Chung-Ming Kuan at IDEAS
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Information
about: Chung-Ming Kuan
Personal Details | Affiliation | Works
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Personal Details
First Name: Chung-Ming
Middle Name:
Last Name: Kuan
Suffix:
RePEc Short-ID: pku58
Email: Homepage:
http://www.sinica.edu.tw/~ckuan
Postal Address:
Phone: +886-2-2651-0647Affiliation (in no particular order)
Works | Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields | Download all references for this author: available formats: HTML ,
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Working papers
Chung-Ming Kuan & Yu-Lieh Huang, 2004.
"A component-driven model for regime switching and its empirical evidence ,"
Econometric Society 2004 Far Eastern Meetings
718, Econometric Society.
[Downloadable!]
Yi-Ting Chen & Chung-Ming Kuan, 2000.
"The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis ,"
Econometric Society World Congress 2000 Contributed Papers
1723, Econometric Society.
[Downloadable!] Published as:
Tung Liu & Chung-Ming Kuan, 1999.
"The Nonlinear Intraday Pattern of Futures Market Exchange Rates: An Application of Neural Network Models ,"
Computing in Economics and Finance 1999
1042, Society for Computational Economics.
Chung-Ming Kuan & Kurt Hornik & Halbert White, 1993.
"A Convergence Result for Learning in Recurrent Neural Networks ,"
University of California at San Diego, Economics Working Paper Series
90-42r, Department of Economics, UC San Diego.
Chu, C.S.J. & Hornik, K. & Kuan, C.M., 1993.
"Mosum Tests for Parameter Constancy ,"
Papers
9319, Southern California - Department of Economics.
Chung-Ming Kuan & Halbert White, 1992.
"Artificial Neural Networks: An Econometric Perspective ,"
University of California at San Diego, Economics Working Paper Series
92-11, Department of Economics, UC San Diego.
Published as:
Chung-Ming Kuan & Halbert White, 1991.
"Strong Convergence of Recursive m-Estimators for Models with Dynamic Latent Variables ,"
University of California at San Diego, Economics Working Paper Series
91-05r, Department of Economics, UC San Diego.
Other versions:
Chung-Ming Kuan & Halbert White, 1990.
"Recursive M-Estimation, Nonlinear Regression and Neural Network Learning with Dependent Observations ,"
University of California at San Diego, Economics Working Paper Series
90-38, Department of Economics, UC San Diego.
Chung-Ming Kuan & Kurt Hornik & Halbert White, 1990.
"Some Convergence Results for Learning in Recurrent Neural Networks ,"
University of California at San Diego, Economics Working Paper Series
90-42, Department of Economics, UC San Diego.
Articles
Hsu, Yu-Chin & Kuan, Chung-Ming, 2008.
"Change-point estimation of nonstationary I(d) processes ,"
Economics Letters ,
Elsevier, vol. 98(2), pages 115-121, February.
[Downloadable!] (restricted)
Chen, Yi-Ting & Kuan, Chung-Ming, 2007.
"Corrigendum to "The pseudo-true score encompassing test for non-nested hypotheses": [Journal of Econometrics 106, 271-295] ,"
Journal of Econometrics ,
Elsevier, vol. 141(2), pages 1412-1417, December.
[Downloadable!] (restricted)
Chen, Chien-Liang & Kuan, Chung-Ming & Lin, Chu-Chia, 2007.
"Saving and housing of Taiwanese households: New evidence from quantile regression analyses ,"
Journal of Housing Economics ,
Elsevier, vol. 16(2), pages 102-126, June.
[Downloadable!] (restricted)
Kuan, Chung-Ming & Lee, Wei-Ming, 2006.
"Robust M Tests Without Consistent Estimation of the Asymptotic Covariance Matrix ,"
Journal of the American Statistical Association ,
American Statistical Association, vol. 101, pages 1264-1275, September.
[Downloadable!] (restricted)
Po-Hsuan Hsu & Chung-Ming Kuan, 2005.
"Reexamining the Profitability of Technical Analysis with Data Snooping Checks ,"
Journal of Financial Econometrics ,
Oxford University Press, vol. 3(4), pages 606-628.
[Downloadable!] (restricted)
Kuan, Chung-Ming & Huang, Yu-Lieh & Tsay, Ruey S., 2005.
"An Unobserved-Component Model With Switching Permanent and Transitory Innovations ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 23, pages 443-454, October.
[Downloadable!] (restricted)
Chung-Ming Kuan & Wei-Ming Lee, 2004.
"A New Test of the Martingale Difference Hypothesis ,"
Studies in Nonlinear Dynamics & Econometrics ,
Berkeley Electronic Press, vol. 8(4), pages 1191-1191.
[Downloadable!] (restricted)
Yi-Ting Chen & Chung-Ming Kuan, 2002.
"Time irreversibility and EGARCH effects in US stock index returns ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 17(5), pages 565-578.
[Downloadable!]
Chen, Yi-Ting & Kuan, Chung-Ming, 2002.
"The pseudo-true score encompassing test for non-nested hypotheses ,"
Journal of Econometrics ,
Elsevier, vol. 106(2), pages 271-295, February.
[Downloadable!] (restricted) Other versions:
Kuan, Chung-Ming & Chen, Mai-Yuan, 2002.
"Response Surfaces of MOSUM Critical Values ,"
Applied Economics Letters ,
Taylor and Francis Journals, vol. 9(2), pages 133-36, February.
[Downloadable!] (restricted)
Chen, Mei-Yuan & Kuan, Chung-Ming, 2001.
"Testing parameter constancy in models with infinite variance errors ,"
Economics Letters ,
Elsevier, vol. 72(1), pages 11-18, July.
[Downloadable!] (restricted)
Chih-Chiang Hsu & Chung-Ming Kuan, 2001.
"Distinguishing between trend-break models: method and empirical evidence ,"
Econometrics Journal ,
Royal Economic Society, vol. 4(2), pages 1.
Chen, Yi-Ting & Chou, Ray Y. & Kuan, Chung-Ming, 2000.
"Testing time reversibility without moment restrictions ,"
Journal of Econometrics ,
Elsevier, vol. 95(1), pages 199-218, March.
[Downloadable!] (restricted)
Leisch, Friedrich & Hornik, Kurt & Kuan, Chung-Ming, 2000.
"Monitoring Structural Changes With The Generalized Fluctuation Test ,"
Econometric Theory ,
Cambridge University Press, vol. 16(06), pages 835-854, December.
[Downloadable!]
Kuan, Chung-Ming, 1999.
"A note on tests for partial parameter instability in the trend stationary model ,"
Economics Letters ,
Elsevier, vol. 65(3), pages 285-291, December.
[Downloadable!] (restricted)
Kuan, Chung-Ming, 1998.
"Tests for changes in models with a polynomial trend ,"
Journal of Econometrics ,
Elsevier, vol. 84(1), pages 75-91, May.
[Downloadable!] (restricted)
Nunes, Luis C & Newbold, Paul & Kuan, Chung-Ming, 1997.
"Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered ,"
Oxford Bulletin of Economics and Statistics ,
Department of Economics, University of Oxford, vol. 59(4), pages 435-48, November.
Nunes, Luis C. & Newbold, Paul & Chung-Ming Kuan, 1996.
"Spurious number of breaks ,"
Economics Letters ,
Elsevier, vol. 50(2), pages 175-178, February.
[Downloadable!] (restricted)
Kuan, Chung-Ming & Liu, Tung, 1995.
"Forecasting Exchange Rates Using Feedforward and Recurrent Neural Networks ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 10(4), pages 347-64, Oct.-Dec..
[Downloadable!] (restricted)
Chung-Ming Kuan & Kurt Hornik, 1995.
"The generalized fluctuation test: A unifying view ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 14(2), pages 135-161.
[Downloadable!] (restricted)
Chung-Ming Kuan & Halbert White, 1994.
"Reply to comments on "artificial neural networks: an econometric perspective" ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 13(1), pages 139-143.
[Downloadable!] (restricted)
Chung-Ming Kuan & Halbert White, 1994.
"Artificial neural networks: an econometric perspective ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 13(1), pages 1-91.
[Downloadable!] (restricted) Other versions:
Kuan, Chung-Ming, 1994.
"A range-CUSUM test with recursive residuals ,"
Economics Letters ,
Elsevier, vol. 45(3), pages 309-313.
[Downloadable!] (restricted)
Kuan, Chung-Ming & Chen, Mei-Yuan, 1994.
"Implementing the fluctuation and moving-estimates tests in dynamic econometric models ,"
Economics Letters ,
Elsevier, vol. 44(3), pages 235-239.
[Downloadable!] (restricted)
Kuan, Chung-Ming & White, Halbert, 1994.
"Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes ,"
Econometrica ,
Econometric Society, vol. 62(5), pages 1087-1114, September.
[Downloadable!] (restricted)
NEP Fields 1 paper by this author was announced in NEP , and specifically in the following field reports (number of papers):
No paper was announced in a field specific NEP report
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This page was last updated on 2008-8-14.
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