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person:"Kuan, Chung-ming"
~language:"eng"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Estimation theory
18
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18
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4
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4
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3
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Kuan, Chung-ming
Phillips, Peter C. B.
95
Baltagi, Badi H.
69
Lee, Lung-fei
68
Li, Qi
65
Linton, Oliver
58
Ullah, Aman
56
Andrews, Donald W. K.
53
Newey, Whitney K.
53
Tsionas, Efthymios G.
51
Su, Liangjun
48
Wooldridge, Jeffrey M.
44
Kumbhakar, Subal
42
Pesaran, M. Hashem
42
Robinson, Peter M.
41
Ohtani, Kazuhiro
40
White, Halbert
40
Gao, Jiti
38
Chen, Songnian
36
Parmeter, Christopher F.
36
Horowitz, Joel
35
Simar, Léopold
35
Bera, Anil K.
34
McAleer, Michael
34
Perron, Pierre
34
Hsiao, Cheng
33
Dufour, Jean-Marie
32
Fan, Yanqin
32
Hahn, Jinyong
32
Bai, Jushan
31
Cai, Zongwu
31
Chen, Xiaohong
30
Florens, Jean-Pierre
30
Giles, David E. A.
30
Hansen, Bruce E.
30
Krämer, Walter
30
Lütkepohl, Helmut
30
Gouriéroux, Christian
29
Hendry, David F.
29
Zhang, Xinyu
29
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28
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4
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ECONIS (ZBW)
18
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1
Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions
Lee, Wei-Ming
;
Hsu, Yu-Chin
;
Kuan, Chung-ming
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 95-116
Persistent link: https://www.econbiz.de/10011345990
Saved in:
2
Constructing smooth tests without estimating the eigenpairs of the limiting process
Hsu, Shih-hsun
;
Kuan, Chung-ming
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 71-79
Persistent link: https://www.econbiz.de/10010255466
Saved in:
3
Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
Lee, Wei-Ming
;
Kuan, Chung-ming
;
Hsu, Yu-Chin
- In:
Journal of econometrics
181
(
2014
)
2
,
pp. 181-193
Persistent link: https://www.econbiz.de/10010473309
Saved in:
4
A noise-robust estimator of volatility based on interquantile ranges
Yeh, Jin-huei
;
Wang, Jying-Nan
;
Kuan, Chung-ming
- In:
Review of quantitative finance and accounting
43
(
2014
)
4
,
pp. 751-779
Persistent link: https://www.econbiz.de/10010490993
Saved in:
5
Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
Hsu, Shih-hsun
;
Kuan, Chung-ming
- In:
Journal of econometrics
165
(
2011
)
1
,
pp. 87-99
Persistent link: https://www.econbiz.de/10009374484
Saved in:
6
Improved HAC covariance matrix estimation based on forecast errors
Kuan, Chung-ming
;
Hsieh, Yu-wei
- In:
Economics letters
99
(
2008
)
1
,
pp. 89-92
Persistent link: https://www.econbiz.de/10003723242
Saved in:
7
Robust m tests without consistent estimation of the asymptotic covariance matrix
Kuan, Chung-ming
;
Lee, Wei-Ming
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 1264-1275
Persistent link: https://www.econbiz.de/10003375992
Saved in:
8
Testing parameter constancy in models with infinite variance errors
Chen, Mei-yuan
;
Kuan, Chung-ming
- In:
Economics letters
72
(
2001
)
1
,
pp. 11-18
Persistent link: https://www.econbiz.de/10001577873
Saved in:
9
Monitoring structural changes with the generalized fluctuation test
Leisch, Friedrich
;
Hornik, Kurt
;
Kuan, Chung-ming
- In:
Econometric theory
16
(
2000
)
6
,
pp. 835-854
Persistent link: https://www.econbiz.de/10001548329
Saved in:
10
Tests for changes in models with a polynomial trend
Kuan, Chung-ming
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10001234511
Saved in:
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