Chung-Ming Kuan, Po-Hsuan Hsu, Yu-Chin Hsu, September 2009, Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias, 3rd Annual Granger Centre Conference, (Manchester).
Chung-Ming Kuan, July 2009, Large-Scale Multiple Testing without Data Snooping Bias: Methods and Applications, International Conference on Financial Statistics and Financial Econometrics, ICFSFE.
管中閔(Kuan, Chung-Ming);Hornik, K.;Liu, T., January 2007, Recurrent Back-Propagation and Newton Aigorithms for Training Recurrent Neural Networks, The International Symposium on Substance Identification Technologies.
管中閔(Kuan, Chung-Ming);White, H., January 2007, Some Convergence Results for Learning in Recurrent Neural Networks, Sixth Yale Workshop on Adaptive and Learning System.
管中閔(Kuan, Chung-Ming);White, H., January 2007, Implementing Recurrent Networks, Seventh Yale Workshop on Adaptive and Learning System.
Lee, W.-M., Y.-C. Hsu, and C.-M. Kuan, 2015, Robust hypothesis tests for M estimators with possibly non-differentiable estimating functions, Econometrics Journal (forthcoming).
Yeh, J.-H., J.-N. Wang, and C.-M. Kuan, 2014, A noise-robust estimator of volatility based on interquantile ranges, Review of Quantitative Finance and Accounting, 751 - 779.
Liu, R.-W., C.-M. Kuan, and S. Chen, 2014, Estimating Taiwan’s true economic growth rates: An application of Kalman filtering (in Chinese), Taiwan Journal of Applied Economics, 1 - 33.
Shih-Hsun Hsu, Chung-Ming Kuan, December 2010, Estimation of Conditional Moment Restrictions without Assuming Parameter Identi, Journal of Econometrics (forthcoming).
Po-Hsuan Hsu*, Yu-Chin Hsu, Chung-Ming Kuan, June 2010, Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias, Journal of Empirical Finance, 471 - 484.
Chung-Ming Kuan, Hsin-Yi Lin, May 2010, An encompassing test for non-nested quantile regression models, Economics Letters, 257 - 260.
Kuan, Chung-Ming, Yeh, Jin-Huei, Hsu, Yu-Chin, November 2009, Assessing value at risk with CARE, the conditional autoregressive expectile models, Journal of Econometrics, 261 - 270.
Kuan, Chung-Ming, Chuang, Chia-Chang, Lin, Hsin-Yi, March 2009, Causality in quantiles and dynamic stock return-volume relations, Journal of Banking and Finance, 1351 - 1360.
Y.-C. Hsu and C.-M. Kuan, January 2008, Change point estimation of nonstationary I(d) processes, Economics Letters, 115 - 121.
C.-M. Kuan, Y.-W. Hsieh, 2008, Improved HAC covariance matrix estimation based on forecast errors, Economics Letters, 89 - 92.
Y.-L. Huang, C.-H. Huang, C.-M. Kuan, 2008, Re-examining the permanent income hypothesis with uncertainty in permanent and transitory innovation states, Journal of Macroeconomics, 1816 - 1836.
管中閔, 2008, Artificial neural networks, New Palgrave Dictionary of Economics, S. N. Durlauf and L. E. Blume (eds.), Palgrave Macmillan.
C.-L. Chen, C.-M. Kuan, and C.-C. Lin, 2007, Saving and housing of Taiwan households: New evidence from quantile regression analysis, Journal of Housing Economics, 102 - 126.
C.-M. Kuan and W.-M. Lee, January 2006, Robust M tests without consistent estimation of asymptotic covariance matrix, Journal of the American Statistical Association,, 1264 - 1275.
P.-H. Hsu and C.-M. Kuan, 2005, Re-examining the proﬁtability of technical analysis with data snooping checks, Journal of Financial Econometrics, 606 - 628.
C.-M. Kuan, Y.-L. Huang, and R. S. Tsay, 2005, An unobserved-component model with switching permanent and transitory innovations, Journal of Business and Economic Statistics, 443 - 454.
C.-M. Kuan, W.-M. Lee, 2004, A new test for the martingale diﬀerence hypothesis, Studies in Nonlinear Dynamics and Econometrics, 1 - 1.
C.-M. Kuan and M.-Y. Chen, 2002, Response surfaces of MOSUM critical values,”, Applied Economics Letters, 133 - 136.
Y.-T. Chen and C.-M. Kuan, 2002, Time irreversibility and EGARCH eﬀects in U.S. stock index returns, Journal of Applied Econometrics, 565 - 578.
M.-Y. Chen and C.-M. Kuan, 2001, Testing parameter constancy in models with inﬁnite variance errors, Economics Letters, 11 - 18.
C.-C. Hsu and C.-M. Kuan, 2001, Distinguishing between trend break models: Method and empirical evidence, Econometrics Journal, 171 - 190.
Y.-T. Chen, R. C. Chou, and C.-M. Kuan, 2000, Testing time reversibility without moment restrictions, Journal of Econometrics, 199 - 218.
F. Leisch, K. Hornik, and C.-M. Kuan, 2000, Monitoring structural changes with the generalized ﬂuctuation test, Econometric Theory, 835 - 854.
C.-M. Kuan, 1999, A note on tests for partial parameter instability in the trend stationary model, Economics Letters, 285 - 291.
C.-M. Kuan, 1998, Tests for changes in models with a polynomial trend, Journal of Econometrics, 75 - 91.
C.-M. Kuan and C.-C. Hsu, 1998, Change-point estimation of fractionally integrated processes, Journal of Time Series Analysis.
L. Nunes, P. Newbold, and C.-M. Kuan, 1997, Testing for unit-roots with breaks: Evidence on the great crash and the unit-root hypothesis reconsidered, Oxford Bulletin of Economics and Statistics, 435 - 448.
L. Nunes, P. Newbold, and C.-M. Kuan, 1996, Spurious number of break, Economics Letters, 175 - 178.
C.-M. Kuan, January 1995, A recurrent Newton Algorithm and Its Convergence Properties, IEEE Transactions on Neural Networks, 779 - 783.
C.-M. Kuan and K. Hornik, January 1995, The Generalized Fluctuation Test: A Unifying View, Econometric Reviews, 135 - 161.
C.-S. Chu, K. Hornik, and C.-M. Kuan, January 1995, The Moving-Estimates Test for Parameter Stability, Econometric Theory, 669 - 720.
L. Nunes, C.-M. Kuan, and P. Newbold, January 1995, Spurious Break, Econometric Theory, 736 - 749.
C.-M. Kuan and T. Liu, January 1995, Forecasting Exchange Rates Using Feedforward and Recurrent Networks, Journal of Appplied Econometrics, 347 - 364.
Chu, C.-S.;Hornik, K.;管中閔(Kuan, Chung-Ming), January 1995, MOSUM Tests for Parameter Constancy, Biometrika, 603 - 617.
C.-S. Chu, K. Hornik, and C.-M. Kuan, 1995, MOSUM tests for parameter constancy, Biometrika, 603 - 617.
C.-M. Kuan and H. White, January 1994, Artificial Neural Networks: An Econometric Prespective, Econometric Reviews, 1 - 91.
C.-M. Kuan, K. Hornik, and H. White, January 1994, A Convergence Result for Learning in Recurrent Neural Networks, Neural Computation, 420 - 440.
C.-M. Kuan and M.-Y. Chen, January 1994, Implementing the Fluctuation and Moving-Estimates Tests in Dynamic Econometric Models, Econometric Letters, 235 - 239.
K. Hornik and C.-M. Kuan, January 1994, Gradient-Based Learning in Recurrent Networks, Neural Network World, 157 - 172.
C.-M. Kuan, January 1994, A Range-CUSUM Test with Recursive Residuals, Economics Letters, 309 - 313.
C.-M. Kuan and H. White, January 1994, Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes, Econometrica, 1087 - 1114.
S. Piramuthu, C.-M. Kuan, and M. Shaw, January 1993, Learning algorithms for neural-net decision support, ORSA Journal on Computing, 361 - 373.
K. Hornik and C.-M. Kuan, January 1992, Convergence analysis of Local Feature Extraction Algorithms, Neural Networks, 229 - 240.
C.-M. Kuan and K. Hornik, January 1991, Learning in a Partially Hard-Wired Recurrent Network, Neural Network World, 39 - 45.
C.-M. Kuan, K. Hornik, 1991, Convergence of Learning Algorithms with Constant Learning Rates, IEEE Transactions on Neural Networks, 484 - 489.
C. W. J. Granger, C.-M. Kuan, M. Mattson, and H. White, 1989, Trends in Unit Energy Consumption: The Performance of End-Use Models, Energy, 943 - 960.
黃裕烈, 管中閔, January 2014, 向量自我迴歸模型：計量方法與 R 程式, 雙葉書局.