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 3 5 8 105
A Generalized Jarque-Bera Test of Conditional Normality 0 0 1 105 2 5 11 654
A New Test of the Martingale Difference Hypothesis 0 0 0 56 3 5 8 236
A component-driven model for regime switching and its empirical evidence 0 0 0 66 3 3 6 268
Artificial Neural Networks 0 0 6 123 2 5 17 360
Causality in Quantiles and Dynamic Stock Return-Volume Relations 0 0 0 80 1 4 6 449
Change-Point Estimation of Nonstationary I(d) Processes 0 0 0 29 2 4 6 166
Improved HAC Covariance Matrix Estimation Based on Forecast Errors 0 0 0 40 2 3 4 221
Mosum Tests for Parameter Constancy 0 0 0 0 7 11 14 513
Re-Examining the Profitability of Technical Analysis with White’s Reality Check 0 0 2 128 12 19 32 516
Strong Convergence of Recursive M-Estimators for Models with Dynamic Latent Variables 0 0 0 0 2 4 6 352
Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix 0 0 0 36 1 3 3 269
Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix 0 0 0 31 12 16 20 86
The Nonlinear Intraday Pattern of Futures Market Exchange Rates: An Application of Neural Network Models 0 0 0 0 2 8 11 1,532
The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis 0 0 0 137 5 6 6 471
Total Working Papers 0 0 9 839 59 101 158 6,198

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 1 30 6 8 13 88
A New Test of the Martingale Difference Hypothesis 0 0 1 117 3 9 12 375
A noise-robust estimator of volatility based on interquantile ranges 0 0 0 9 2 6 8 75
A note on tests for partial parameter instability in the trend stationary model 0 0 0 10 5 6 9 79
A range-CUSUM test with recursive residuals 0 0 0 114 4 4 4 335
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes 1 1 1 85 6 8 15 402
An Unobserved-Component Model With Switching Permanent and Transitory Innovations 0 0 0 40 4 8 9 131
An encompassing test for non-nested quantile regression models 0 0 0 17 5 10 13 125
Assessing value at risk with CARE, the Conditional Autoregressive Expectile models 0 0 1 140 6 17 23 497
Causality in quantiles and dynamic stock return-volume relations 0 0 5 155 2 4 16 536
Change-point estimation of nonstationary I(d) processes 0 0 0 36 0 4 5 131
Constructing smooth tests without estimating the eigenpairs of the limiting process 0 0 0 9 5 8 9 72
Corrigendum to "The pseudo-true score encompassing test for non-nested hypotheses": [Journal of Econometrics 106, 271-295] 0 0 0 14 2 5 5 64
Distinguishing between trend-break models: method and empirical evidence 0 0 0 38 8 13 13 811
Effects of National Health Insurance on precautionary saving: new evidence from Taiwan 0 0 0 15 1 3 8 91
Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments 0 0 0 20 6 8 12 97
Forecasting Exchange Rates Using Feedforward and Recurrent Neural Networks 0 0 3 1,329 5 6 14 3,159
Guest editors' introduction 0 0 0 10 4 5 6 52
Implementing the fluctuation and moving-estimates tests in dynamic econometric models 0 0 0 62 5 9 11 174
Improved HAC covariance matrix estimation based on forecast errors 0 0 0 19 7 8 9 91
MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST 0 0 1 52 3 4 8 179
Markov switching model (in Russian) 0 1 5 49 25 32 42 164
Reexamining the Profitability of Technical Analysis with Data Snooping Checks 0 0 0 204 5 5 10 488
Reexamining the permanent income hypothesis with uncertainty in permanent and transitory innovation states 0 1 2 62 6 11 16 286
Response surfaces of MOSUM critical values 0 0 0 24 1 2 3 219
Robust M Tests Without Consistent Estimation of the Asymptotic Covariance Matrix 0 0 0 47 0 4 6 141
Robust hypothesis tests for M‐estimators with possibly non‐differentiable estimating functions 0 0 0 2 8 9 11 44
Saving and housing of Taiwanese households: New evidence from quantile regression analyses 0 1 1 103 6 12 14 263
Spurious Break 0 3 3 18 4 9 13 91
Spurious number of breaks 0 0 0 30 3 5 7 133
Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered 0 0 0 0 5 10 13 391
Testing for central dominance: Method and application 0 0 0 11 2 5 7 71
Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix 0 0 0 9 2 4 4 83
Testing parameter constancy in models with infinite variance errors 0 0 0 16 11 12 13 106
Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias 0 0 1 142 21 29 35 583
Testing the predictive power of the term structure without data snooping bias 0 0 0 8 4 5 8 59
Testing time reversibility without moment restrictions 0 0 2 97 3 4 7 343
Tests for changes in models with a polynomial trend 0 1 1 19 4 8 11 125
The Moving-Estimates Test for Parameter Stability 0 0 1 59 3 5 7 241
The pseudo-true score encompassing test for non-nested hypotheses 0 0 0 50 3 7 9 254
Time irreversibility and EGARCH effects in US stock index returns 0 1 2 396 4 9 12 1,565
Trends in unit energy consumption: The performance of end-use models 0 0 0 4 2 2 2 49
“Capital mobility in East Asian Countries is not so high”: Examining the impact of sterilization on capital flows 0 0 1 20 3 5 9 128
Total Journal Articles 1 9 32 3,691 214 347 481 13,391

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Statistics updated 2026-02-12