國立臺灣大學
財務金融學系暨研究所
Finance , National Taiwan University
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ENGLISH
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 :
個人網頁 : http://homepage.ntu.edu.tw/~ckuan
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
1994 - 1996, 1996 - 1998 國科會傑出研究獎
1996 Lien Zhen-Dong Memorial Fellowship, National Taiwan University
1997 - 2002, 2002 - 2007 傑出人才發展基金會，傑出人才講座
1999 台灣大學優良教師獎
1999 教育部學術獎
2002 中央研究院院士 (2002 當選)
2014 世界科學院院士 (2014 當選)
經歷
1989/08 - 1995/07 美國伊利諾大學香檳分校經濟系助理教授
1995/08 - 1996/07 美國伊利諾大學香檳分校經濟系長聘副教授
1994-1999 台灣大學經濟系教授
1999 - 2001 國科會社會科學研究中心主任
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)
2003 中央銀行理事
2003 台灣經濟學會理事長
2007-2013 台灣經濟計量學會創辦人，理事長
2009 - 2012 台灣大學計量理論與應用研究中心主任
2010 - 2012 財團法人商業發展研究院董事長
2012 - 2015 行政院政務委員
2013 - 2014 行政院經濟建設委員會主任委員
2014-2015 國家發展委員會主任委員
研討會論文
  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);White, H., January 2007, Some Convergence Results for Learning in Recurrent Neural Networks, Sixth Yale Workshop on Adaptive and Learning System.
  4. 管中閔(Kuan, Chung-Ming);White, H., January 2007, Implementing Recurrent Networks, Seventh Yale Workshop on Adaptive and Learning System.
  5. 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.
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, 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 and C.-C. Hsu, 1998, Change-point estimation of fractionally integrated processes, Journal of Time Series Analysis.
  26. C.-M. Kuan, 1998, Tests for changes in models with a polynomial trend, Journal of Econometrics, 75 - 91.
  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 and H. White, January 1994, Adaptive Learning with Nonlinear Dynamics Driven by Dependent Processes, Econometrica, 1087 - 1114.
  38. C.-M. Kuan, January 1994, A Range-CUSUM Test with Recursive Residuals, Economics Letters, 309 - 313.
  39. K. Hornik and C.-M. Kuan, January 1994, Gradient-Based Learning in Recurrent Networks, Neural Network World, 157 - 172.
  40. C.-M. Kuan and M.-Y. Chen, January 1994, Implementing the Fluctuation and Moving-Estimates Tests in Dynamic Econometric Models, Econometric Letters, 235 - 239.
  41. C.-M. Kuan, K. Hornik, and H. White, January 1994, A Convergence Result for Learning in Recurrent Neural Networks, Neural Computation, 420 - 440.
  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.
專書
暫無資料
專書論文
  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.
技術報告
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其他
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