Similar Search Results

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

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

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

Quantifying and explaining parameter heterogeneity in the capital regulation-bank risk nexus

Delēs, Manthos D.; Tran, Kien C.; Tsionas, Efthymios G. - In: Journal of financial stability 8 (2012) 2, pp. 57-68

Persistent link: https://www.econbiz.de/10009655679

GMM estimation of stochastic frontier model with endogenous regressors

Tran, Kien C.; Tsionas, Efthymios G. - In: Economics letters 118 (2013) 1, pp. 233-236

Persistent link: https://www.econbiz.de/10009706808

Local GMM estimation of semiparametric panel data with smooth coefficient models

Tran, Kien C.; Tsionas, Efthymios G. - In: Econometric reviews 29 (2010) 1, pp. 39-61

Persistent link: https://www.econbiz.de/10003943402

Bayesian inference in threshold stochastic frontier models

Tsionas, Efthymios G.; Tran, Kien C.; Michaēlidēs, … - In: Empirical economics : a journal of the Institute for … 56 (2019) 2, pp. 399-422

Persistent link: https://www.econbiz.de/10012041652

A spatial stochastic frontier model with endogenous frontier and environmental variables

Kutlu, Levent; Tran, Kien C.; Tsionas, Efthymios G. - In: European journal of operational research : EJOR 286 (2020) 1, pp. 389-399

Persistent link: https://www.econbiz.de/10012240243