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Estimation theory
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Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments
Hsu, Shih-hsun
;
Kuan, Chung-ming
- In:
Journal of econometrics
165
(
2011
)
1
,
pp. 87-99
Persistent link: https://www.econbiz.de/10009374484
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2
Constructing smooth tests without estimating the eigenpairs of the limiting process
Hsu, Shih-hsun
;
Kuan, Chung-ming
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 71-79
Persistent link: https://www.econbiz.de/10010255466
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3
Estimation of Conditional Moment Restrictions Without Assuming Parameter Identifiability in the Implied Unconditional Moments
Hsu, Shih-hsun
-
2010
A well known difficulty in estimating conditional moment restrictions is that the parameters of interest need not be globally identified by the implied unconditional moments. In this paper, we propose an approach to constructing a continuum of unconditional moments that can ensure parameter...
Persistent link: https://www.econbiz.de/10013147626
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4
Tests for changes in models with a polynomial trend
Kuan, Chung-ming
- In:
Journal of econometrics
84
(
1998
)
1
,
pp. 75-91
Persistent link: https://www.econbiz.de/10001234511
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5
Time varying biases and the state of the economy
Xie, Zixiong
;
Hsu, Shih-hsun
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 716-725
Persistent link: https://www.econbiz.de/10011621788
Saved in:
6
Recursive M-estimation, nonlinear regression and neural network learning with dependent observations
Kuan, Chung-ming
;
White, Halbert
-
1991
Persistent link: https://www.econbiz.de/10000836565
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7
Estimation of neural network models
Kuan, Chung-ming
-
1989
Persistent link: https://www.econbiz.de/10000860246
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8
Spurious break
Nunes, Luis C.
;
Kuan, Chung-ming
;
Newbold, Paul
-
1993
Persistent link: https://www.econbiz.de/10000866015
Saved in:
9
The generalized fluctuation test : a unifying view
Kuan, Chung-ming
;
Hornik, Kurt
-
1993
Persistent link: https://www.econbiz.de/10000873620
Saved in:
10
The moving-estimates test for parameter stability
Chu, Chia-shang James
;
Hornik, Kurt
;
Kuan, Chung-ming
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000880879
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