Tran, Kien
Professor
- Phone
- (403) 329-2511
- Fax
- (403) 329-2519
- kien.tran@uleth.ca
About Me
On a lighter note, I am just a simple guy living a simple life, and fortunate enough to be given the opportunity to do the things that I love (and love the things that I do) and to learn from others every day (my children, students, colleagues, and good friends around the world). What else could I ask for?
Publications
These papers and earlier publications (pre-2015) are available for download at:
https://www.researchgate.net/profile/Kien_Tran3/contributions
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Tran, K.C., and Michaelides, P.G. (2025), "A Class of Generalized Autoregressive Score Panel Stochastic Frontier Models." Journal of Productivity Analysis (Forthcoming). https://rdcu.be/d5Oro
Tran, K.C., and Tsionas, M.G. (2023), "Semiparametric Estimation of a Spatial Autoregressive Nonparametric Stochastic Frontier Model." Journal of Spatial Econometrics, 4:7, 1-28. https://rdcu.be/dlTwD
Tran, K.C., Tsionas, M.G., and Prokhorov, A. (2023), "Spatial Autoregressive Smooth-Coefficient Panel Stochastic Frontier Models." European Journal of Operational Research, vol. 304(3), 1189-1199. https://www.sciencedirect.com/science/article/abs/pii/S0377221722003538?via%3Dihub
Lai, H-p., and Tran, K.C. (2022), "Persistent and Transient Inefficiency in Spatial Autoregressive Panel Stochastic Frontier Models." Journal of Productivity Analysis, vol. 58 (1), 1-13 (Lead Article). https://link.springer.com/article/10.1007/s11123-022-00638-z
Tran, K.C., and Tsionas, M.G. (2022), "Instrumental Variables Estimation without External Instruments." Journal of Quantitative Economics, vol. 20, 489-506. https://link.springer.com/article/10.1007/s40953-022-00300-3
Tran, K.C., and Tsionas, M.G. (2022), "Efficient Semiparametric Copula Estimation of Regression Models with Endogeneity." Econometric Reviews, vol. 41(5), 485-504. https://www.tandfonline.com/doi/full/10.1080/07474938.2021.1957284?cookieSet=1
Prokhorov, A., Tran, K.C., and Tsionas, M.G. (2021), "Estimation of Semi- and Nonparametric Stochastic Frontier Models with Endogenous Regressors." Empirical Economics, vol. 60 (Special Issue, 6), 3043-3068. https://link.springer.com/article/10.1007/s00181-020-01941-0
Kutlu, L., Tran, K.C., and Tsionas, M.G. (2020), "Unknown Latent Structure and Inefficiency in Panel Stochastic Frontier Models." Journal of Productivity Analysis, vol. 54(1), 75-86. https://link.springer.com/article/10.1007/s11123-020-00584-8
Kutlu, L., Tran, K.C., and Tsionas, M.G. (2020), "A Spatial Stochastic Frontier Model with Endogenous Frontier and Environmental Variables." European Journal of Operational Research, vol. 286(1), 389-399. https://www.sciencedirect.com/science/article/abs/pii/S0377221720302344
Tran, K.C., Tsionas, M.G., and Mamatzakis, E. (2020), "Why Fully Efficient Banks Matter? A Nonparametric Stochastic Frontier Approach in the Presence of Fully Efficient Banks." Empirical Economics, vol. 58(6), 2733-2760. https://link.springer.com/article/10.1007/s00181-018-01618-9
Kutlu, L., Tran, K.C., and Tsionas, M.G. (2019), "A Time-Varying True Individual Effects Model with Endogenous Regressors." Journal of Econometrics, vol. 211(2), 539-559. https://www.sciencedirect.com/science/article/abs/pii/S0304407619300922
Tsionas, M.G., Tran, K.C., and Michaelides, P.G. (2019), "Bayesian Inference in Threshold Stochastic Frontier Models." Empirical Economics, vol. 56(2), 399-422. Bayesian inference in threshold stochastic frontier models | Empirical Economics
Kutlu, L., and Tran, K.C. (2019), "Heterogeneity and Endogeneity in Panel Stochastic Frontier Models." In "Panel Data Econometrics, Volume I: Theory." Edited by M.G. Tsionas, published by Elsevier. Chapter 5, 131-146. Heterogeneity and Endogeneity in Panel Stochastic Frontier Models - ScienceDirect
Tran, K.C., and Tsionas, M.G. (2017), "Series Estimation of Functional Coefficient Partially Linear Regression Model." Communications in Statistics: Theory and Methods, vol. 46(15), 7593-7602. Series estimation of functional-coefficient partially linear regression model: Communications in Statistics - Theory and Methods: Vol 46 , No 15 - Get Access
Tran, K.C., and Tsionas, M.G. (2016), "On the Estimation of Zero-Inefficiency Stochastic Frontier Models with Endogenous Regressors." Economics Letters, vol. 147, 19-22. On the estimation of zero-inefficiency stochastic frontier models with endogenous regressors - ScienceDirect
Tsionas, M.G., and Tran, K.C. (2016), "On the Joint Estimation of Heterogeneous Technologies, Technical and Allocative Inefficiency." Econometric Reviews, vol. 35(5), 871-893. On the Joint Estimation of Heterogeneous Technologies, Technical, and Allocative Inefficiency: Econometric Reviews: Vol 35 , No 5 - Get Access
Darku, A.B., Malla, S., and Tran, K.C. (2016), "Sources and Measurement of Agricultural Productivity and Efficiency in Canadian Provinces: Crops and Livestock." Canadian Journal of Agricultural Economics, vol. 64(1), 49-70. Sources and Measurement of Agricultural Productivity and Efficiency in Canadian Provinces: Crops and Livestock - Darku - 2016 - Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie - Wiley Online Library
Tran, K.C., and Tsionas, M.G. (2016), "Zero-Inefficiency Stochastic Frontier Model with Varying Mixing Proportion: Semiparametric Approach." European Journal of Operational and Research, vol. 249, 1113-1123. Zero-inefficiency stochastic frontier models with varying mixing proportion: A semiparametric approach - ScienceDirect
Tran, K.C., and Tsionas, M.G. (2015), "Endogeneity in Stochastic Frontier Models: Copula Approach without External Instruments." Economics Letters, vol. 133, pp. 85-88. Endogeneity in stochastic frontier models: Copula approach without external instruments - ScienceDirect
Degrees
Ph.D. (Western Ontario)
M.A. (Rochester, NY)
B.Sc. (Saskatchewan)
Research Interests
Nonparametric and Semiparametric Modelling
Advanced Panel Stochastic Frontier Analysis (FE, SAR and Copula)
Empirical Banking and Finance
Economics of Poverty
Creative Works
UNDER REVIEW:
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Michaelides, P.G., and Tran, K.C., (2025), "Constrained Semiparametric Bayesian Estimation of Stochastic Cost Frontier Models with an Application to the United States Banking."
Tran, K.C., and Michaelides, P.G. (2025), "A Note on Bayesian Inference in Stochastic Dynamic Problems without Solution Methods."
Delis, M., Koulmas, P., Michaelides, P.G., Topaloglou, N., and Tran, K.C. (2025). "Sustainable Finance under Political Uncertainty."
Michaelides, P.G., Prelorentzos, A.-G., Topaloglou, N., and Tran, K.C. (2025). "Can Solar Storms Disrupt Bitcoin Mining in the Era of Digital Finance? A Novel Multistep Neural Network Causality Test."
WORK IN PROGRESS:
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Tran, K.C., and Michaelides, P.G. (2025), "Multivariate Stable Distributions using the Characteristic Function: With Extensions to Stochastic Volatility and Dynamic Factor Models. (First Draft).
Drivas, K., Konstantakis, K.N., Michaelides, P.G., Topaloglou, N., and Tran, K.C. (2025), "Introducing the Spatially Weighted GVAR Model: Understanding Subnational Dynamics in Global Value Chains." (In preparation for the Special Issue in the Journal of Economic Geography).
Du, K., Prokhorov, A., and Tran, K.C. (2025a), "Selecting Individual or Time Specific Effects in Panel Stochastic Frontier Models." (In Progress).
Du, K., Prokhorov, A., and Tran, K.C. (2025b). "Specification Test for Spatial Autoregressive Stochastic Frontier Models." (In Progress).
Du, K., Prokhorov, A., and Tran, K.C. (2025c). "Estimation of Latent Class Spatial Autoregressive Stochastic Frontier Models." (In Progress).
Kumbhakar, S.C., H-p. Lai, and K.C. Tran (2025) "Sieve Estimation of Spatial Autoregressive Panel Data Models with Fixed Effects and Endogenous Regressors." (In Progress).
Lai, H-p. and K.C. Tran (2025), "Estimation of Semiparametric Spatial Autoregressive Models with Endogenous Spatial Weighting Matrix (In Progress).
Tran, K.C. (2024), "Three-Dimensional Panel Stochastic Frontier Models: Estimation and Model Selection." (In Progress).
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EDITORIAL DUTIES:
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(1) Editorial Advisory Board: Econometrics: Advances in Applied Data Analysis. (2021-202x).
(2) Editorial Board Member: Canadian Journal of Agricultural Economics (2013-2016)
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REFEREE FOR:
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(1) JOURNALS:
Journal of Econometrics, Journal of Applied Econometrics, Journal of Quantitative Economics, Econometric Reviews, Journal of Business Economics and Statistics, Journal of Econometric Methods, Econometric Journal, Empirical Economics, Journal of Productivity Analysis, International Economic Journal, Applied Economics, Applied Economics Letters, Journal of Socio-Economics, Journal of International Trade and Economic Development, Journal of Business, Computational Statistics and Data Analysis, Australian Economic Papers, Economics Modeling, American Journal of Agricultural Economics, Australian Journal of Agricultural and Resource Economics, Canadian Journal of Agricultural Economics, European Journal of Operational and Research, Transnational Corporation Review, Energy Economics, Emerging Markets Review, Hacettepe Journal of Mathematics and Statistics, Economics Letters, European Review of Agricultural Economics, Econometrics and Statistics, Communications in Statistics: Theory and Methods, Structural Change and Economic Dynamics, Economics Bulletin, HEGGY Journal of Mathematical Statistics, Research Policy, International Journal of Empirical Economics, International Journal of Finance & Economics, Journal of Policy Choice.
(2) RESEARCH GRANT APPLICATIONS:
Social Science and Humanities Research Council (SSHRC) of Canada.
The Netherlands Organization for Scientific Research, NWO.
National Science Centre (Social Science Division) - Poland.
The University of Lethbridge Internal Research Grant.
In The Media
CBC One Radio: 2019
Better Farm Magazine: 2020.