Scopus
Article
1
Intertemporal risk-return relationships in bull and bear markets
Wu S.J., Lee W.M.
International Review of Economics and Finance
2015, 38 , 308-325
Article
2
Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators
Wu S.J., Lee W.M.
Finance Research Letters
2015, 13 , 196-204
Article
3
Robust hypothesis tests for M-estimators with possibly non-differentiable estimating functions
Lee W.M., Hsu Y.C., Kuan C.M.
Econometrics Journal
2015, 18 (1) , 95-116
Article
4
Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
Lee W.M., Kuan C.M., Hsu Y.C.
Journal of Econometrics
2014, 181 (2) , 181-193
Article
5
Predicting the U.S. bear stock market using the consumption-wealth ratio
Wu S.J., Lee W.M.
Economics Bulletin
2012, 32 (4) , 3174-3181
Article
6
A revisit to the relationship between patents and R&D using empirical likelihood estimation
Hsueh S.P., Lee W.M.
Economics Bulletin
2012, 32 (2) , 1208-1214
Article
7
The profitability of technical analysis in the Taiwan-U.S. forward foreign exchange market
Dai Y.S., Lee W.M.
Economics Bulletin
2011, 31 (2) , 1606-1612
Article
8
A simple specification test for conditional moment restrictions
Lee W.M.
Applied Economics Letters
2007, 14 (11) , 839-843
Article
9
Robust M tests using kernel-based estimators with bandwidth equal to sample size
Lee W.M.
Economics Letters
2007, 96 (3) , 295-300
Review
10
Robust M tests without consistent estimation of the asymptotic covariance matrix
Kuan C.M., Lee W.M.
Journal of the American Statistical Association
2006, 101 (475) , 1264-1275
學術著作
1
總體經濟變數對臺灣股市之大盤及類股熊市預測表現之探討
李偉銘、吳淑貞、黃啟泰
經濟研究
2015 年
7 月
經濟研究,第51卷, 第2期,第171-224頁
期刊論文
2
Intertemporal risk–return relationships in bull and bear markets
Shue-Jen Wu and Wei-Ming Lee
International Review of Economics and Finance
2015 年
7 月
International Review of Economics and Finance,Vol.38, No.,pp.308-325
期刊論文
3
Testing overidentifying restrictions without consistent estimation of the asymptotic covariance matrix
Wei-Ming Lee, Chung-Ming Kuan and Yu-Chin Hsu
Journal of Econometrics
2014 年
8 月
Journal of Econometrics,Vol.181, No.2,pp.181-193
期刊論文
4
A revisit to the relationship between patents and R&D using empirical likelihood estimation
Sheng-Pin Hsueh and Wei-Ming Lee
Economics Bulletin
2012 年
4 月
Economics Bulletin,Vol.32, No.2,pp.1208-1214
期刊論文
5
Diagnostic Testing in Time Series Models
李偉銘
2002 年
月
專書
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