| 公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 |
1 | 2021 | Economic prediction with the FOMC minutes: An application of text mining | Huang, Y.-L.; CHUNG-MING KUAN | International Review of Economics and Finance | | | |
2 | 2020 | Double machine learning with gradient boosting and its application to the Big N audit quality effect | Yang, J.-C.; Chuang, H.-C.; CHUNG-MING KUAN | Journal of Econometrics | 19 | 12 | |
3 | 2020 | 共同基金卓越績效的認定與評估:新逐步檢定法的應用 | 莊惠菁; 管中閔 | 證券市場發展季刊 | | | |
4 | 2019 | 美國聯準會會議紀要的文字探勘與台灣經濟變數預測 | 黃裕烈; 管中閔 | 經濟論文叢刊 | | | |
5 | 2017 | Quantile Regression on Quantile Ranges - A Threshold Approach | CHUNG-MING KUAN ; Michalopoulos, Christos; Xiao, Zhijie | JOURNAL OF TIME SERIES ANALYSIS | 6 | 6 | |
6 | 2017 | Testing for central dominance: Method and application | Chuang O.-C.; Kuan C.-M.; CHUNG-MING KUAN | Journal of Econometrics | 2 | 3 | |
7 | 2015 | Robust hypothesis tests for M estimators with possibly non-differentiable estimating functions | CHUNG-MING KUAN | Econometrics Journal (forthcoming) | 1 | 1 | |
8 | 2014 | 向量自我迴歸模型:計量方法與 R 程式 | 黃裕烈; 管中閔 | | | | |
9 | 2014 | Taiwan's financial conditions index and its relation to macroeconomy (in Chinese) | Kuan, C.-M. ; C.-C. Hsu, Y.-L. Huang; S.-H. Hsu | Taiwan Economic Forecast and Policy | | | |
10 | 2014 | Estimating Taiwan's true economic growth rates: An application of Kalman filtering (in Chinese) | Liu, R.-W.; C.-M. Kuan ; S. Chen | Taiwan Journal of Applied Economics | | | |
11 | 2014 | Constructing smooth tests without estimating the eigenpairs of the limiting process | Hsu, S.-H.; C.-M. Kuan | Journal of Econometrics | | | |
12 | 2014 | Testing over-identifying restrictions without consistent estimation of asymptotic covariance matrix | Lee, W.-M.; C.-M. Kuan ; Y.-C. Hsu | Journal of Econometrics | | | |
13 | 2014 | A noise-robust estimator of volatility based on interquantile ranges | Yeh, J.-H.; J.-N. Wang,; CHUNG-MING KUAN | Review of Quantitative Finance and Accounting | | | |
14 | 2013 | Selecting Top Funds of Hedge Funds Based on Alpha and Other Performance Measures | Hsu, Ying Lin; CHUNG-MING KUAN ; Yen, Stéphane M F | Reconsidering Funds of Hedge Funds | 0 | 1 | |
15 | 2013 | Optimizing robust conditional moment tests an estimating function approach | Chen, Yi Ting; CHUNG-MING KUAN | Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis: Essays in Honor of Halbert L. White Jr | 1 | 0 | |
16 | 2013 | Capital mobility in east Asian countries is not so high: Examining the impact of sterilization on capital flows | Ying, Y.-H.; C.-M. Kuan ; C. Y. Tung; K. Chang | China Economic Review | | | |
17 | 2013 | Testing the predictive power of the term structure without data snooping bias | Kao, Y.-C.; C.-M. Kuan ; S. Chen | Economics Letters | | | |
18 | 2013 | Effects of national health insurance on precautionary saving: New evidence from Taiwan | Kuan, C.-M. ; C.-L. Chen | Empirical Economics | | | |
19 | 2010 | Estimation of Conditional Moment Restrictions without Assuming Parameter Identifiability in the Implied Unconditional Moments | Shih-Hsun Hsu; CHUNG-MING KUAN | Journal of Econometrics (forthcoming) | | | |
20 | 2010 | An encompassing test for non-nested quantile regression models | CHUNG-MING KUAN | Economics Letters | 2 | 1 | |
21 | 2010 | Evaluating a quality incentive program for TB treatment in Taiwan(in Chinese) | Hsieh, Y.-T.; C.-M. Kuan ; H.-A. D. Tsay; Y.-W. Hsieh | Journal of Social Sciences and Philosophy | | | |
22 | 2010 | 以無資料窺探的檢定分析共同基金績效 | 莊惠菁; 管中閔 | | | | |
23 | 2009 | Assessing value at risk with CARE, the conditional autoregressive expectile models | Hsu, Yu-Chin; Yeh, Jin-Huei; CHUNG-MING KUAN | Journal of Econometrics | | 119 | |
24 | 2009 | Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias | Chung-Ming Kuan; Po-Hsuan Hsu; CHUNG-MING KUAN | 3rd Annual Granger Centre Conference | 101 | 89 | |
25 | 2009 | Large-Scale Multiple Testing without Data Snooping Bias: Methods and Applications | CHUNG-MING KUAN | International Conference on Financial Statistics and Financial Econometrics, ICFSFE | | | |
26 | 2009 | Causality in quantiles and dynamic stock return-volume relations | Kuan, Chung-Ming ; Chuang, Chia-Chang; Lin, Hsin-Yi | Journal of Banking and Finance | 197 | 189 | |
27 | 2008 | Re-examining the permanent income hypothesis with uncertainty in permanent and transitory innovation states | CHUNG-MING KUAN | Journal of Macroeconomics | 1 | 0 | |
28 | 2008 | Improved HAC covariance matrix estimation based on forecast errors | CHUNG-MING KUAN | Economics Letters | 2 | 2 | |
29 | 2008 | Artificial neural networks | 管中閔 | New Palgrave Dictionary of Economics | | | |
30 | 2007 | Recurrent Back-Propagation and Newton Aigorithms for Training Recurrent Neural Networks | 管中閔 ; Hornik, K.; Liu, T. | The International Symposium on Substance Identification Technologies | | | |
31 | 2007 | Some Convergence Results for Learning in Recurrent Neural Networks | 管中閔 ; White, H. | Sixth Yale Workshop on Adaptive and Learning System | | | |
32 | 2007 | Implementing Recurrent Networks | 管中閔 ; White, H. | Seventh Yale Workshop on Adaptive and Learning System | | | |
33 | 2007 | Saving and housing of Taiwan households: New evidence from quantile regression analysis | 管中閔 | Journal of Housing Economics | | | |
34 | 2006 | Robust M tests without consistent estimation of asymptotic covariance matrix | 管中閔 | Journal of the American Statistical Association, | | | |
35 | 2006 | 台灣工資函數與工資性別歧視的分量迴歸分析 | 管中閔 ; 陳建良 | 經濟論文 | 0 | 0 | |
36 | 2006 | 產婦個人特質與妊娠狀況對新生兒體重的影響 | 管中閔 ; 王心妙; 羅紀琼 | 台灣公共衛生雜誌 | 0 | 0 | |
37 | 2005 | 台灣與美國股市價量關係的分量迴歸分析 | 管中閔 ; 莊家彰 | 經濟論文 | 0 | 0 | |
38 | 2005 | An unobserved-component model with switching permanent and transitory innovations | C.-M. Kuan ; Y.-L. Huang; R. S. Tsay | Journal of Business and Economic Statistics | | | |
39 | 2005 | 以擴散指標為基礎之總體經濟預測 | 管中閔 ; 徐士勛; 羅雅惠 | 台灣經濟預測與政策 | 0 | 0 | |
40 | 2005 | An unobserved-component model with switching permanent and transitory innovations | CHUNG-MING KUAN | Journal of Business and Economic Statistics | 12 | 12 | |
41 | 2005 | Re-examining the profitability of technical analysis with White's reality check | P.-H. Hsu; C.-M. Kuan | Journal of Financial Econometrics | | | |
42 | 2005 | Re-examining the profitability of technical analysis with data snooping checks | P.-H. Hsu; CHUNG-MING KUAN | Journal of Financial Econometrics | | | |
43 | 2004 | 統計學:觀念與方法 | 管中閔 | | | | |
44 | 2004 | A new test for the martingale difference hypothesis | CHUNG-MING KUAN | Studies in Nonlinear Dynamics and Econometrics | 25 | 0 | |
45 | 2002 | Time irreversibility and egarch effects in US stock index returns | Chen, Y.-T.; CHUNG-MING KUAN ; YI-TING CHEN | Journal of Applied Econometrics | 23 | 21 | |
46 | 2002 | Response surfaces of MOSUM critical values | CHUNG-MING KUAN | Applied Economics Letters | 0 | 1 | |
47 | 2002 | 台灣短期利率的動態行為:狀態轉換模型的應用 | 林常青; 洪茂蔚; 管中閔 | | | | |
48 | 2002 | The pseudo-true score encompassing test for non-nested hypothesis | Y.-T Chen; C.-M. Kuan | Journal of Econometrics | | | |
49 | 2002 | 台灣短期利率的動態行為:狀態轉換模型的應用 | 林常青; 洪茂蔚 ; 管中閔 | 經濟論文 | | | |
50 | 2001 | 九零年代台灣的景氣循環: 馬可夫轉換模型與紀卜斯抽樣法的應用 | 徐士勛; 管中閔 | | | | |
51 | 2001 | Testing parameter constancy in models with infinite variance errors | CHUNG-MING KUAN | Economics Letters | 2 | 2 | |
52 | 2001 | Distinguishing between trend break models: Method and empirical evidence | CHUNG-MING KUAN | Econometrics Journal | 0 | 0 | |
53 | 2000 | Monitoring structural changes with the generalized fluctuation test | CHUNG-MING KUAN | Econometric Theory | 87 | 78 | |
54 | 2000 | Uniqueness and indeterminacy: the Marshall-Lerner condition and exchange rate dynamics | C.-N. Chen; S. Chen; C.-M. Kuan | Taiwan Economic Review | | | |
55 | 2000 | Testing time reversibility without moment restrictions | CHUNG-MING KUAN | Journal of Econometrics | 57 | 58 | |
56 | 1999 | 以一般化波動檢定法監測結構性改變 | 管中閔 | | | | |
57 | 1999 | 時間數列模型設定的一些問題 | 管中閔 | 經濟論文叢刊 | | | |
58 | 1999 | A note on tests for partial parameter instability in the trend stationary model | CHUNG-MING KUAN | Economics Letters | 1 | 1 | |
59 | 1999 | 我國第八波景氣循環谷底之認定及形成原因之探索 | 周濟; 管中閔 | | | | |
60 | 1998 | Identifying the Turning Points of Business Cycles and Forecasting Real GNP Growth Rates in Taiwan | 林向愷; 黃裕烈; 管中閔 | 經濟論文叢刊 | | | |
61 | 1998 | 時間數列同期性的新檢定方法 | 管中閔 | | | | |
62 | 1998 | Change-point estimation of fractionally integrated processes | CHUNG-MING KUAN | Journal of Time Series Analysis | 48 | 0 | |
63 | 1998 | 景氣循環轉折點認定與經濟成長率預測 | 林向愷; 黃裕烈; 管中閔 | | | | |
64 | 1998 | Tests for changes in models with a polynomial trend | CHUNG-MING KUAN | Journal of Econometrics | | | |
65 | 1997 | 結構改變次數及改變點的估計 | 管中閔 | | | | |
66 | 1997 | Testing for unit-roots with breaks: Evidence on the great crash and the unit-root hypothesis reconsidered | CHUNG-MING KUAN | Oxford Bulletin of Economics and Statistics | 155 | 138 | |
67 | 1996 | 時間趨勢模型安定性的新檢定方法 | 管中閔 | | | | |
68 | 1996 | Spurious number of breaks | L. Nunes; P. Newbold,; CHUNG-MING KUAN | Economics Letters | | | |
69 | 1995 | The Moving-Estimates Test for Parameter Stability | Chu, C.-S.; Hornik, K.; CHUNG-MING KUAN | Econometric Theory | | 31 | |
70 | 1995 | 參數固定性的新檢定方法和綜合極限理論 | 管中閔 | | | | |
71 | 1995 | Forecasting exchange rates using feedforward and recurrent networks | C.-M. Kuan ; T. Liu | Journal of Applied Econometrics | | | |
72 | 1995 | The generalized fluctuation test: A unifying view | C.-M. Kuan ; K. Hornik | Econometric Reviews | | | |
73 | 1995 | Spurious break | L. Nunes; C.-M. Kuan ; P. Newbold | Econometric Theory | | | |
74 | 1995 | MOSUM tests for parameter constancy | Chu, C.-S.; Hornik, K.; CHUNG-MING KUAN | Biometrika | | 89 | |
75 | 1994 | Gradient-Based Learning in Recurrent Networks | K. Hornik; CHUNG-MING KUAN | Neural Network World | | | |
76 | 1994 | A Convergence Result for Learning in Recurrent Neural Networks | CHUNG-MING KUAN ; Hornik, K.; White H. | Neural Computation | | | |
77 | 1994 | Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes | CHUNG-MING KUAN ; H. White | Econometrica | | | |
78 | 1994 | Artificial neural networks: An econometric perspective | C.-M. Kuan ; H. White | Econometric Reviews | | | |
79 | 1994 | Implementing the fluctuation and moving-estimates tests in dynamic econometric models | C.-M. Kuan ; M.-Y. Chen | Economics Letters | | | |
80 | 1993 | Learning algorithms for neural-net decision support | CHUNG-MING KUAN | ORSA Journal on Computing | 0 | 0 | |
81 | 1993 | A Modified Algorithm for Learning in Neural-Net Decision Support | Piramuthu; Kuan, Chung-Ming ; Shaw, M. | ORSA Journal on Computing | | | |
82 | 1993 | Review of 'An Empirical Study of Nonlibear Consumption Function in Taiwan | Kuan, Chung-Ming | Economcis Ppers: Digest of Chinese Studies | | | |
83 | 1993 | Review of 'An Analysis and Forecast of Internaitonal Oil Price | Kuan, Chung-Ming | Modern Economic Studies: Digest of Chinese Studies | | | |
84 | 1992 | Convergence analysis of Local Feature Extraction Algorithms | K. Hornik; CHUNG-MING KUAN | Neural Networks | | | |
85 | 1992 | Review of 'Demand, Consumption, and Welfare Economics' | Kuan, Chung-Ming | Essays on the Economy of Taiwan: Digest of Chinese Studies | | | |
86 | 1992 | Review of 'Money and Financial System' | Kuan, Chung-Ming | Essays on the Economy of Taiwan: Digest of Chinese Studies | | | |
87 | 1991 | Learning in a partially hard-wired recurrent network | C.-M. Kuan ; K. Hornik | Neural Network World | | | |
88 | 1991 | Convergence of Learning Algorithms with Constant Learning Rates | CHUNG-MING KUAN ; Hornik, K. | IEEE Transactions on Neural Networks | | | |
89 | 1989 | Trends in unit energy consumption: The performance of end-use models | C. W. J. Granger; C.-M. Kuan ; M. Mattson; H. White | | | | |
90 | 1989 | Trends in Unit Energy Consumption: The Performance of End-Use Models | Granger, C. W. J.; CHUNG-MING KUAN ; Mattson, M.; White, H. | Energy | | | |