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 1 1 11 110
A Generalized Jarque-Bera Test of Conditional Normality 0 0 0 105 0 1 14 661
A New Test of the Martingale Difference Hypothesis 0 0 1 57 0 3 12 241
A component-driven model for regime switching and its empirical evidence 0 0 0 66 1 1 7 272
Artificial Neural Networks 0 1 6 126 0 1 17 367
Causality in Quantiles and Dynamic Stock Return-Volume Relations 0 0 0 80 2 2 10 454
Change-Point Estimation of Nonstationary I(d) Processes 0 0 0 29 0 0 10 172
Improved HAC Covariance Matrix Estimation Based on Forecast Errors 0 0 0 40 0 1 13 230
Mosum Tests for Parameter Constancy 0 0 0 0 0 0 19 520
Re-Examining the Profitability of Technical Analysis with White’s Reality Check 0 0 3 130 5 17 61 552
Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables 0 0 0 0 0 0 9 356
Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix 0 0 0 31 0 0 30 96
Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix 0 0 0 36 0 2 16 282
The Nonlinear Intraday Pattern of Futures Market Exchange Rates: An Application of Neural Network Models 0 0 0 0 4 5 20 1,542
The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis 0 0 0 137 0 1 10 475
Total Working Papers 0 1 10 845 13 35 259 6,330

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 1 2 32 0 1 17 95
A New Test of the Martingale Difference Hypothesis 0 1 1 118 0 2 19 385
A noise-robust estimator of volatility based on interquantile ranges 0 0 1 10 1 1 11 79
A note on tests for partial parameter instability in the trend stationary model 0 0 0 10 0 0 9 82
A range-CUSUM test with recursive residuals 0 0 0 114 0 0 5 336
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes 1 1 2 86 1 2 19 412
An Unobserved-Component Model With Switching Permanent and Transitory Innovations 0 0 1 41 0 0 11 133
An encompassing test for non-nested quantile regression models 0 0 0 17 0 1 19 134
Assessing value at risk with CARE, the Conditional Autoregressive Expectile models 0 0 0 140 1 3 30 509
Causality in quantiles and dynamic stock return-volume relations 0 1 1 156 0 2 18 549
Change-point estimation of nonstationary I(d) processes 0 0 0 36 1 1 14 140
Constructing smooth tests without estimating the eigenpairs of the limiting process 0 0 0 9 0 0 10 73
Corrigendum to "The pseudo-true score encompassing test for non-nested hypotheses": [Journal of Econometrics 106, 271-295] 0 0 0 14 0 1 8 67
Distinguishing between trend-break models: method and empirical evidence 0 0 0 38 0 0 18 816
Effects of National Health Insurance on precautionary saving: new evidence from Taiwan 0 0 0 15 2 2 12 99
Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments 0 0 0 20 1 3 14 101
Forecasting Exchange Rates Using Feedforward and Recurrent Neural Networks 0 2 6 1,334 1 3 20 3,170
Guest editors' introduction 0 0 0 10 0 2 14 61
Implementing the fluctuation and moving-estimates tests in dynamic econometric models 0 0 0 62 0 0 11 176
Improved HAC covariance matrix estimation based on forecast errors 0 0 0 19 1 2 11 94
MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST 0 0 0 52 0 1 13 186
Markov switching model (in Russian) 0 0 1 49 0 0 49 179
Reexamining the Profitability of Technical Analysis with Data Snooping Checks 0 1 2 206 7 29 56 536
Reexamining the permanent income hypothesis with uncertainty in permanent and transitory innovation states 0 0 1 62 1 2 17 291
Response surfaces of MOSUM critical values 0 0 0 24 0 1 6 222
Robust M Tests Without Consistent Estimation of the Asymptotic Covariance Matrix 0 0 0 47 0 0 7 142
Robust hypothesis tests for M‐estimators with possibly non‐differentiable estimating functions 0 0 1 3 1 1 13 48
Saving and housing of Taiwanese households: New evidence from quantile regression analyses 0 0 1 103 0 2 23 272
Spurious Break 0 0 3 18 1 2 19 98
Spurious number of breaks 0 0 0 30 0 1 8 136
Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered 0 0 0 0 0 2 15 394
Testing for central dominance: Method and application 0 0 0 11 2 3 13 79
Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix 0 0 0 9 1 1 9 88
Testing parameter constancy in models with infinite variance errors 0 0 0 16 0 1 20 114
Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias 1 3 6 148 11 29 94 647
Testing the predictive power of the term structure without data snooping bias 0 0 0 8 0 0 10 63
Testing time reversibility without moment restrictions 0 0 1 98 1 1 9 348
Tests for changes in models with a polynomial trend 0 0 1 19 0 0 16 132
The Moving-Estimates Test for Parameter Stability 0 0 0 59 1 1 9 245
The pseudo-true score encompassing test for non-nested hypotheses 0 0 0 50 1 2 14 259
Time irreversibility and EGARCH effects in US stock index returns 0 0 1 396 1 1 13 1,567
Trends in unit energy consumption: The performance of end-use models 0 0 0 4 0 0 6 53
“Capital mobility in East Asian Countries is not so high”: Examining the impact of sterilization on capital flows 0 0 0 20 1 2 10 132
Total Journal Articles 2 10 32 3,713 38 108 739 13,742

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Statistics updated 2026-09-10