Chung-Ming Kuan

Available identifiers

zbMath Open kuan.chung-mingMaRDI QIDQ289227

List of research outcomes

Publication	Date of Publication	Type
Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions	2022-07-27	Paper
Double machine learning with gradient boosting and its application to the Big \(N\) audit quality effect	2020-03-20	Paper
Testing for central dominance: method and application	2017-01-13	Paper
Quantile Regression on Quantile Ranges - A Threshold Approach	2017-01-12	Paper
Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments	2016-08-12	Paper
Assessing value at risk with CARE, the conditional autoregressive expectile models	2016-07-04	Paper
Corrigendum to: ``The pseudo-true score encompassing test for non-nested hypotheses	2016-05-27	Paper
Constructing smooth tests without estimating the eigenpairs of the limiting process	2014-08-07	Paper
Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix	2014-06-04	Paper
Change-point estimation of nonstationary \(I(d)\) processes	2013-01-29	Paper
Improved HAC covariance matrix estimation based on forecast errors	2013-01-29	Paper
An encompassing test for non-nested quantile regression models	2010-05-27	Paper
RobustMTests Without Consistent Estimation of the Asymptotic Covariance Matrix	2007-08-20	Paper
A New Test of the Martingale Difference Hypothesis	2006-01-27	Paper
The pseudo-true score encompassing test for non-nested hypotheses.	2003-02-17	Paper
Distinguishing between trend-break models: method and empirical evidence	2002-08-28	Paper
A note on tests for partial parameter instability in the trend stationary model.	2002-07-24	Paper
Testing time reversibility without moment restrictions	2001-10-03	Paper
MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST	2001-09-02	Paper
Testing parameter constancy in models with infinite variance errors.	2001-08-20	Paper
Change‐Point Estimation of Fractionally Integrated Processes	1999-08-10	Paper
Tests for changes in models with a polynomial trend	1999-01-27	Paper
Spurious number of breaks	1997-02-27	Paper
Artificial neural networks: an econometric perspective∗	1996-03-05	Paper
The generalized fluctuation test: A unifying view	1996-03-05	Paper
MOSUM tests for parameter constancy	1995-10-10	Paper
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes	1994-12-11	Paper
A range-CUSUM test with recursive residuals	1994-08-29	Paper
Implementing the fluctuation and moving-estimates tests in dynamic econometric models	1994-07-03	Paper
Learning Algorithms for Neural-Net Decision Support	1994-03-24	Paper

Research outcomes over time

Doctoral students

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