管中闵

教授

美国加州大学圣地亚哥校区经济学博士


电话:

电子邮件:ckuan@ntu.edu.tw

办公室:

个人主页:http://homepage.ntu.edu.tw/~ckuan/

个人简介 研究成果 研究项目

EDUCATION
M.A. (Economics), University of California, Davis, 1984.
Ph.D. (Economics), University of California, San Diego, 1989.

RESEARCH FIELDS
Econometric Theory, Financial Econometrics, Macroeconomic Forecasting

TEACHING FIELDS
Econometric Theory, Financial Econometrics, Statistics, Time Series Analysis
 

REFEREED ARTICLES
International
1.C.-M. Kuan and H.-Y. Lin, “An encompassing test for non-nested quantile regression models,” Economics Letters, forthcoming.
2.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, forthcoming.
3.H.-C. Chuang and C.-M. Kuan, "Testing the performance of Taiwan mutual funds without data snooping bias'' (in Chinese), Review of Securities and Futures Markets, forthcoming.
4.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.
5.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.
6.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.
7.C.-M. Kuan, "Artificial neural networks," in New Palgrave Dictionary of Economics, S. N. Durlauf and L. E. Blume (eds.), Palgrave Macmillan, 2008.
8.C.-M. Kuan and Y.-W. Hsieh, "Improved HAC covariance matrix estimation based on forecast errors," Economics Letters, 99, 89-92, 2008.
9.Y.-C. Hsu and C.-M. Kuan, "Change point estimation of nonstationary I(d) processes," Economics Letters, 98, 115-121, 2008.
10.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.
11.S.-M. Wang, C.-M. Kuan, and J. C. Lo, "The effects of maternal characteristics and pregnancy status on birth weights" (in Chinese), Ta