Personal Information
Chung-Ming Kuan
Ph.D. Ph.D., University of California, San Diego
Office : Building II, College of Management 716
Tel : 02-3366-1072
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Research Field
• Econometric theory
• Financial econometrics
• Macroeconomic forecasting
• Time series analysis
Research Field Summary
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• Ph.D., University of California, San Diego
Excellent Teacher in Commerce, College of Commerce and Business Administration, University of Illinois, 1990, 1991, and 1992
ODE/EGSO Teaching Award, College of Commerce and Business Administration, University of Illinois, 1991 (Large Class) and 1993 (Small Class)
Distinguished Research Award (2-year term), National Science Council, Executive Yuan, Taiwan, 1994-1996, 1996-1998
Lien Zhen-Dong Memorial Fellowship, National Taiwan University, 1996
Outstanding Scholarship Award (5-year term), Foundation for the Advancement of Outstanding Scholarship, Taiwan, 1997-2002 and 2002-2007
NTU Teaching Award, National Taiwan University, 1999.
Academic Award, Ministry of Education, Executive Yuan, Taiwan, 1999.
Academician, Academia Sinica, Taiwan, elected 2002.
Information Science Award, Joint Conference of Information Sciences, 2006.
Fellow, The World Academy of Sciences (TWAS), elected 2014.
University of Illinois at Urbana-Champaign, Department of Economics Assistant Professor, Aug. 1989-July 1995 Associate Professor with Tenure, Aug. 1995-July 1996

National Taiwan University, Department of Economics Professor, Aug. 1994-July 1999 Joint appointment with Academia Sinica, Aug. 1997-Jan. 2012; with Department of Finance, Feb. 2000-present

National Science Council Director, Social Science Research Center, June 1999-Aug. 2001 Coordinator, Economics Section, Jan. 2002-Dec. 2004 Advisory Committee, Economics Section, Apr. 1999-Dec. 2001; Jan. 2005-Dec. 2007

Academia Sinica, Institute of Economics Research Fellow, Aug. 1999-Aug. 2004 Director, Aug. 2001-Aug. 2007 Distinguished Research Fellow, Sept. 2004-Jan. 2009 Joint appointment with National Taiwan University, Aug. 1997-Jan. 2012

National Taiwan University, Department of Finance NTU University Chair Professor, Feb. 2009-present Director, Center for Research in Econometric Theory and Applications (CRETA), Apr.2009-Feb. 2012 Joint appointment with Department of Economics, Feb. 2000-present

Executive Yuan Minister without Portfolio, Feb. 2012- Feb. 2015 Minister, Council for Economic Planning and Development, Feb. 2013-Jan. 2014 Minister, National Development Council, Jan. 2014- Feb. 2015
Conference Paper
  1. 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).
  2. 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.
  3. 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.
  4. 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.
  5. 管中閔(Kuan, Chung-Ming);White, H., January 2007, Implementing Recurrent Networks, Seventh Yale Workshop on Adaptive and Learning System.
Journal Paper
  1. 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).
  2. 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.
  3. 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.
  4. Shih-Hsun Hsu, Chung-Ming Kuan, December 2010, Estimation of Conditional Moment Restrictions without Assuming Parameter Identi, Journal of Econometrics (forthcoming).
  5. 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.
  6. Chung-Ming Kuan, Hsin-Yi Lin, May 2010, An encompassing test for non-nested quantile regression models, Economics Letters, 257 - 260.
  7. 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.
  8. 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.
  9. Y.-C. Hsu and C.-M. Kuan, January 2008, Change point estimation of nonstationary I(d) processes, Economics Letters, 115 - 121.
  10. C.-M. Kuan, Y.-W. Hsieh, 2008, Improved HAC covariance matrix estimation based on forecast errors, Economics Letters, 89 - 92.
  11. 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.
  12. 管中閔, 2008, Artificial neural networks, New Palgrave Dictionary of Economics, S. N. Durlauf and L. E. Blume (eds.), Palgrave Macmillan.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. C.-M. Kuan, W.-M. Lee, 2004, A new test for the martingale difference hypothesis, Studies in Nonlinear Dynamics and Econometrics, 1 - 1.
  18. C.-M. Kuan and M.-Y. Chen, 2002, Response surfaces of MOSUM critical values,”, Applied Economics Letters, 133 - 136.
  19. 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.
  20. M.-Y. Chen and C.-M. Kuan, 2001, Testing parameter constancy in models with infinite variance errors, Economics Letters, 11 - 18.
  21. C.-C. Hsu and C.-M. Kuan, 2001, Distinguishing between trend break models: Method and empirical evidence, Econometrics Journal, 171 - 190.
  22. Y.-T. Chen, R. C. Chou, and C.-M. Kuan, 2000, Testing time reversibility without moment restrictions, Journal of Econometrics, 199 - 218.
  23. F. Leisch, K. Hornik, and C.-M. Kuan, 2000, Monitoring structural changes with the generalized fluctuation test, Econometric Theory, 835 - 854.
  24. C.-M. Kuan, 1999, A note on tests for partial parameter instability in the trend stationary model, Economics Letters, 285 - 291.
  25. C.-M. Kuan, 1998, Tests for changes in models with a polynomial trend, Journal of Econometrics, 75 - 91.
  26. C.-M. Kuan and C.-C. Hsu, 1998, Change-point estimation of fractionally integrated processes, Journal of Time Series Analysis.
  27. 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.
  28. L. Nunes, P. Newbold, and C.-M. Kuan, 1996, Spurious number of break, Economics Letters, 175 - 178.
  29. C.-M. Kuan, January 1995, A recurrent Newton Algorithm and Its Convergence Properties, IEEE Transactions on Neural Networks, 779 - 783.
  30. C.-M. Kuan and K. Hornik, January 1995, The Generalized Fluctuation Test: A Unifying View, Econometric Reviews, 135 - 161.
  31. C.-S. Chu, K. Hornik, and C.-M. Kuan, January 1995, The Moving-Estimates Test for Parameter Stability, Econometric Theory, 669 - 720.
  32. L. Nunes, C.-M. Kuan, and P. Newbold, January 1995, Spurious Break, Econometric Theory, 736 - 749.
  33. C.-M. Kuan and T. Liu, January 1995, Forecasting Exchange Rates Using Feedforward and Recurrent Networks, Journal of Appplied Econometrics, 347 - 364.
  34. Chu, C.-S.;Hornik, K.;管中閔(Kuan, Chung-Ming), January 1995, MOSUM Tests for Parameter Constancy, Biometrika, 603 - 617.
  35. C.-S. Chu, K. Hornik, and C.-M. Kuan, 1995, MOSUM tests for parameter constancy, Biometrika, 603 - 617.
  36. C.-M. Kuan and H. White, January 1994, Artificial Neural Networks: An Econometric Prespective, Econometric Reviews, 1 - 91.
  37. C.-M. Kuan, K. Hornik, and H. White, January 1994, A Convergence Result for Learning in Recurrent Neural Networks, Neural Computation, 420 - 440.
  38. C.-M. Kuan and M.-Y. Chen, January 1994, Implementing the Fluctuation and Moving-Estimates Tests in Dynamic Econometric Models, Econometric Letters, 235 - 239.
  39. K. Hornik and C.-M. Kuan, January 1994, Gradient-Based Learning in Recurrent Networks, Neural Network World, 157 - 172.
  40. C.-M. Kuan, January 1994, A Range-CUSUM Test with Recursive Residuals, Economics Letters, 309 - 313.
  41. C.-M. Kuan and H. White, January 1994, Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes, Econometrica, 1087 - 1114.
  42. S. Piramuthu, C.-M. Kuan, and M. Shaw, January 1993, Learning algorithms for neural-net decision support, ORSA Journal on Computing, 361 - 373.
  43. K. Hornik and C.-M. Kuan, January 1992, Convergence analysis of Local Feature Extraction Algorithms, Neural Networks, 229 - 240.
  44. C.-M. Kuan and K. Hornik, January 1991, Learning in a Partially Hard-Wired Recurrent Network, Neural Network World, 39 - 45.
  45. C.-M. Kuan, K. Hornik, 1991, Convergence of Learning Algorithms with Constant Learning Rates, IEEE Transactions on Neural Networks, 484 - 489.
  46. 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.
No Data Available
Book Paper
  1. 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.
  2. 管中閔, March 2004, 統計學:觀念與方法, 華泰書局.
Technical Report
No Data Available
No Data Available