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學術論文

  1. 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.
  2. C.-M. Kuan and W.-M. Lee, "A new test for the martingale difference hypothesis,'' Studies in Nonlinear Dynamics and Econometrics , forthcoming.
  3. C.-M. Kuan, Yu-Lieh Huang, and Ruey S. Tsay, "A component driven model for regime switching and its empirical evidence," Journal of Business & Economic Statistics , forthcoming.
  4. 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》， 將發表.
  5. 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.
  6. Y.-T Chen and C.-M. Kuan , "The pseudo-true score encompassing test for non-nested hypothesis," Journal of Econometrics , 106 , 271-295, 2002.
  7. C.-M. Kuan and M.-Y. Chen, "Response surfaces of MOSUM critical values," Applied Economics Letter, 9 , 133-136, 2002.
  8. 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.
  9. C.-C. Hsu and C.-M. Kuan, "Distinguishing between trend break models: Method and empirical evidence," Econometrics Journal, 4 , 171-190, 2001.
  10. M.-Y. Chen and C.-M. Kuan, "Testing parameter constancy in models with infinite variance errors," Economics Letters, 72, 11-18, 2001.
  11. 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.
  12. F. Leisch, K. Hornik, and C.-M. Kuan, "Monitoring structural changes with the generalized fluctuation test," Econometric Theory, 16, 835-854, 2000.
  13. Y.-T. Chen, Ray C. Chou, and C.-M. Kuan, "Testing time reversibility without moment restrictions," Journal of Econometrics, 95, 199-218, 2000.
  14. 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.
  15. C.-M. Kuan, "A note on tests for partial parameter instability in the trend stationary model," Economics Letters , 65 , 285-291, 1999.
  16. 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.
  17. 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.
  18. C.-M. Kuan and. C.-C. Hsu, "Change-point estimation of fractionally integrated processes," Journal of Time Series Analysis, 19, 693-708, 1998.
  19. C.-M. Kuan, "Tests for changes in models with a polynomial trend," Journal of Econometrics, 84, 75-91, 1998.
  20. 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.
  21. 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.
  22. L. Nunes, P. Newbold, and C.-M. Kuan, "Spurious number of breaks," Economics Letters , 50 , 175-178, 1996.
  23. C.-M. Kuan and T. Liu, "Forecasting exchange rates using feedforward and recurrent networks," Journal of Applied Econometrics , 10 , 347-364, 1995.
  24. L. Nunes, C.-M. Kuan, and P. Newbold, "Spurious break," Econometric Theory , 11 , 736-749, 1995.
  25. C.-S. Chu, K. Hornik, and C.-M. Kuan, "The moving-estimates test for parameter stability," Econometric Theory , 11 , 669-720, 1995.
  26. C.-S. Chu, K. Hornik, and C.-M. Kuan, "MOSUM tests for parameter constancy," Biometrika , 82 , 603-617, 1995.
  27. C.-M. Kuan and K. Hornik, "The generalized fluctuation test: A unifying view," Econometric Reviews , 14 , 135-161, 1995.
  28. C.-M. Kuan, "A recurrent Newton algorithm and its convergence properties," IEEE Transactions on Neural Networks , 6 , 779-783, 1995.
  29. C.-M. Kuan and H. White, "Adaptive learning with nonlinear dynamics driven by dependent processes," Econometrica , 62 , 1087-1114, 1994.
  30. C.-M. Kuan, "A range-CUSUM test with recursive residuals," Economics Letters , 45 , 309-313, 1994.
  31. K. Hornik and C.-M. Kuan, "Gradient-based learning in recurrent networks," Neural Network World , 2/94 , 157-172, 1994.
  32. C.-M. Kuan and M.-Y. Chen, "Implementing the fluctuation and moving-estimates tests in dynamic econometric models," Economics Letters , 44 , 235-239, 1994.
  33. C.-M. Kuan, K. Hornik, and H. White, "A convergence result for learning in recurrent neural networks," Neural Computation , 6 , 420-440, 1994.
  34. C.-M. Kuan and H. White, "Artificial neural networks: An econometric perspective" with reply, Econometric Reviews , 13 , 1-91 and 139-143, 1994.
  35. S. Piramuthu, C.-M. Kuan , and M. Shaw, "Learning algorithms for neural-net decision support," ORSA Journal on Computing , 5 , 361-373, 1993.
  36. K. Hornik and C.-M. Kuan, "Convergence analysis of local feature extraction algorithms," Neural Networks, 5 , 229-240, 1992.
  37. C.-M. Kuan and K. Hornik, "Convergence of learning algorithms with constant learning rates," IEEE Transactions on Neural Networks , 2 , 484-489, 1991.
  38. C.-M. Kuan and K. Hornik, "Learning in a partially hard-wired recurrent network," Neural Network World , 1 , 39-45, 1991.
  39. 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).

　

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. C.-M. Kuan and Y.-W. Hsieh, "Improved HAC Covariance Matrix Estimation Based on Forecast Errors," 2006.
  2. C.-M. Kuan, "Artificial Neural Networks," 2006.
  3. Y.-C. Hsu and C.-M. Kuan, "Change-Point Estimation of Nonstationary I(d) Processes," 2006.
  4. W.-M. Lee and C.-M. Kuan, "Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix," 2006.