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 2 11 109
A Generalized Jarque-Bera Test of Conditional Normality 0 0 0 105 0 2 13 660
A New Test of the Martingale Difference Hypothesis 0 1 1 57 2 4 11 240
A component-driven model for regime switching and its empirical evidence 0 0 0 66 0 2 8 271
Artificial Neural Networks 1 2 7 126 1 4 20 367
Causality in Quantiles and Dynamic Stock Return-Volume Relations 0 0 0 80 0 1 9 452
Change-Point Estimation of Nonstationary I(d) Processes 0 0 0 29 0 1 12 172
Improved HAC Covariance Matrix Estimation Based on Forecast Errors 0 0 0 40 1 6 13 230
Mosum Tests for Parameter Constancy 0 0 0 0 0 3 20 520
Re-Examining the Profitability of Technical Analysis with White’s Reality Check 0 1 3 130 8 15 54 543
Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables 0 0 0 0 0 1 9 356
Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix 0 0 0 36 1 6 15 281
Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix 0 0 0 31 0 2 30 96
The Nonlinear Intraday Pattern of Futures Market Exchange Rates: An Application of Neural Network Models 0 0 0 0 1 3 16 1,538
The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis 0 0 0 137 1 4 10 475
Total Working Papers 1 4 11 845 15 56 251 6,310

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 2 31 0 2 18 94
A New Test of the Martingale Difference Hypothesis 1 1 1 118 2 8 20 385
A noise-robust estimator of volatility based on interquantile ranges 0 1 1 10 0 1 11 78
A note on tests for partial parameter instability in the trend stationary model 0 0 0 10 0 2 10 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 0 0 1 85 0 3 17 410
An Unobserved-Component Model With Switching Permanent and Transitory Innovations 0 1 1 41 0 2 11 133
An encompassing test for non-nested quantile regression models 0 0 0 17 0 6 20 133
Assessing value at risk with CARE, the Conditional Autoregressive Expectile models 0 0 1 140 0 6 30 506
Causality in quantiles and dynamic stock return-volume relations 1 1 1 156 1 6 17 548
Change-point estimation of nonstationary I(d) processes 0 0 0 36 0 5 13 139
Constructing smooth tests without estimating the eigenpairs of the limiting process 0 0 0 9 0 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 0 2 7 66
Distinguishing between trend-break models: method and empirical evidence 0 0 0 38 0 3 18 816
Effects of National Health Insurance on precautionary saving: new evidence from Taiwan 0 0 0 15 0 4 11 97
Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments 0 0 0 20 0 1 11 98
Forecasting Exchange Rates Using Feedforward and Recurrent Neural Networks 2 3 7 1,334 2 5 21 3,169
Guest editors' introduction 0 0 0 10 2 4 15 61
Implementing the fluctuation and moving-estimates tests in dynamic econometric models 0 0 0 62 0 0 12 176
Improved HAC covariance matrix estimation based on forecast errors 0 0 0 19 0 1 10 92
MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST 0 0 0 52 1 3 13 186
Markov switching model (in Russian) 0 0 1 49 0 6 50 179
Reexamining the Profitability of Technical Analysis with Data Snooping Checks 0 1 1 205 9 15 37 516
Reexamining the permanent income hypothesis with uncertainty in permanent and transitory innovation states 0 0 2 62 0 0 19 289
Response surfaces of MOSUM critical values 0 0 0 24 0 1 5 221
Robust M Tests Without Consistent Estimation of the Asymptotic Covariance Matrix 0 0 0 47 0 1 7 142
Robust hypothesis tests for M‐estimators with possibly non‐differentiable estimating functions 0 1 1 3 0 3 12 47
Saving and housing of Taiwanese households: New evidence from quantile regression analyses 0 0 1 103 2 6 23 272
Spurious Break 0 0 3 18 0 2 17 96
Spurious number of breaks 0 0 0 30 0 1 8 135
Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered 0 0 0 0 2 3 15 394
Testing for central dominance: Method and application 0 0 0 11 0 3 12 76
Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix 0 0 0 9 0 3 8 87
Testing parameter constancy in models with infinite variance errors 0 0 0 16 1 3 20 114
Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias 1 3 4 146 9 20 74 627
Testing the predictive power of the term structure without data snooping bias 0 0 0 8 0 3 12 63
Testing time reversibility without moment restrictions 0 1 1 98 0 3 8 347
Tests for changes in models with a polynomial trend 0 0 1 19 0 2 18 132
The Moving-Estimates Test for Parameter Stability 0 0 1 59 0 3 9 244
The pseudo-true score encompassing test for non-nested hypotheses 0 0 0 50 0 1 12 257
Time irreversibility and EGARCH effects in US stock index returns 0 0 1 396 0 1 12 1,566
Trends in unit energy consumption: The performance of end-use models 0 0 0 4 0 2 6 53
“Capital mobility in East Asian Countries is not so high”: Examining the impact of sterilization on capital flows 0 0 0 20 0 2 10 130
Total Journal Articles 5 13 32 3,708 31 149 694 13,665

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Statistics updated 2026-07-10