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學術論文

  1. Lee, W.-M., Y.-C. Hsu, and C.-M. Kuan, "Robust hypothesis tests for M estimators with possibly non-differentiable estimating functions," Econometrics Journal, 18, 95-116, 2015.

  2. Yeh, J.-H., J.-N. Wang, and C.-M. Kuan, "A noise-robust estimator of volatility based on interquantile ranges," Review of Quantitative Finance and Accounting, 43, 751-779, 2014.

  3. Liu, R.-W., C.-M. Kuan, and S. Chen, "Estimating Taiwan's true economic growth rates: An application of Kalman filtering" (in Chinese), Taiwan Journal of Applied Economics, 95, 1-33. 2014.

  4. Kuan, C.-M., C.-C. Hsu, Y.-L. Huang, and S.-H. Hsu, "Taiwan's financial conditions index and its relation to macroeconomy" (in Chinese), Taiwan Economic Forecast and Policy, 44, 103-132, 2014.

  5. Hsu, Y.-C., C.-M. Kuan, and M.-F. Yen, "A generalized stepwise procedure with improved power for multiple inequalities testing," Journal of Financial Econometrics, 12, 730-755, 2014.

  6. Lee, W.-M., C.-M. Kuan, and Y.-C. Hsu, "Testing over-identifying restrictions without consistent estimation of asymptotic covariance matrix," Journal of Econometrics, 181, 181-193, 2014.

  7. Hsu, S.-H. and C.-M. Kuan, "Constructing smooth tests without estimating the eigenpairs of the limiting process," Journal of Econometrics, 178, 71-79, 2014.

  8. Kao, Y.-C., C.-M. Kuan, and S. Chen, "Testing the predictive power of the term structure without data snooping bias," Economics Letters, 121, 546-549, 2013.

  9. Hsu, Y.-L., C.-M. Kuan, and S. M.-F. Yen, "Selecting top funds of hedge funds based on alpha and other performance measures," in Greg N. Gregoriou (ed.), Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance, and Due Diligence, pp. 351-366, Amsterdam: Academic Press, 2013.

  10. Ying, Y.-H., C.-M. Kuan, C. Y. Tung, and K. Chang, "Capital mobility in east Asian countries is not so high: Examining the impact of sterilization on capital flows," China Economic Review, 24, 55-64, 2013.

  11. Kuan, C.-M. and C.-L. Chen, "Effects of national health insurance on precautionary saving: New evidence from Taiwan," Empirical Economics, 44, 921-943, 2013.

  12. Chen, Y.-T. and C.-M. Kuan, "Optimizing robust conditional moment tests: An estimating function approach," in X. Chen and N. R. Swanson (eds.), Recent Advances and Future Directions in Causality, Prediction, and Speci cation Analysis: Essays in Honor of Halbert L. White Jr., pp. 57-95, New York: Springer-Verlag, 2012.

  13. Hsu, S.-H. and C.-M. Kuan, "Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments," Journal of Econometrics, 165, 87-99, 2011.

  14. Hsieh, Y.-T., C.-M. Kuan, and H.-A. D. Tsay, and Y.-W. Hsieh, "Evaluating a quality incentive program for TB treatment in Taiwan" (in Chinese), Journal of Social Sciences and Philosophy, 22:4, 485-519, 2010.

  15. C.-M. Kuan and H.-Y. Lin, “An encompassing test for non-nested quantile regression models,” Economics Letters, 107, 257-260, 2010.

  16. P.-H. Hsu, Y.-C. Hsu, and C.-M. Kuan, “Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias,” Journal of Empirical Finance, 17, 471-484, 2010.

  17. 莊惠菁, 管中閔,「以無資料窺探的檢定分析共同基金績效」,《證券市場發展季刊》, 22:3, 181-206, 2010. 

  18. C.-M. Kuan, J.-H. Yeh, and Y.-C. Hsu, "Assessing value at risk with CARE, the conditional autoregressive expectile models," Journal of Econometrics, 150, 261-270, 2009.

  19. C.-C. Chuang, C.-M. Kuan, and H.-Y. Lin, "Causality in quantiles and dynamic stock return-volume relations," Journal of Banking and Finance, 33, 1351-1360, 2009.

  20. Y.-L. Huang, C.-H. Huang and C.-M. Kuan, Re-examining the permanent income hypothesis with uncertainty in permanent and transitory innovation states," Journal of Macroeconomics, 30, 1816-1836, 2008.

  21. C.-M. Kuan, "Artificial neural networks," in New Palgrave Dictionary of Economics, S. N. Durlauf and L. E. Blume (eds.), Palgrave Macmillan, 2008.

  22. C.-M. Kuan and Y.-W. Hsieh, "Improved HAC covariance matrix estimation based on forecast errors," Economics Letters, 99, 89-92, 2008.

  23. Y.-C. Hsu and C.-M. Kuan, "Change point estimation of nonstationary I(d) processes," Economics Letters, 98, 115-121, 2008.

  24. C.-L. Chen, C.-M. Kuan, and C.-C. Lin, "Saving and housing of Taiwan households: New evidence from quantile regression analysis," Journal of Housing Economics, 16, 102-126, 2007.

  25. C.-M. Kuan and W.-M. Lee, "Robust M tests without consistent estimation of asymptotic covariance matrix," Journal of the American Statistical Association, 101, 1264- 1275, 2006.

  26. 王心妙, 管中閔, 羅纪琼,「產婦個人特質與妊娠狀況對新生兒體重的影響」,《臺灣公共衛生雜誌》, 25:6, 474-481, 2006.

  27. 陳建良, 管中閔,「台灣工資函數與工資性別歧視的分量迴歸分析」,《經濟論文》, 34:4, 435-468, 2006.

  28. C.-M. Kuan, Y.-L. Huang, and R. S. Tsay," An unobserved-component model with switching permanent and transitory innovations," Journal of Business and Economic Statistics, 23, 443-454, 2005.

  29. P.-H. Hsu and C.-M. Kuan, " Re-examining the profitability of technical analysis with White's reality check, " Journal of Financial Econometrics , 3, 606-628, 2005.

  30. 莊家彰, 管中閔,「台灣與美國股市價量關係的分量迴歸分析」,《經濟論文》, 33:4, 379-404, 2005.

  31. 徐士勛, 管中閔, 與羅雅惠,「以擴散指標為基礎之總體經濟預測」,《台灣經濟預測與政策》, 36:1, 1-28, 2005.

  32. C.-M. Kuan and W.-M. Lee, "A new test for the martingale difference hypothesis,'' Studies in Nonlinear Dynamics and Econometrics , 8:4, Article 1, 2004.

  33. Y.-T Chen and C.-M. Kuan , "Time irreversibility and EGARCH effect in U.S. stock index returns," Journal of Applied Econometrics , 17 , 565-578, 2002.

  34. Y.-T Chen and C.-M. Kuan , "The pseudo-true score encompassing test for non-nested hypothesis," Journal of Econometrics , 106 , 271-295, 2002.

  35. C.-M. Kuan and M.-Y. Chen, "Response surfaces of MOSUM critical values," Applied Economics Letter, 9 , 133-136, 2002.

  36. 林常青, 洪茂蔚, 與管中閔, 「台灣短期利率的動態行為：狀態轉換模型的應用」,《經濟論文》 30, 29-55, 2002.

  37. C.-C. Hsu and C.-M. Kuan, "Distinguishing between trend break models: Method and empirical evidence," Econometrics Journal, 4 , 171-190, 2001.

  38. M.-Y. Chen and C.-M. Kuan, "Testing parameter constancy in models with infinite variance errors," Economics Letters, 72, 11-18, 2001.

  39. 徐士勛, 與管中閔 ,「九零年代台灣的景氣循環: 馬可夫轉換模型與紀卜斯抽樣法的應用」, 《 人文及社會科學集刊 》, 13, 515-540, 2001.

  40. F. Leisch, K. Hornik, and C.-M. Kuan, "Monitoring structural changes with the generalized fluctuation test," Econometric Theory, 16, 835-854, 2000.

  41. Y.-T. Chen, Ray C. Chou, and C.-M. Kuan, "Testing time reversibility without moment restrictions," Journal of Econometrics, 95, 199-218, 2000.

  42. C.-N. Chen, S. Chen and C.-M. Kuan , "Uniqueness and indeterminacy: the Marshall-Lerner condition and exchange rate dynamics," Taiwan Economic Review , 28 , 401-408, 2000.

  43. C.-M. Kuan, "A note on tests for partial parameter instability in the trend stationary model," Economics Letters , 65 , 285-291, 1999.

  44. 管中閔, 「時間數列模型設定的一些問題」, 《經濟論文叢刊》, 27, 1-17, 1999.

  45. 周濟與管中閔, 「我國第八波景氣循環谷底之認定及形成原因之探索」, 中華經濟研究院《 經濟專論 》, No. 192 , 1999.

  46. C.-M. Kuan and. C.-C. Hsu, "Change-point estimation of fractionally integrated processes," Journal of Time Series Analysis, 19, 693-708, 1998.

  47. C.-M. Kuan, "Tests for changes in models with a polynomial trend," Journal of Econometrics, 84, 75-91, 1998.

  48. 林向愷, 黃裕烈, 與管中閔, 「景氣循環轉折點認定與經濟成長率預測」,《經濟論文叢刊》, 26, 431-457, 1998.

  49. L. Nunes, P. Newbold, and C.-M. Kuan, "Testing for unit-roots with breaks: Evidence on the great crash and the unit-root hypothesis reconsidered," Oxford Bulletin of Economics and Statistics, 50, 435-448, 1997.

  50. L. Nunes, P. Newbold, and C.-M. Kuan, "Spurious number of breaks," Economics Letters , 50 , 175-178, 1996.

  51. C.-M. Kuan and T. Liu, "Forecasting exchange rates using feedforward and recurrent networks," Journal of Applied Econometrics , 10 , 347-364, 1995.

  52. L. Nunes, C.-M. Kuan, and P. Newbold, "Spurious break," Econometric Theory , 11 , 736-749, 1995.

  53. C.-S. Chu, K. Hornik, and C.-M. Kuan, "The moving-estimates test for parameter stability," Econometric Theory , 11 , 669-720, 1995.

  54. C.-S. Chu, K. Hornik, and C.-M. Kuan, "MOSUM tests for parameter constancy," Biometrika , 82 , 603-617, 1995.

  55. C.-M. Kuan and K. Hornik, "The generalized fluctuation test: A unifying view," Econometric Reviews , 14 , 135-161, 1995.

  56. C.-M. Kuan, "A recurrent Newton algorithm and its convergence properties," IEEE Transactions on Neural Networks , 6 , 779-783, 1995.

  57. C.-M. Kuan and H. White, "Adaptive learning with nonlinear dynamics driven by dependent processes," Econometrica , 62 , 1087-1114, 1994.

  58. C.-M. Kuan, "A range-CUSUM test with recursive residuals," Economics Letters , 45 , 309-313, 1994.

  59. K. Hornik and C.-M. Kuan, "Gradient-based learning in recurrent networks," Neural Network World , 2/94 , 157-172, 1994.

  60. C.-M. Kuan and M.-Y. Chen, "Implementing the fluctuation and moving-estimates tests in dynamic econometric models," Economics Letters , 44, 235-239, 1994.

  61. C.-M. Kuan, K. Hornik, and H. White, "A convergence result for learning in recurrent neural networks," Neural Computation , 6, 420-440, 1994.

  62. C.-M. Kuan and H. White, "Artificial neural networks: An econometric perspective" with reply, Econometric Reviews , 13, 1-91 and 139-143, 1994.

  63. S. Piramuthu, C.-M. Kuan , and M. Shaw, "Learning algorithms for neural-net decision support," ORSA Journal on Computing , 5, 361-373, 1993.

  64. K. Hornik and C.-M. Kuan, "Convergence analysis of local feature extraction algorithms," Neural Networks, 5, 229-240, 1992.

  65. C.-M. Kuan and K. Hornik, "Convergence of learning algorithms with constant learning rates," IEEE Transactions on Neural Networks , 2, 484-489, 1991.

  66. C.-M. Kuan and K. Hornik, "Learning in a partially hard-wired recurrent network," Neural Network World , 1, 39-45, 1991.

  67. C. W. J. Granger, C.-M. Kuan , M. Mattson, and H. White, "Trends in unit energy consumption: The performance of end-use models," Energy , 14, 943-960, 1989.

　

學術專書

管中閔, 統計學: 觀念與方法 (二版), 台北, 華泰書局, 2004 (495 頁).

黃裕烈與管中閔, 向量自我迴歸模型：計量方法與 R 程式, 台北, 雙葉書局, 2014 (253 頁)

　

會議論文集, 評論與其他論文

  1. 楊建成, 管中閔, 與鍾經樊, 「《經濟論文》文稿規格說明」, 《 經濟論文 》, 29, 487-502, 2001.

  2. 管中閔 ,「《 經濟論文叢刊 》論文規範」， 《 經濟論文叢刊 》, 25, 569-576，1997。

  3. C.-M. Kuan and T. Liu, "Forecasting high-frequency futures prices: An experience with neural networks," in Proceedings of Neural Networks in the Capital Markets, Y. S. Abu-Mostafa ed., Pasadena: California Institute of Technology, 1994.

  4. C.-M. Kuan , K. Hornik, and T.Liu, "Recurrent back-propagation and Newton algorithms for training recurrent neural networks," in Substance Identification Analytics, J. L. Flanagan, R. J. Mammone, A. E. Brandstein, E. R. Pike, S. C. A. Thomopoulos, M. P. Boyer, H. K. Huang, and O. M. Ratib, eds., Vol. 2093 of Europto Series, pp. 220-229, SPIE, 1993.

  5. C.-M. Kuan, "Review of ` An Analysis and Forecast of International Oil Price '-- Modern Economic Studies Series No. 26," Digest of Chinese Studies , 9-10, 1993.

  6. C.-M. Kuan, "Review of ` An Empirical Study of Nonlinear Consumption Function in Taiwan '--Economics Papers No. 145," Digest of Chinese Studies , 11-12, 1993.

  7. C.-M. Kuan and K. Hornik, "Implementing recurrent networks," in Proceedings of the Seventh Yale Workshop on Adaptive and Learning Systems, K. S. Narendra ed., pp. 64-68, New Haven: Yale University, 1992.

  8. C.-M. Kuan , "Review of ` Money and Financial System '-- Essays on the Economy of Taiwan, vol. 4," Digest of Chinese Studies, 7-9, 1992.

  9. C.-M. Kuan , "Review of ` Demand, Consumption, and Welfare Economics'--Essays on the Economy of Taiwan, vol. 8," Digest of Chinese Studies, 13-15, 1992.

  10. C.-M. Kuan and H. White, "Some convergence results for learning in recurrent neural networks," in Proceedings of the Sixth Yale Workshop on Adaptive and Learning Systems, K. S. Narendra ed., pp. 103-109, New Haven: Yale University, 1990.

　

學術文稿

  1. W.-M. Lee and C.-M. Kuan, "Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix," 2006.

  2. Y.-T. Chen and C.-M. Kuan, " A generalized Jarque-Bera test of conditional normality, " 2003.