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Issue DateTitleAuthor(s)TypescopusWOSFulltext/Archive link
12009Assessing value at risk with CARE, the conditional autoregressive expectile modelsKuan, Chung-Ming ; Yeh, Jin-Huei; Hsu, Yu-Chinjournal article6558
22014Consistent Estimation of the Fixed Effects Stochastic Frontier ModelChen, Yi-Yi; Schmidt, Peter; Wang, Hung-Jen journal article5244
32014Constructing smooth tests without estimating the eigenpairs of the limiting processHsu, S.-H.; C.-M. Kuan journal article
42009Estimating Fixed-Effect Panel Stochastic Frontier Models by Model TransformationWang, Hung-Jen ; Ho, Chia-Wenjournal article9890
52006Estimation of Technical and Allocative Inefficiency: A Primal System ApproachKumbhakar, Subal C.; Wang, Hung-Jen journal article
62006Pitfalls in the Estimation of Cost Function Ignoring Allocative Inefficiency: A Monte Carlo AnalysisWang, Hung-Jen ; Kumbhakar, Subal C.journal article
72002The pseudo-true score encompassing test for non-nested hypothesisY.-T Chen; C.-M. Kuan journal article
82002Seasonal Cointegration and Cross-Equation Restrictions on a Forward Looking Buffer Stock Model of Money Demand沈中華journal article
92014Testing over-identifying restrictions without consistent estimation of asymptotic covariance matrixLee, W.-M.; C.-M. Kuan ; Y.-C. Hsujournal article
102000Testing time reversibility without moment restrictionsCHUNG-MING KUAN journal article4749
111998Tests for changes in models with a polynomial trendCHUNG-MING KUAN journal article1211
122002Unit Root Tests in Panel Data: Asymptotic and Finite-Sample PropertiesLevin, Andrew; Lin, Chien-Fu ; Chu, Chia-Shang Jamesjournal article41173625