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~language:"eng"
~person:"Kuan, Chung-ming"
~source:"econis"
~subject:"EU countries"
~subject:"Estimation theory"
~subject:"Risiko"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
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Estimation theory
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24
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8
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8
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7
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Kuan, Chung-ming
Gupta, Rangan
105
Phillips, Peter C. B.
91
Tsionas, Efthymios G.
80
Belke, Ansgar
78
Gros, Daniel
75
De Grauwe, Paul
71
Baltagi, Badi H.
67
Lee, Lung-fei
65
Linton, Oliver
65
Li, Qi
61
Apergēs, Nikolaos
52
Andrews, Donald W. K.
50
Kumbhakar, Subal
49
Haan, Jakob de
48
Hughes Hallett, Andrew
48
Ullah, Aman
48
Bahmani-Oskooee, Mohsen
47
Egger, Peter
47
Eichengreen, Barry
47
McAleer, Michael
47
Newey, Whitney K.
47
Viscusi, W. Kip
47
Williams, Colin C.
46
Nijkamp, Peter
44
Su, Liangjun
44
Caporale, Guglielmo Maria
43
Nicolaïdes, Phedon A.
43
Rodríguez-Pose, Andrés
43
Wolff, Guntram B.
43
Afonso, António
42
Sapir, André
42
Begg, Iain
41
Hagen, Jürgen von
39
Pesaran, M. Hashem
39
Robinson, Peter M.
39
Sosvilla-Rivero, Simón
39
Beetsma, Roel
38
Gao, Jiti
38
Hall, Stephen G.
38
Ohtani, Kazuhiro
38
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4
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4
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3
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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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
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:
4
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:
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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