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 2 4 12 109
A Generalized Jarque-Bera Test of Conditional Normality 0 0 0 105 2 6 13 660
A New Test of the Martingale Difference Hypothesis 0 0 0 56 1 1 9 237
A component-driven model for regime switching and its empirical evidence 0 0 0 66 1 2 7 270
Artificial Neural Networks 1 2 7 125 3 6 22 366
Causality in Quantiles and Dynamic Stock Return-Volume Relations 0 0 0 80 1 3 9 452
Change-Point Estimation of Nonstationary I(d) Processes 0 0 0 29 1 6 12 172
Improved HAC Covariance Matrix Estimation Based on Forecast Errors 0 0 0 40 4 7 11 228
Mosum Tests for Parameter Constancy 0 0 0 0 2 6 20 519
Re-Examining the Profitability of Technical Analysis with White’s Reality Check 0 1 3 129 4 16 45 532
Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables 0 0 0 0 0 3 9 355
Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix 0 0 0 36 4 10 13 279
Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix 0 0 0 31 1 9 29 95
The Nonlinear Intraday Pattern of Futures Market Exchange Rates: An Application of Neural Network Models 0 0 0 0 2 5 16 1,537
The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis 0 0 0 137 3 3 9 474
Total Working Papers 1 3 10 842 31 87 236 6,285

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 31 2 6 18 94
A New Test of the Martingale Difference Hypothesis 0 0 1 117 5 7 18 382
A noise-robust estimator of volatility based on interquantile ranges 0 0 0 9 0 2 10 77
A note on tests for partial parameter instability in the trend stationary model 0 0 0 10 2 3 10 82
A range-CUSUM test with recursive residuals 0 0 0 114 0 1 5 336
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes 0 0 1 85 3 8 19 410
An Unobserved-Component Model With Switching Permanent and Transitory Innovations 0 0 0 40 1 1 10 132
An encompassing test for non-nested quantile regression models 0 0 0 17 5 7 20 132
Assessing value at risk with CARE, the Conditional Autoregressive Expectile models 0 0 1 140 5 8 30 505
Causality in quantiles and dynamic stock return-volume relations 0 0 4 155 4 10 21 546
Change-point estimation of nonstationary I(d) processes 0 0 0 36 4 7 12 138
Constructing smooth tests without estimating the eigenpairs of the limiting process 0 0 0 9 1 1 10 73
Corrigendum to "The pseudo-true score encompassing test for non-nested hypotheses": [Journal of Econometrics 106, 271-295] 0 0 0 14 2 2 7 66
Distinguishing between trend-break models: method and empirical evidence 0 0 0 38 3 5 18 816
Effects of National Health Insurance on precautionary saving: new evidence from Taiwan 0 0 0 15 3 5 11 96
Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments 0 0 0 20 1 1 12 98
Forecasting Exchange Rates Using Feedforward and Recurrent Neural Networks 0 2 4 1,331 1 6 19 3,165
Guest editors' introduction 0 0 0 10 1 6 12 58
Implementing the fluctuation and moving-estimates tests in dynamic econometric models 0 0 0 62 0 2 12 176
Improved HAC covariance matrix estimation based on forecast errors 0 0 0 19 0 0 9 91
MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST 0 0 0 52 1 5 12 184
Markov switching model (in Russian) 0 0 2 49 4 13 49 177
Reexamining the Profitability of Technical Analysis with Data Snooping Checks 0 0 0 204 3 16 26 504
Reexamining the permanent income hypothesis with uncertainty in permanent and transitory innovation states 0 0 2 62 0 3 19 289
Response surfaces of MOSUM critical values 0 0 0 24 1 2 5 221
Robust M Tests Without Consistent Estimation of the Asymptotic Covariance Matrix 0 0 0 47 1 1 7 142
Robust hypothesis tests for M‐estimators with possibly non‐differentiable estimating functions 0 0 0 2 1 1 11 45
Saving and housing of Taiwanese households: New evidence from quantile regression analyses 0 0 1 103 3 6 20 269
Spurious Break 0 0 3 18 1 4 17 95
Spurious number of breaks 0 0 0 30 1 2 8 135
Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered 0 0 0 0 0 0 12 391
Testing for central dominance: Method and application 0 0 0 11 1 3 10 74
Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix 0 0 0 9 0 1 5 84
Testing parameter constancy in models with infinite variance errors 0 0 0 16 2 7 20 113
Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias 1 2 3 144 6 30 63 613
Testing the predictive power of the term structure without data snooping bias 0 0 0 8 2 3 11 62
Testing time reversibility without moment restrictions 1 1 2 98 3 4 10 347
Tests for changes in models with a polynomial trend 0 0 1 19 2 7 18 132
The Moving-Estimates Test for Parameter Stability 0 0 1 59 3 3 9 244
The pseudo-true score encompassing test for non-nested hypotheses 0 0 0 50 1 3 12 257
Time irreversibility and EGARCH effects in US stock index returns 0 0 1 396 1 1 12 1,566
Trends in unit energy consumption: The performance of end-use models 0 0 0 4 2 4 6 53
“Capital mobility in East Asian Countries is not so high”: Examining the impact of sterilization on capital flows 0 0 1 20 2 2 11 130
Total Journal Articles 2 6 30 3,697 84 209 656 13,600

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Statistics updated 2026-05-06