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 5 10 107
A Generalized Jarque-Bera Test of Conditional Normality 0 0 1 105 1 6 12 658
A New Test of the Martingale Difference Hypothesis 0 0 0 56 0 3 8 236
A component-driven model for regime switching and its empirical evidence 0 0 0 66 0 4 6 269
Artificial Neural Networks 1 1 7 124 3 5 20 363
Causality in Quantiles and Dynamic Stock Return-Volume Relations 0 0 0 80 2 3 8 451
Change-Point Estimation of Nonstationary I(d) Processes 0 0 0 29 0 7 11 171
Improved HAC Covariance Matrix Estimation Based on Forecast Errors 0 0 0 40 1 5 7 224
Mosum Tests for Parameter Constancy 0 0 0 0 0 11 18 517
Re-Examining the Profitability of Technical Analysis with White’s Reality Check 0 1 3 129 5 24 42 528
Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables 0 0 0 0 1 5 9 355
Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix 0 0 0 36 2 7 9 275
Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix 0 0 0 31 3 20 28 94
The Nonlinear Intraday Pattern of Futures Market Exchange Rates: An Application of Neural Network Models 0 0 0 0 2 5 14 1,535
The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis 0 0 0 137 0 5 6 471
Total Working Papers 1 2 11 841 20 115 208 6,254

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 10 16 92
A New Test of the Martingale Difference Hypothesis 0 0 1 117 1 5 13 377
A noise-robust estimator of volatility based on interquantile ranges 0 0 0 9 2 4 10 77
A note on tests for partial parameter instability in the trend stationary model 0 0 0 10 0 6 9 80
A range-CUSUM test with recursive residuals 0 0 0 114 0 5 5 336
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes 0 1 1 85 0 11 17 407
An Unobserved-Component Model With Switching Permanent and Transitory Innovations 0 0 0 40 0 4 9 131
An encompassing test for non-nested quantile regression models 0 0 0 17 1 7 15 127
Assessing value at risk with CARE, the Conditional Autoregressive Expectile models 0 0 1 140 3 9 25 500
Causality in quantiles and dynamic stock return-volume relations 0 0 4 155 4 8 20 542
Change-point estimation of nonstationary I(d) processes 0 0 0 36 0 3 8 134
Constructing smooth tests without estimating the eigenpairs of the limiting process 0 0 0 9 0 5 9 72
Corrigendum to "The pseudo-true score encompassing test for non-nested hypotheses": [Journal of Econometrics 106, 271-295] 0 0 0 14 0 2 5 64
Distinguishing between trend-break models: method and empirical evidence 0 0 0 38 1 10 15 813
Effects of National Health Insurance on precautionary saving: new evidence from Taiwan 0 0 0 15 1 3 8 93
Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments 0 0 0 20 0 6 11 97
Forecasting Exchange Rates Using Feedforward and Recurrent Neural Networks 2 2 4 1,331 4 10 18 3,164
Guest editors' introduction 0 0 0 10 0 9 11 57
Implementing the fluctuation and moving-estimates tests in dynamic econometric models 0 0 0 62 0 7 12 176
Improved HAC covariance matrix estimation based on forecast errors 0 0 0 19 0 7 9 91
MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST 0 0 1 52 1 7 12 183
Markov switching model (in Russian) 0 0 3 49 1 34 47 173
Reexamining the Profitability of Technical Analysis with Data Snooping Checks 0 0 0 204 10 18 23 501
Reexamining the permanent income hypothesis with uncertainty in permanent and transitory innovation states 0 0 2 62 1 9 19 289
Response surfaces of MOSUM critical values 0 0 0 24 0 2 4 220
Robust M Tests Without Consistent Estimation of the Asymptotic Covariance Matrix 0 0 0 47 0 0 6 141
Robust hypothesis tests for M‐estimators with possibly non‐differentiable estimating functions 0 0 0 2 0 8 10 44
Saving and housing of Taiwanese households: New evidence from quantile regression analyses 0 0 1 103 2 9 17 266
Spurious Break 0 0 3 18 3 7 16 94
Spurious number of breaks 0 0 0 30 0 4 7 134
Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered 0 0 0 0 0 5 12 391
Testing for central dominance: Method and application 0 0 0 11 1 4 9 73
Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix 0 0 0 9 1 3 5 84
Testing parameter constancy in models with infinite variance errors 0 0 0 16 0 16 18 111
Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias 0 1 2 143 9 45 58 607
Testing the predictive power of the term structure without data snooping bias 0 0 0 8 0 5 9 60
Testing time reversibility without moment restrictions 0 0 2 97 0 4 8 344
Tests for changes in models with a polynomial trend 0 0 1 19 1 9 16 130
The Moving-Estimates Test for Parameter Stability 0 0 1 59 0 3 7 241
The pseudo-true score encompassing test for non-nested hypotheses 0 0 0 50 2 5 11 256
Time irreversibility and EGARCH effects in US stock index returns 0 0 1 396 0 4 11 1,565
Trends in unit energy consumption: The performance of end-use models 0 0 0 4 0 4 4 51
“Capital mobility in East Asian Countries is not so high”: Examining the impact of sterilization on capital flows 0 0 1 20 0 3 9 128
Total Journal Articles 2 5 31 3,695 51 339 583 13,516

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Statistics updated 2026-04-09