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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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2
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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3
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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4
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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5
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:
6
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
Saved in:
7
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
Saved in:
8
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/10003624002
Saved in:
9
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:
10
A note on tests for partial parameter instability in the trend stationary model
Kuan, C.-M.
- In:
Economics letters
65
(
1999
)
3
,
pp. 285-292
Persistent link: https://www.econbiz.de/10006782763
Saved in:
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