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A generalized stepwise procedure with improved power for multiple inequalities testing/ Yu-chin Hsu; Chung-ming Kuan; Meng-feng Yen
Hsu, Yu-Chin; Kuan, Chung-ming; Yen, Meng-feng - 2013
Persistent link: https://www.econbiz.de/10009703564
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Fourth symposium on econometric theory and applications (SETA)
Hong, Han (contributor); Kuan, Chung-ming (contributor);  … - 2012
Persistent link: https://www.econbiz.de/10009613013
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Causality in quantiles and dynamic stock returnvolume relations
Chuang, Chia-chang; Kuan, Chung-ming; Lin, Hsin-yi - In: Journal of banking & finance 33 (2009) 7, pp. 1351-1360
Persistent link: https://www.econbiz.de/10003842309
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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
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Testing the predictive power of the term structure without data snooping bias
Kao, Yi-cheng; Kuan, Chung-ming; Chen, Shikuan - In: Economics letters 121 (2013) 3, pp. 546-549
Persistent link: https://www.econbiz.de/10010394211
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Reexamining the profitability of technical analysis with data snooping checks
Hsu, Po-Hsuan; Kuan, Chung-ming - In: Journal of financial econometrics : official journal of … 3 (2005) 4, pp. 606-628
Persistent link: https://www.econbiz.de/10003154315
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An unobserved-component model with switching permanent and transitory innovations
Kuan, Chung-ming; Huang, Yu-lieh; Tsay, Ruey S. - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 4, pp. 443-454
Persistent link: https://www.econbiz.de/10003193476
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A new test of the martingale difference hypothesis
Kuan, Chung-ming (contributor); Lee, Wei-Ming (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 4
Persistent link: https://www.econbiz.de/10002652254
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Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
Lee, Wei-ming (contributor); Kuan, Chung-ming (contributor) - 2006
Persistent link: https://www.econbiz.de/10003371587
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Improved HAC covariance matrix estimation based on forecast errors
Kuan, Chung-ming (contributor); Hsieh, Yu-wei (contributor) - 2006
Persistent link: https://www.econbiz.de/10003371590