第 1 到 53 筆結果,共 53 筆。
公開日期 | 標題 | 作者 | 來源出版物 | scopus | WOS | 全文 | |
---|---|---|---|---|---|---|---|
1 | 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; CHUNG-MING KUAN | 證券市場發展季刊 | 0 | ||
2 | 2020 | Double machine learning with gradient boosting and its application to the Big N audit quality effect | Yang, J.-C.; Chuang, H.-C.; Kuan, C.-M.; CHUNG-MING KUAN | Journal of Econometrics | 19 | 12 | |
3 | 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(Huang, Y.-L.); 管中閔(Kuan, C.-M.); CHUNG-MING KUAN | 經濟論文叢刊 | 1 | 0 | |
4 | 2017 | Quantile Regression on Quantile Ranges - A Threshold Approach | CHUNG-MING KUAN ; Michalopoulos, Christos; Xiao, Zhijie | JOURNAL OF TIME SERIES ANALYSIS | 6 | 6 | |
5 | 2017 | Testing for central dominance: Method and application | Chuang O.-C.; Kuan C.-M.; CHUNG-MING KUAN | Journal of Econometrics | 2 | 3 | |
6 | 2015 | Robust hypothesis tests for M estimators with possibly non-differentiable estimating functions | CHUNG-MING KUAN | Econometrics Journal (forthcoming) | 1 | 1 | |
7 | 2014 | 向量自我迴歸模型:計量方法與 R 程式 | 黃裕烈; 管中閔; CHUNG-MING KUAN | ||||
8 | 2014 | Testing over-identifying restrictions without consistent estimation of asymptotic covariance matrix | Lee, W.-M.; C.-M. Kuan ; Y.-C. Hsu | Journal of Econometrics | |||
9 | 2014 | Constructing smooth tests without estimating the eigenpairs of the limiting process | Hsu, S.-H.; C.-M. Kuan | Journal of Econometrics | |||
10 | 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 | |||
11 | 2014 | A noise-robust estimator of volatility based on interquantile ranges | Yeh, J.-H.; J.-N. Wang,; C.-M. Kuan; CHUNG-MING KUAN | Review of Quantitative Finance and Accounting | 1 | 0 | |
12 | 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 | |||
13 | 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 | |
14 | 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 | |
15 | 2013 | Testing the predictive power of the term structure without data snooping bias | Kao, Y.-C.; C.-M. Kuan ; S. Chen | Economics Letters | |||
16 | 2013 | Effects of national health insurance on precautionary saving: New evidence from Taiwan | Kuan, C.-M. ; C.-L. Chen | Empirical Economics | |||
17 | 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 | |||
18 | 2010 | Estimation of Conditional Moment Restrictions without Assuming Parameter Identifiability in the Implied Unconditional Moments | Shih-Hsun Hsu; Chung-Ming Kuan; CHUNG-MING KUAN | Journal of Econometrics (forthcoming) | 4 | 4 | |
19 | 2010 | An encompassing test for non-nested quantile regression models | CHUNG-MING KUAN | Economics Letters | 2 | 1 | |
20 | 2010 | 以無資料窺探的檢定分析共同基金績效 | 莊惠菁; 管中閔 | ||||
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 | 2009 | Assessing value at risk with CARE, the conditional autoregressive expectile models | Hsu, Yu-Chin; Yeh, Jin-Huei; CHUNG-MING KUAN; Kuan, Chung-Ming | Journal of Econometrics | 125 | 119 | |
23 | 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 | |
24 | 2009 | Large-Scale Multiple Testing without Data Snooping Bias: Methods and Applications | Chung-Ming Kuan; CHUNG-MING KUAN | International Conference on Financial Statistics and Financial Econometrics, ICFSFE | |||
25 | 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 | |
26 | 2008 | Re-examining the permanent income hypothesis with uncertainty in permanent and transitory innovation states | CHUNG-MING KUAN | Journal of Macroeconomics | 1 | 0 | |
27 | 2008 | Improved HAC covariance matrix estimation based on forecast errors | CHUNG-MING KUAN | Economics Letters | 2 | 2 | |
28 | 2008 | Artificial neural networks | 管中閔; CHUNG-MING KUAN | New Palgrave Dictionary of Economics | |||
29 | 2007 | Recurrent Back-Propagation and Newton Aigorithms for Training Recurrent Neural Networks | 管中閔(Kuan, Chung-Ming); Hornik, K.; Liu, T.; CHUNG-MING KUAN | The International Symposium on Substance Identification Technologies | 0 | 0 | |
30 | 2007 | Implementing Recurrent Networks | 管中閔(Kuan, Chung-Ming); White, H.; CHUNG-MING KUAN | Seventh Yale Workshop on Adaptive and Learning System | |||
31 | 2007 | Some Convergence Results for Learning in Recurrent Neural Networks | 管中閔(Kuan, Chung-Ming); White, H.; CHUNG-MING KUAN | Sixth Yale Workshop on Adaptive and Learning System | |||
32 | 2007 | Saving and housing of Taiwan households: New evidence from quantile regression analysis | 管中閔; CHUNG-MING KUAN | Journal of Housing Economics | 13 | 12 | |
33 | 2006 | Robust M tests without consistent estimation of asymptotic covariance matrix | 管中閔; CHUNG-MING KUAN | Journal of the American Statistical Association, | 24 | 25 | |
34 | 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 | |
35 | 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 | |
36 | 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 | |
37 | 2005 | Re-examining the profitability of technical analysis with data snooping checks | P.-H. Hsu; C.-M. Kuan; CHUNG-MING KUAN | Journal of Financial Econometrics | 124 | 0 | |
38 | 2005 | Re-examining the profitability of technical analysis with White's reality check | P.-H. Hsu; C.-M. Kuan | Journal of Financial Econometrics | |||
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 | 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 | |||
42 | 2004 | 統計學:觀念與方法 | 管中閔; CHUNG-MING KUAN | ||||
43 | 2004 | A new test for the martingale difference hypothesis | CHUNG-MING KUAN | Studies in Nonlinear Dynamics and Econometrics | 25 | 0 | |
44 | 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 | |
45 | 2002 | The pseudo-true score encompassing test for non-nested hypothesis | Y.-T Chen; C.-M. Kuan | Journal of Econometrics | |||
46 | 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 | ||||
47 | 2002 | Response surfaces of MOSUM critical values | CHUNG-MING KUAN | Applied Economics Letters | 0 | 1 | |
48 | 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 | ||||
49 | 2001 | Testing parameter constancy in models with infinite variance errors | CHUNG-MING KUAN | Economics Letters | 2 | 2 | |
50 | 2001 | Distinguishing between trend break models: Method and empirical evidence | CHUNG-MING KUAN | Econometrics Journal | 0 | 0 | |
51 | 2000 | Monitoring structural changes with the generalized fluctuation test | CHUNG-MING KUAN | Econometric Theory | 87 | 78 | |
52 | 2000 | Testing time reversibility without moment restrictions | CHUNG-MING KUAN | Journal of Econometrics | 57 | 58 | |
53 | 2000 | Uniqueness and indeterminacy: the Marshall-Lerner condition and exchange rate dynamics | C.-N. Chen; S. Chen; C.-M. Kuan | Taiwan Economic Review |