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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
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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
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Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypotheses Reconsidered
Nunes, Luis C.; Newbold, Paul; Kuan, Chung-Ming - In: Oxford bulletin of economics and statistics 59 (1997) 4, pp. 435-448
Persistent link: https://www.econbiz.de/10006471480
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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/10008223080
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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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Saving and housing of Taiwanese households: New evidence from quantile regression analyses
Chen, Chien-Liang; Kuan, Chung-Ming; Lin, Chu-Chia - In: Journal of housing economics 16 (2007) 2, pp. 102-126
Persistent link: https://www.econbiz.de/10007758039
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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
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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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Corrigendum to “The pseudo-true score encompassing test for non-nested hypotheses”
Chen, Yi-Ting; Kuan, Chung-Ming - In: Journal of econometrics 141 (2007) 2, pp. 1412-1417
Persistent link: https://www.econbiz.de/10007859748
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Reexamining the permanent income hypothesis with uncertainty in permanent and transitory innovation states
Huang, Yu-Lieh; Huang, Chao-Hsi; Kuan, Chung-Ming - In: Journal of macroeconomics 30 (2008) 4, pp. 1816
Persistent link: https://www.econbiz.de/10008143006