Access Statistics for Chung-Ming Kuan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Convergence Result for Learning in Recurrent Neural Networks 0 0 0 0 0 2 14 157
A component-driven model for regime switching and its empirical evidence 0 1 5 53 0 5 25 194
Artificial Neural Networks: An Econometric Perspective 0 0 0 7 4 12 134 828
Mosum Tests for Parameter Constancy 0 0 0 0 4 9 50 322
Recursive M-Estimation, Nonlinear Regression and Neural Network Learning with Dependent Observations 0 0 0 0 5 9 36 324
Some Convergence Results for Learning in Recurrent Neural Networks 0 0 0 1 0 0 5 98
Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables 0 0 0 0 1 2 12 296
Strong Convergence of Recursive m-Estimators for Models with Dynamic Latent Variables 0 0 0 0 0 1 7 101
The Nonlinear Intraday Pattern of Futures Market Exchange Rates: An Application of Neural Network Models 0 0 0 0 23 47 166 1,292
The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis 1 2 16 125 2 3 51 383
Total Working Papers 1 3 21 186 39 90 500 3,995

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Test of the Martingale Difference Hypothesis 0 3 11 64 0 7 39 200
A note on tests for partial parameter instability in the trend stationary model 0 1 1 7 0 1 3 52
A range-CUSUM test with recursive residuals 1 3 11 91 4 7 23 250
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes 0 1 3 29 1 3 23 218
An Unobserved-Component Model With Switching Permanent and Transitory Innovations 0 0 6 14 1 1 12 46
Artificial neural networks: an econometric perspective 5 12 93 163 5 17 147 264
Change-point estimation of nonstationary I(d) processes 0 0 6 21 2 3 15 71
Corrigendum to "The pseudo-true score encompassing test for non-nested hypotheses": [Journal of Econometrics 106, 271-295] 0 0 0 0 0 0 5 14
Distinguishing between trend-break models: method and empirical evidence 0 0 0 38 6 16 51 548
Forecasting Exchange Rates Using Feedforward and Recurrent Neural Networks 4 14 106 1,008 9 25 263 2,262
Implementing the fluctuation and moving-estimates tests in dynamic econometric models 1 1 3 22 1 1 10 82
Improved HAC covariance matrix estimation based on forecast errors 0 0 3 5 1 1 12 19
MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST 1 3 14 14 2 10 33 33
Reexamining the Profitability of Technical Analysis with Data Snooping Checks 2 4 24 127 4 8 64 285
Reexamining the permanent income hypothesis with uncertainty in permanent and transitory innovation states 1 3 12 12 2 5 32 32
Reply to comments on "artificial neural networks: an econometric perspective" 0 0 2 3 0 1 9 18
Response Surfaces of MOSUM Critical Values 0 0 0 23 0 0 12 194
Robust M Tests Without Consistent Estimation of the Asymptotic Covariance Matrix 0 1 7 27 0 4 21 64
Saving and housing of Taiwanese households: New evidence from quantile regression analyses 1 2 19 37 1 4 32 68
Spurious Break 0 1 3 3 0 8 14 14
Spurious number of breaks 0 0 2 14 0 4 10 69
Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered 0 0 0 0 2 8 28 203
Testing parameter constancy in models with infinite variance errors 0 0 0 13 0 0 4 58
Testing time reversibility without moment restrictions 0 1 6 53 0 1 23 187
Tests for changes in models with a polynomial trend 0 1 3 9 0 1 9 64
The Moving-Estimates Test for Parameter Stability 0 1 5 5 1 3 14 14
The generalized fluctuation test: A unifying view 3 7 29 41 5 10 64 117
The pseudo-true score encompassing test for non-nested hypotheses 0 0 2 37 0 0 15 177
Time irreversibility and EGARCH effects in US stock index returns 1 3 17 346 1 6 53 1,087
Total Journal Articles 20 62 388 2,226 48 155 1,040 6,710

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Statistics updated 2009-11-04