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An encompassing test for non-nested quantile regression models
Kuan, Chung-Ming; Lin, Hsin-Yi - In: Economics letters 107 (2010) 2, pp. 257-261
Persistent link: https://www.econbiz.de/10008400740
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An encompassing test for non-nested quantile regression models
Kuan, Chung-ming; Lin, Hsin-Yi - In: Economics letters 107 (2010) 2, pp. 257-260
Persistent link: https://www.econbiz.de/10003992301
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A note on tests for partial parameter instability in the trend stationary model
Kuan, Chung-ming - In: Economics letters 65 (1999) 3, pp. 285-291
Persistent link: https://www.econbiz.de/10001422783
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A Range-CUSUM test with recursive residuals
Kuan, Chung-ming - In: Economics letters 45 (1994) 3, pp. 309-313
Persistent link: https://www.econbiz.de/10001165784
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Implementing the fluctuation and moving-estimates tests in dynamic econometric models
Kuan, Chung-ming - In: Economics letters 44 (1994) 3, pp. 235-239
Persistent link: https://www.econbiz.de/10001160023
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Spurious number of breaks
Nunes, Luis C. - In: Economics letters 50 (1996) 2, pp. 175-178
Persistent link: https://www.econbiz.de/10001194694
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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
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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/10006774612
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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
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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/10007988721