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Chung-Ming Kuan

Institution: National Taiwan University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://homepage.ntu.edu.tw/~ckuan

First Publication: 1994

Most Recent: 2017

RePEc ID: pku58 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.00 0.00 0.00 -
Last 10 Years 0.00 1.35 0.00 0.00 1.35 35%
All Time 0.00 15.47 3.36 5.21 24.05 95%

Publication Statistics

Raw Publications 24
Coauthorship-Adjusted Count 21.54

Publications (24)

Year Article Journal Tier Authors
2017 Testing for central dominance: Method and application Journal of Econometrics A 3
2014 Constructing smooth tests without estimating the eigenpairs of the limiting process Journal of Econometrics A 2
2014 Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix Journal of Econometrics A 3
2013 Testing the predictive power of the term structure without data snooping bias Economics Letters C 3
2011 Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments Journal of Econometrics A 2
2010 An encompassing test for non-nested quantile regression models Economics Letters C 2
2009 Causality in quantiles and dynamic stock return-volume relations Journal of Banking & Finance B 3
2009 Guest editors' introduction Journal of Econometrics A 2
2009 Assessing value at risk with CARE, the Conditional Autoregressive Expectile models Journal of Econometrics A 3
2008 Change-point estimation of nonstationary I(d) processes Economics Letters C 2
2008 Improved HAC covariance matrix estimation based on forecast errors Economics Letters C 2
2007 Corrigendum to "The pseudo-true score encompassing test for non-nested hypotheses": [Journal of Econometrics 106, 271-295] Journal of Econometrics A 2
2002 The pseudo-true score encompassing test for non-nested hypotheses Journal of Econometrics A 2
2001 Testing parameter constancy in models with infinite variance errors Economics Letters C 2
2000 Testing time reversibility without moment restrictions Journal of Econometrics A 3
2000 MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST Econometric Theory B 3
1999 A note on tests for partial parameter instability in the trend stationary model Economics Letters C 1
1998 Tests for changes in models with a polynomial trend Journal of Econometrics A 1
1997 Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered. Oxford Bulletin of Economics and Statistics B 3
1996 Spurious number of breaks Economics Letters C 3
1995 The Moving-Estimates Test for Parameter Stability Econometric Theory B 3
1995 Spurious Break Econometric Theory B 3
1994 A range-CUSUM test with recursive residuals Economics Letters C 1
1994 Implementing the fluctuation and moving-estimates tests in dynamic econometric models Economics Letters C 2