pp. 33-44

Persistent link: https://www.econbiz.de/10001169599

On the choice of functional form in stochastic frontier modeling

Giannakas, Kōnstantinos; Tran, Kien C.; Tzouvelekas, … - In: Empirical economics : a journal of the Institute for … 28 (2003) 1, pp. 75-100

Persistent link: https://www.econbiz.de/10001724094

Predicting technical efficiency in stochastic production frontier models in the presence of misspecification : a Monte-Carlo analysis

Giannakas, Kōnstantinos; Tran, Kien C.; Tzouvelekas, … - In: Applied economics 35 (2003) 2, pp. 153-161

Persistent link: https://www.econbiz.de/10001726083

Assessing the impact of economic liberalization across countries : a comparison of dairy industry efficiency in Canada and the USA

Haghiri, Morteza; Nolan, James F.; Tran, Kien C. - In: Applied economics 36 (2004) 11, pp. 1233-1243

Persistent link: https://www.econbiz.de/10002127832

Long-run economic performance and the labor market

Alonso Ureba, Alberto; Echevarría, Cristina; Tran, Kien C. - In: Southern economic journal 70 (2003) 4, pp. 905-919

Persistent link: https://www.econbiz.de/10002064596

Testing for Structural Change in the Dynamic Adjustment Model with Autoregressive Errors

Tran, Kien C. - 1999

The dynamic CUSUM test for structural change proposed by Kramer, Ploberger and Alt (1988) is investigated when the errors are serially correlated in a linear dynamic model. We show that the dynamic CUSUM test can be modified to allow for serial correlation in the disturbance using the same...

Persistent link: https://www.econbiz.de/10014200450