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Statistical modelling of asymmetric risk in asset returns
Knight, John L.
;
Satchell, Stephen
;
Tran, Kien C.
-
1995
Persistent link: https://www.econbiz.de/10000924260
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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
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A time-varying true individual effects model with endogenous regressors
Kutlu, Levent
;
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 539-559
Persistent link: https://www.econbiz.de/10012303837
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