Narrow search
Showing 1 - 10 of 15
Cover Image
A Robust Test for Non-Nested Hypotheses
Lin, Hsin-Yi - 2011
This paper uses a modified rank score test for non-nested linear regression models. The modified rank score test is robust with respect to models with non-normal distributions and can be viewed as a robust version of the J test of Davidson and MacKinnon (Econometrica 49:781-793, 1981)....
Persistent link: https://www.econbiz.de/10013126713
Cover Image
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
Cover Image
Mosum tests for parameter constancy
Chu, Chia-shang James; Hornik, Kurt; Kuan, Chung-ming - 1994 - Rev
Persistent link: https://www.econbiz.de/10000891753
Cover Image
The pseudo-true score encompassing test for non-nested hypothesis
Chen, Yi-ting; Kuan, Chung-ming - In: Journal of econometrics 106 (2002) 2, pp. 271-295
Persistent link: https://www.econbiz.de/10001638898
Cover Image
A new test of the martingale difference hypothesis
Kuan, Chung-ming (contributor); Lee, Wei-Ming (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 4
Persistent link: https://www.econbiz.de/10002652254
Cover Image
A new test of the martingale difference hypothesis
Kuan, Chung-ming (contributor); Lee, Wei-ming (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001926905
Cover Image
A generalized Jarque-Bera test of conditional normality
Chen, Yi-ting (contributor); Kuan, Chung-ming (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001931294
Cover Image
Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias
Hsu, Po-hsuan; Hsu, Yu-Chin; Kuan, Chung-ming - In: Journal of empirical finance 17 (2010) 3, pp. 471-484
Persistent link: https://www.econbiz.de/10009267287
Cover Image
Testing over : identifying restrictions without consistent estimation of the asymptotic covariance matrix
Lee, Wei-ming; Kuan, Chung-ming; Hsu, Yu-Chin - 2014
Persistent link: https://www.econbiz.de/10010246721
Cover Image
A generalized stepwise procedure with improved power for multiple inequalities testing/ Yu-chin Hsu; Chung-ming Kuan; Meng-feng Yen
Hsu, Yu-Chin; Kuan, Chung-ming; Yen, Meng-feng - 2013
Persistent link: https://www.econbiz.de/10009703564