個人資料
管中閔
博士 美國加州大學聖地牙哥校區經濟博士
研究室 : 二館 716
電話 : 02-3366-1072
傳真 :
E-mail : ckuan@ntu.edu.tw
諮詢時段 :
相關連結 :
相關連結 :
主要研究領域
• 經濟計量理論
• 財務計量分析
• 總體經濟預測
• 時間序列分析
研究領域摘要
暫無資料
學歷
• 美國加州大學聖地牙哥校區經濟博士
課程
• 計量經濟學一
• 計量分析
獲獎
國科會傑出研究獎 (1994-1996,1996-1998)
傑出人才發展基金會,傑出人才講座 (1997-2002, 2002-2007)
台灣大學優良教師? (1999)
教育部學術獎 (1999)
中央研究院院士 (2002 當選)
世界科學院院士 (2014 當選)
經歷
美國伊利諾大學香檳分校經濟系助理教授 (1989-1995),長聘副教授 (1995-1996)
台灣大學經濟系教授 (1994-1999)
國科會社會科學研究中心主任 (1999-2001)
中央研究院經濟研究所研究員 (1999-2004),所長 (2001-2007),特聘研究員 (2004-2009)
台灣經濟學會理事長 (2003)
中央銀行理事 (2003)
台灣經濟計量學會創辦人,理事長 (2007-2013)
台灣大學計量理論與應用研究中心主任 (2009-2012)
財團法人商業發展研究院董事長 (2010-2012)
行政院政務委員 (2012-2015)
行政院經濟建設委員會主任委員 (2013-2014)
國家發展委員會主任委員 (2014-2015)
研討會論文
  1. Chung-Ming Kuan, Po-Hsuan Hsu, Yu-Chin Hsu, 2009, Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias , 3rd Annual Granger Centre Conference , September , (Manchester)
  2. Chung-Ming Kuan, 2009, Large-Scale Multiple Testing without Data Snooping Bias: Methods and Applications , International Conference on Financial Statistics and Financial Econometrics, ICFSFE , July
  3. 管中閔(Kuan, Chung-Ming);Hornik, K.;Liu, T., 2007, Recurrent Back-Propagation and Newton Aigorithms for Training Recurrent Neural Networks , The International Symposium on Substance Identification Technologies , January
  4. 管中閔(Kuan, Chung-Ming);White, H., 2007, Some Convergence Results for Learning in Recurrent Neural Networks , Sixth Yale Workshop on Adaptive and Learning System , January
  5. 管中閔(Kuan, Chung-Ming);White, H., 2007, Implementing Recurrent Networks , Seventh Yale Workshop on Adaptive and Learning System , January
期刊論文
  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 , Vol.43 , 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 , Vol.95 , 1 - 33
  4. Shih-Hsun Hsu, Chung-Ming Kuan, 2010, Estimation of Conditional Moment Restrictions without Assuming Parameter Identi , Journal of Econometrics (forthcoming) , ( SSCI )
  5. Po-Hsuan Hsu*, Yu-Chin Hsu, Chung-Ming Kuan, 2010, Testing the predictive ability of technical analysis using a new stepwise test without data snooping bias , Journal of Empirical Finance , Vol.17 , 471 - 484 , ( SSCI )
  6. Chung-Ming Kuan, Hsin-Yi Lin, 2010, An encompassing test for non-nested quantile regression models , Economics Letters , Vol.107 , 257 - 260 , ( SSCI )
  7. Kuan, Chung-Ming, Yeh, Jin-Huei, Hsu, Yu-Chin, 2009, Assessing value at risk with CARE, the conditional autoregressive expectile models , Journal of Econometrics , Vol.150 , 261 - 270 , ( SSCI )
  8. Kuan, Chung-Ming, Chuang, Chia-Chang, Lin, Hsin-Yi, 2009, Causality in quantiles and dynamic stock return-volume relations , Journal of Banking and Finance , Vol.33 , 1351 - 1360 , ( SSCI )
  9. Y.-C. Hsu and C.-M. Kuan, 2008, Change point estimation of nonstationary I(d) processes , Economics Letters , Vol.98 , 115 - 121 , ( SCI )
  10. C.-M. Kuan, Y.-W. Hsieh, 2008, Improved HAC covariance matrix estimation based on forecast errors , Economics Letters , Vol.99 , 89 - 92 , ( SSCI )
  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 , Vol.30 , 1816 - 1836 , ( SSCI )
  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 , Vol.16 , 102 - 126
  14. C.-M. Kuan and W.-M. Lee, 2006, Robust M tests without consistent estimation of asymptotic covariance matrix , Journal of the American Statistical Association, , Vol.101 , 1264 - 1275 , ( SCI )
  15. P.-H. Hsu and C.-M. Kuan, 2005, Re-examining the profitability of technical analysis with data snooping checks , Journal of Financial Econometrics , Vol.3 , 606 - 628 , ( SSCI )
  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 , Vol.23 , 443 - 454 , ( SSCI )
  17. C.-M. Kuan, W.-M. Lee, 2004, A new test for the martingale difference hypothesis , Studies in Nonlinear Dynamics and Econometrics , Vol.8 , No.4 , 1 - 1 , ( SSCI )
  18. C.-M. Kuan and M.-Y. Chen, 2002, Response surfaces of MOSUM critical values,” , Applied Economics Letters , Vol.9 , 133 - 136 , ( SSCI )
  19. Y.-T. Chen and C.-M. Kuan, 2002, Time irreversibility and EGARCH effects in U.S. stock index returns , Journal of Applied Econometrics , Vol.17 , 565 - 578 , ( SSCI )
  20. M.-Y. Chen and C.-M. Kuan, 2001, Testing parameter constancy in models with infinite variance errors , Economics Letters , Vol.72 , 11 - 18 , ( SSCI )
  21. C.-C. Hsu and C.-M. Kuan, 2001, Distinguishing between trend break models: Method and empirical evidence , Econometrics Journal , Vol.4 , 171 - 190 , ( SSCI )
  22. Y.-T. Chen, R. C. Chou, and C.-M. Kuan, 2000, Testing time reversibility without moment restrictions , Journal of Econometrics , Vol.95 , 199 - 218 , ( SSCI )
  23. F. Leisch, K. Hornik, and C.-M. Kuan, 2000, Monitoring structural changes with the generalized fluctuation test , Econometric Theory , Vol.16 , 835 - 854 , ( SSCI )
  24. C.-M. Kuan, 1999, A note on tests for partial parameter instability in the trend stationary model , Economics Letters , Vol.65 , 285 - 291 , ( SSCI )
  25. C.-M. Kuan, 1998, Tests for changes in models with a polynomial trend , Journal of Econometrics , Vol.84 , 75 - 91
  26. C.-M. Kuan and C.-C. Hsu, 1998, Change-point estimation of fractionally integrated processes , Journal of Time Series Analysis , ( SCI )
  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 , Vol.50 , 435 - 448 , ( SSCI )
  28. L. Nunes, P. Newbold, and C.-M. Kuan, 1996, Spurious number of break , Economics Letters , Vol.50 , 175 - 178 , ( SSCI )
  29. C.-M. Kuan, 1995, A recurrent Newton Algorithm and Its Convergence Properties , IEEE Transactions on Neural Networks , Vol.6 , 779 - 783 , ( SCI )
  30. C.-M. Kuan and K. Hornik, 1995, The Generalized Fluctuation Test: A Unifying View , Econometric Reviews , Vol.14 , 135 - 161 , ( SSCI )
  31. C.-S. Chu, K. Hornik, and C.-M. Kuan, 1995, The Moving-Estimates Test for Parameter Stability , Econometric Theory , Vol.11 , 669 - 720 , ( SSCI )
  32. L. Nunes, C.-M. Kuan, and P. Newbold, 1995, Spurious Break , Econometric Theory , Vol.11 , 736 - 749 , ( SSCI )
  33. C.-M. Kuan and T. Liu, 1995, Forecasting Exchange Rates Using Feedforward and Recurrent Networks , Journal of Appplied Econometrics , Vol.10 , 347 - 364 , ( SSCI )
  34. Chu, C.-S.;Hornik, K.;管中閔(Kuan, Chung-Ming), 1995, MOSUM Tests for Parameter Constancy , Biometrika , 603 - 617 , ( SCI )
  35. C.-S. Chu, K. Hornik, and C.-M. Kuan, 1995, MOSUM tests for parameter constancy , Biometrika , Vol.82 , 603 - 617
  36. C.-M. Kuan and H. White, 1994, Artificial Neural Networks: An Econometric Prespective , Econometric Reviews , Vol.13 , 1 - 91 , ( SSCI )
  37. C.-M. Kuan, K. Hornik, and H. White, 1994, A Convergence Result for Learning in Recurrent Neural Networks , Neural Computation , Vol.6 , 420 - 440 , ( SCI )
  38. C.-M. Kuan and M.-Y. Chen, 1994, Implementing the Fluctuation and Moving-Estimates Tests in Dynamic Econometric Models , Econometric Letters , Vol.44 , 235 - 239 , ( SSCI )
  39. K. Hornik and C.-M. Kuan, 1994, Gradient-Based Learning in Recurrent Networks , Neural Network World , Vol.2 , No.94 , 157 - 172 , ( SCI )
  40. C.-M. Kuan, 1994, A Range-CUSUM Test with Recursive Residuals , Economics Letters , Vol.45 , 309 - 313 , ( SSCI )
  41. C.-M. Kuan and H. White, 1994, Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes , Econometrica , Vol.62 , 1087 - 1114 , ( SSCI )
  42. S. Piramuthu, C.-M. Kuan, and M. Shaw, 1993, Learning algorithms for neural-net decision support , ORSA Journal on Computing , Vol.5 , 361 - 373
  43. K. Hornik and C.-M. Kuan, 1992, Convergence analysis of Local Feature Extraction Algorithms , Neural Networks , Vol.5 , 229 - 240 , ( SCI )
  44. C.-M. Kuan and K. Hornik, 1991, Learning in a Partially Hard-Wired Recurrent Network , Neural Network World , Vol.1 , 39 - 45 , ( SCI )
  45. C.-M. Kuan, K. Hornik, 1991, Convergence of Learning Algorithms with Constant Learning Rates , IEEE Transactions on Neural Networks , Vol.2 , 484 - 489 , ( SCI )
  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 , Vol.14 , 943 - 960 , ( SCI )
專書
暫無資料
專書論文
  1. 黃裕烈, 管中閔, 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, 2004, 統計學:觀念與方法 , 華泰書局
技術報告
暫無資料
其他
暫無資料