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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

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

Quantifying and Explaining Parameter Heterogeneity in the Capital Regulation-Bank Risk Nexus

Delis, Manthos D. - 2012

By examining the impact of capital regulation on bank risk-taking using a local estimation technique, we are able to quantify the heterogeneous response of banks towards this type of regulation in banking sectors of western-type economies. Subsequently, using this information on the bank-level...

Persistent link: https://www.econbiz.de/10013117037