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Publication Achievements
2004 - 2015
Publication Index
Documents
12
CITATIONS
116
H-INDEX
5
FWCI
1.03
Co-authors
5
Last Sync Date: 2025-08-17
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1Review
Robust M tests without consistent estimation of the asymptotic covariance matrix
Journal of the American Statistical Association 2006, 101 (475) , 1264-127527Citation
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Publication
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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經濟研究 2015 / 7Journal Article
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2 Intertemporal risk–return relationships in bull and bear marketsInternational Review of Economics and Finance 2015 / 7Journal Article
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3 Testing overidentifying restrictions without consistent estimation of the asymptotic covariance matrixJournal of Econometrics 2014 / 8Journal Article
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4 Diagnostic Testing in Time Series Models2002 /Monograph
Projects
Print-friendly| Teacher's name | Research Units | Year | Project title | Project position | Commissioning unit | Implementation period |
|---|---|---|---|---|---|---|
| Lee, Weiming | Department of Economics | 2017 | 二元選擇模型樣本外預測能力之檢定: 理論與應用 | PI | 國科會 | 2017/08/01-2018/07/31 |
| Lee, Weiming | Department of Economics | 2016 | 具不對稱分配的新二元選擇模型: 理論與應用 | PI | 國科會 | 2016/08/01-2017/07/31 |
| Lee, Weiming | Department of Economics | 2015 | 門檻二元時間序列模型: 估計與假設檢定 | PI | 國科會 | 2015/08/01-2016/07/31 |
| Lee, Weiming | Department of Economics | 2015 | 離散變數資料之分量迴歸 | Co-PI | 國科會 | 2015/08/01-2016/07/31 |
| Lee, Weiming | Department of Economics | 2014 | 國內旅遊之變動：拆解法的應用 | Co-PI | 國科會 | 2014/08/01-2015/07/31 |
| Lee, Weiming | Department of Economics | 2011 | GMM 模型設定檢定之再探討： 檢定力改善與檢定資產定價模型之應用 | PI | 國科會 | 2011/08/01-2012/07/31 |
| Lee, Weiming | Department of Economics | 2010 | 條件異質變異模型設定檢定之探討 | PI | 國科會 | 2010/08/01-2011/07/31 |
| Lee, Weiming | Department of Economics | 2009 | 新條件分配對稱性檢定： 理論與實證應用 | PI | 國科會 | 2009/08/01-2010/07/31 |
| Lee, Weiming | Department of Economics | 2008 | 隨機漫步之變異數比檢定：新檢定與高階動差不存在的影響 | PI | 國科會 | 2008/08/01-2009/07/31 |
| Lee, Weiming | Department of Economics | 2007 | 次數追蹤資料模型之實證概似估計：理論與應用 | PI | 國科會 | 2007/08/01-2008/07/31 |
| Lee, Weiming | Department of Economics | 2006 | 動差條件檢定之再探討： 檢定力之改善與分配對稱性之新檢定 | PI | 國科會 | 2006/08/01-2007/07/31 |
| Lee, Weiming | Department of Economics | 2005 | M估計架構下參數限制之新檢定：理論與應用 | PI | 國科會 | 2005/08/01-2006/07/31 |
| Lee, Weiming | Department of Economics | 2004 | 應用KVB方法於動差條件檢定之探討 | PI | 國科會 | 2004/08/01-2005/07/31 |
| Lee, Weiming | Department of Economics | 2003 | 模型設定之新檢定方法：理論與應用 | PI | 國科會 | 2003/11/01-2004/07/31 |
Source：Chung Cheng Academic Achievements Information System