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The chinese gdp forecasting from markov switching model essay

  • Kuan, "Testing for unit-roots with breaks;
  • Evidence from the Taiwan and U;
  • Kuan, " Re-examining the profitability of technical analysis with White's reality check, " Journal of Financial Econometrics , 3, 606-628, 2005;
  • The MSM is a model of asset returns that incorporates stochastic volatility or variation components of heterogeneous durations;
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Kuan, "Some issues in time series model specification", in Chinese27, Hsu, "Change-point estimation of fractionally integrated processes," Journal of Time Series Analysis, 19, Kuan, "Tests for changes in models with a polynomial trend," Journal of Econometrics, 84, Kuanand K.

Lin, "Identifying the turning points of business cycles and forecasting economic growth rates in Taiwan" in ChineseTaiwan Economic Review26, Kuan, "Testing for unit-roots with breaks: Evidence on the great crash and the unit-root hypothesis reconsidered," Oxford Bulletin of Economics and Statistics, 50, Kuan, "Spurious number of breaks," Economics Letters50, Liu, "Forecasting exchange rates using feedforward and recurrent networks," Journal of Applied Econometrics10, Newbold, "Spurious break," Econometric Theory11, Kuan, "The moving-estimates test for parameter stability," Econometric Theory11, Hornik, "The generalized fluctuation test: A unifying view," Econometric Reviews14, White, "Adaptive learning with nonlinear dynamics driven by dependent processes," Econometrica62, Chen, "Implementing the fluctuation and moving-estimates tests in dynamic econometric models," Economics Letters44, White, "A convergence result for learning in recurrent neural networks," Neural Computation6, White, "Artificial neural networks: An econometric perspective" with reply, Econometric Reviews13and Kuanand M.

Kuan, "Convergence analysis of local feature extraction algorithms," Neural Networks5, Hornik, "Learning in a partially hard-wired recurrent network," Neural Network World1, White, "Trends in unit energy consumption: The performance of end-use models," Energy14, Concepts and Methods, 2nd edition in Chinese, pagesTaipei: Kuan, Vector Autoregressive Models: Econometric Methods with R in Chinese, pagesTaipei: Liu, "Forecasting high-frequency futures prices: California Institute of Technology, Liu, "Recurrent back-propagation and Newton algorithms for training recurrent neural networks," in Substance Identification The chinese gdp forecasting from markov switching model essay, J.

  • Kuan, " Re-examining the profitability of technical analysis with White's reality check, " Journal of Financial Econometrics , 3, 606-628, 2005;
  • Hornik, "Learning in a partially hard-wired recurrent network," Neural Network World , 1 , ,
  • Kuan, "The dynamic behavior of short term interest rates in Taiwan;
  • White, "Artificial neural networks;
  • Kuan, "A quantile regression analysis of return-volume relation: