Narrow search
Showing 1 - 10 of 34
Cover Image
Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
Kuan, Chung-Ming; Yeh, Jin-Huei; Hsu, Yu-Chin - In: Journal of econometrics 150 (2009) 2, pp. 261-270
Persistent link: https://www.econbiz.de/10008253322
Cover Image
Change-point estimation of nonstationary I(d) processes
Hsu, Yu-Chin; Kuan, Chung-Ming - In: Economics letters 98 (2008) 2, pp. 115-121
Persistent link: https://www.econbiz.de/10007893863
Cover Image
Change-point estimation of nonstationary I(d) processes
Hsu, Yu-Chin; Kuan, Chung-Ming - In: Economics letters 98 (2008) 2, pp. 115-122
Persistent link: https://www.econbiz.de/10008880572
Cover Image
Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
Kuan, Chung-Ming; Yeh, Jin-Huei; Hsu, Yu-Chin - In: Journal of econometrics 150 (2009) 2, pp. 261-271
Persistent link: https://www.econbiz.de/10008890754
Cover Image
A new test for linear inequality constraints when the variance–covariance matrix depends on the unknown parameters
Donald, Stephen G.; Hsu, Yu-Chin - In: Economics letters 113 (2011) 3, pp. 241-244
Persistent link: https://www.econbiz.de/10009801762
Cover Image
Distinguishing between trend-break models: Method and empirical evidence
Hsu, Chlh-Chlang; Kuan, Chung-Ming - In: The econometrics journal 4 (2001) 2, pp. 171-190
Persistent link: https://www.econbiz.de/10007483859
Cover Image
Theory and Methods - 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) 475, pp. 1264-1275
Persistent link: https://www.econbiz.de/10007292878
Cover Image
Tests for changes in models with a polynomial trend
Kuan, Chung-Ming - In: Journal of econometrics 84 (1998) 1, pp. 75-92
Persistent link: https://www.econbiz.de/10006790112
Cover Image
Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes
Kuan, Chung-Ming; White, Halbert - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 5, pp. 1087-1114
Persistent link: https://www.econbiz.de/10006800416
Cover Image
Guest editors’ introduction
Kuan, Chung-Ming; Hong, Yongmiao - In: Journal of econometrics 150 (2009) 2, pp. 117-118
Persistent link: https://www.econbiz.de/10008253333