Tran, Kien

Faculty (On Leave)

Phone: (403) 329-2511
Fax: (403) 329-2519
Email: kien.tran@uleth.ca

About Me

I am currently a Professor in the Department of Economics and a Research Affiliate at the Center for Econometrics and Business Analytics (CEBA), St. Petersburg State University, St. Petersberg, Russia. My current research mainly focuses on Nonparametric/Semiparametric Mixture Models and IV free approach to endogeneity problems in regression models, spatial autoregressive (SAR) models, as well as in the Parametric/Nonparametric Panel Stochastic Frontier Framework, with the majority of applications in the Banking and Finance sectors, and Agriculture.

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

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These papers and earlier publications (pre-2015) are available for download at:

https://www.researchgate.net/profile/Kien_Tran3/contributions
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2023:

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

2022:

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 M.G. Tsionas (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

2021:

Prokhorov, A., K.C. Tran, and M.G. Tsionas (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

2020:

Kutlu, L., K.C. Tran, and M.G. Tsionas (2020), "Unknown Latent Structure and Inefficeincy 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., K.C. Tran, and E.G. Tsionas (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., M.G. Tsionas, and E. Mamatzakis (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

2019:

Kutlu, L., K.C. Tran, and M.G. Tsionas (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., K.C. Tran, and P. Michaelides (2019), "Bayesian Inference in Threshold Stochastic Frontier Models." Empirical Economics, vol. 56(2), 399-422.

Kutlu, L., and K.C. Tran (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.

2017:

Tran, K.C., and M.G. Tsionas (2017), "Series Estimation of Functional Coefficient Partially Linear Regression Model." Communications in Statistics: Theory and Methods, vol. 46(15), 7593-7602.

2016:

Tran, K.C., and M.G. Tsionas (2016), "On the Estimation of Zero-Inefficiency Stochastic Frontier Models with Endogenous Regressors." Economics Letters, vol. 147, 19-22.

Tsionas, E.G., and K.C. Tran (2016), "On the Joint Estimation of Heterogeneous Technologies, Technical and Allocative Inefficiency." Econometric Reviews, vol. 35(5), 871-893.

Darku, A.B., S. Malla, and K.C. Tran (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.

Tran, K.C., and E.G. Tsionas (2016), "Zero-Inefficiency Stochastic Frontier Model with Varying Mixing Proportion: Semiparametric Approach." European Journal of Operational and Research, vol. 249, 1113-1123.

2015:

Tran, K.C., and E.G. Tsionas (2015), "Endogeneity in Stochastic Frontier Models: Copula Approach without External Instruments." Economics Letters, vol. 133, pp. 85-88.

Research Interests

Econometrics, Applied Econometrics
Nonparametric and Semiparametric Modelling
Advanced Panel Stochastic Frontier Analysis (FE, SAR and Copula)
Empirical Banking and Finance
Economic of Poverty

Creative Works

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UNDER REVIEW:
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Tran, K.C., Tsionas, M.G., Polemis, M., and Eleftheriou, K. (2023) "Maximum Likelihood Estimation of Spatial Panel Data with Fixed Effects and Endogenous Regressors." (Under Review).

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WORK IN PROGRESS:
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Kumbhakar, S.C., H-p. Lai, and K.C. Tran (2002) "Sieve Estimation of Spatial Autoregressive Panel Data Models with Fixed Effects and Endogenous Regressors." (In Progress).

Tran, K.C. (2022), "Estimation of Semiparametric Spatial Autoregressive Stochastic Frontier Models with Endogenous Spatial Weighting Matrix." (In Progress).

Lai, H-p. and K.C. Tran (2022), "Estimation of Semiparametric Spatial Autoregressive Models with Endogenous Spatial Weighting Matrix (In Progress).

Tran, K.C. (2022), "Three-Dimensional Panel Stochastic Frontier Models: Estimation and Model Selection." (In Progress).

K.C. Tran and M.G. Tsionas (2022), "A Panel Stochastic Frontier Model with Unknown Latent Structure and Spatial Correlated Composed Error." (In Progress).

Kutlu, L., K.C. Tran and M.G. Tsionas (2022), "Spatial Autoregressive Panel Stochastic Frontier Models with Fixed Effects." (First Draft).

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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)tRESEARCH GRANT APPLICATIONS:

Social Science and Humanity Research Council of Canada, SSHRCC.
The Netherlands Organization for Scientific Research, NWO.
National Science Centre (Social Science Division) - Polland.
The University of Lethbridge Internal Research Grant.