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 Component-Driven Model for Regime Switching and Its Empirical Evidence 0 0 0 8 0 0 0 97
A Generalized Jarque-Bera Test of Conditional Normality 0 0 3 104 0 0 6 643
A New Test of the Martingale Difference Hypothesis 0 0 1 56 0 0 2 228
A component-driven model for regime switching and its empirical evidence 0 0 0 66 1 1 3 263
Artificial Neural Networks 0 0 4 117 0 1 15 343
Causality in Quantiles and Dynamic Stock Return-Volume Relations 0 0 0 80 0 0 3 443
Change-Point Estimation of Nonstationary I(d) Processes 0 0 0 29 0 0 0 160
Improved HAC Covariance Matrix Estimation Based on Forecast Errors 0 0 0 40 0 3 3 217
Mosum Tests for Parameter Constancy 0 0 0 0 0 0 2 499
Re-Examining the Profitability of Technical Analysis with White’s Reality Check 0 0 3 126 1 2 8 485
Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables 0 0 0 0 0 0 1 346
Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix 0 0 1 31 0 0 1 66
Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix 0 0 0 36 0 0 0 266
The Nonlinear Intraday Pattern of Futures Market Exchange Rates: An Application of Neural Network Models 0 0 0 0 0 0 1 1,521
The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis 0 0 0 137 0 0 0 465
Total Working Papers 0 0 12 830 2 7 45 6,042

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Generalized Stepwise Procedure with Improved Power for Multiple Inequalities Testing 0 0 3 29 1 1 4 76
A New Test of the Martingale Difference Hypothesis 0 2 3 116 1 3 5 364
A noise-robust estimator of volatility based on interquantile ranges 0 0 1 9 0 1 7 67
A note on tests for partial parameter instability in the trend stationary model 0 0 0 10 1 1 2 71
A range-CUSUM test with recursive residuals 0 0 0 114 0 1 1 331
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes 0 0 0 84 3 4 6 390
An Unobserved-Component Model With Switching Permanent and Transitory Innovations 0 0 2 40 0 0 2 122
An encompassing test for non-nested quantile regression models 0 0 0 17 0 0 2 112
Assessing value at risk with CARE, the Conditional Autoregressive Expectile models 0 0 2 139 1 3 9 475
Causality in quantiles and dynamic stock return-volume relations 1 1 4 151 2 5 15 522
Change-point estimation of nonstationary I(d) processes 0 0 1 36 0 0 1 126
Constructing smooth tests without estimating the eigenpairs of the limiting process 0 0 0 9 0 0 1 63
Corrigendum to "The pseudo-true score encompassing test for non-nested hypotheses": [Journal of Econometrics 106, 271-295] 0 0 0 14 0 0 0 59
Distinguishing between trend-break models: method and empirical evidence 0 0 0 38 0 0 3 798
Effects of National Health Insurance on precautionary saving: new evidence from Taiwan 0 0 0 15 1 1 2 84
Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments 0 0 1 20 1 2 5 86
Forecasting Exchange Rates Using Feedforward and Recurrent Neural Networks 1 2 8 1,327 1 3 22 3,146
Guest editors' introduction 0 0 0 10 0 0 0 46
Implementing the fluctuation and moving-estimates tests in dynamic econometric models 0 0 0 62 1 1 1 164
Improved HAC covariance matrix estimation based on forecast errors 0 0 0 19 0 1 1 82
MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST 0 1 3 51 0 1 5 171
Markov switching model (in Russian) 2 2 2 46 2 3 9 124
Reexamining the Profitability of Technical Analysis with Data Snooping Checks 0 0 2 204 0 0 3 478
Reexamining the permanent income hypothesis with uncertainty in permanent and transitory innovation states 0 0 0 60 0 0 1 270
Response surfaces of MOSUM critical values 0 0 0 24 0 0 0 216
Robust M Tests Without Consistent Estimation of the Asymptotic Covariance Matrix 0 0 0 47 0 0 0 135
Robust hypothesis tests for M‐estimators with possibly non‐differentiable estimating functions 0 0 1 2 1 2 5 34
Saving and housing of Taiwanese households: New evidence from quantile regression analyses 0 0 0 102 0 0 1 249
Spurious Break 0 0 1 15 0 1 3 78
Spurious number of breaks 0 0 0 30 1 1 5 127
Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered 0 0 0 0 1 1 3 379
Testing for central dominance: Method and application 0 0 0 11 0 0 2 64
Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix 0 0 2 9 0 0 2 79
Testing parameter constancy in models with infinite variance errors 0 0 0 16 0 0 0 93
Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias 0 1 7 141 1 4 18 549
Testing the predictive power of the term structure without data snooping bias 0 0 0 8 0 0 0 51
Testing time reversibility without moment restrictions 0 0 1 95 0 0 2 336
Tests for changes in models with a polynomial trend 0 0 0 18 0 0 1 114
The Moving-Estimates Test for Parameter Stability 0 0 2 58 0 0 6 234
The pseudo-true score encompassing test for non-nested hypotheses 0 0 0 50 0 1 2 245
Time irreversibility and EGARCH effects in US stock index returns 1 1 2 395 1 1 2 1,554
Trends in unit energy consumption: The performance of end-use models 0 0 0 4 0 0 0 47
“Capital mobility in East Asian Countries is not so high”: Examining the impact of sterilization on capital flows 0 0 0 19 0 0 4 119
Total Journal Articles 5 10 48 3,664 20 42 163 12,930

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Statistics updated 2025-03-03