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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
Saved in:
2
A new test of the martingale difference hypothesis
Kuan, Chung-Ming
;
Lee, Wei-Ming
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
8
(
2004
)
4
Persistent link: https://www.econbiz.de/10009949828
Saved in:
3
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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4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Robust M tests using kernel-based estimators with bandwidth equal to sample size
Lee, Wei-Ming
- In:
Economics letters
96
(
2007
)
3
,
pp. 295-300
Persistent link: https://www.econbiz.de/10007750153
Saved in:
8
Ecotourism: Principles and practices
Lee, Wei-Ming
;
Chen, Jeng-Tzong
- In:
Tourism management : research, policies, practice
31
(
2010
)
4
,
pp. 556-558
Persistent link: https://www.econbiz.de/10008386975
Saved in:
9
Tool replacement policy for one-sided processes with low fraction defective
Pearn, W.L.
;
Hsu, Y.-C.
;
Horng Shiau, J.-J.
- In:
Journal of the Operational Research Society : OR
58
(
2007
)
8
,
pp. 1075-1083
Persistent link: https://www.econbiz.de/10007749605
Saved in:
10
The Generalized Fluctuation Test: A Unifying View
Kuan, C.-M.
;
Hornik, K.
- In:
Econometric reviews
14
(
1995
)
2
,
pp. 135-162
Persistent link: https://www.econbiz.de/10006939613
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