Wen-Jen Tsay
Names
| first: |
Wen-Jen |
| last: |
Tsay |
Identifer
Contact
Affiliations
-
Academia Sinica
/ Institute of Economics
Research profile
author of:
- Using Difference‐Based Methods for Inference in Regression with Fractionally Integrated Processes (RePEc:bla:jtsera:v:28:y:2007:i:6:p:827-843)
by Wen‐Jen Tsay - Estimating the Willingness to Pay for Voting when Absentee Voting is not Allowed (RePEc:bla:socsci:v:102:y:2021:i:4:p:1380-1393)
by C. Y. Cyrus Chu & S. Y. Lin & Wen‐Jen Tsay - Spurious Regression Between I(1) Processes With Infinite Variance Errors (RePEc:cup:etheor:v:15:y:1999:i:04:p:622-628_15)
by Tsay, Wen-Jen - Estimating Trending Variables In The Presence Of Fractionally Integrated Errors (RePEc:cup:etheor:v:16:y:2000:i:03:p:324-346_16)
by Tsay, Wen-Jen - Optimal Multistep Var Forecast Averaging (RePEc:cup:etheor:v:36:y:2020:i:6:p:1099-1126_4)
by Liao, Jen-Che & Tsay, Wen-Jen - Long memory story of the real interest rate (RePEc:eee:ecolet:v:67:y:2000:i:3:p:325-330)
by Tsay, Wen-Jen - Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence (RePEc:eee:ecolet:v:83:y:2004:i:1:p:69-76)
by Tsay, Wen-Jen - The Beveridge-Nelson decomposition of Markov-switching processes (RePEc:eee:ecolet:v:91:y:2006:i:1:p:83-89)
by Chen, Chao-Chun & Tsay, Wen-Jen - The spurious regression of fractionally integrated processes (RePEc:eee:econom:v:96:y:2000:i:1:p:155-182)
by Tsay, Wen-Jen & Chung, Ching-Fan - Estimating cartel damages with model averaging approaches (RePEc:eee:irlaec:v:68:y:2021:i:c:s0144818821000430)
by Tsay, Wen-Jen - Home Bias in Currency Forecasts (RePEc:hkm:wpaper:272010)
by Yu-chin Chen & Kwok Ping Tsang & Wen Jen Tsay - A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter (RePEc:hum:wpaper:sfb649dp2007-022)
by Wen-Jen Tsay & Wolfgang Härdle - A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models (RePEc:kap:jproda:v:39:y:2013:i:3:p:259-269)
by Wen-Jen Tsay & Cliff Huang & Tsu-Tan Fu & I.-Lin Ho - A post-truncation parameterization of truncated normal technical inefficiency (RePEc:kap:jproda:v:44:y:2015:i:2:p:209-220)
by Christine Amsler & Peter Schmidt & Wen-Jen Tsay - Evaluating the CDF of the distribution of the stochastic frontier composed error (RePEc:kap:jproda:v:52:y:2019:i:1:d:10.1007_s11123-019-00554-9)
by Christine Amsler & Peter Schmidt & Wen-Jen Tsay - Estimation and efficiency evaluation of stochastic frontier models with interval dependent variables (RePEc:kap:jproda:v:56:y:2021:i:1:d:10.1007_s11123-021-00609-w)
by Shih-Tang Hwu & Tsu-Tan Fu & Wen-Jen Tsay - Estimating Long Memory Time-Series-Cross-Section Data (RePEc:sin:wpaper:07-a003)
by Wen-Jen Tsay - The Fertility of Second-Generation Political Immigrants in Taiwan (RePEc:sin:wpaper:07-a004)
by Wen-Jen Tsay - Estimating Markov-Switching ARMA Models with Extended Algorithms of Hamilton (RePEc:sin:wpaper:07-a009)
by Chao-Chun Chen & Wen-Jen Tsay - Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes (RePEc:sin:wpaper:07-a011)
by Wen-Jen Tsay - The Long Memory Autoregressive Distributed Lag Model and Its Application on Congressional Approval (RePEc:sin:wpaper:08-a001)
by Wen-Jen Tsay - The GMM Estimation with Long Difference and Multiple Difference Operators (RePEc:sin:wpaper:08-a002)
by Biing-Shen Kuo & Wen-Jen Tsay - Maximum Likelihood Estimation of Censored Stochastic Frontier Models: An Application to the Three-Stage DEA Method (RePEc:sin:wpaper:09-a003)
by Wen-Jen Tsay & Cliff J. Huang & Tsu-Tan Fu & I-Lin Ho - Monitoring Structural Changes in Regression with Long Memory Processes (RePEc:sin:wpaper:09-a009)
by Wen-Jen Tsay - A Simple Approximation for Bivariate Normal Integral Based on Error Function and its Application on Probit Model with Binary Endogenous Regressor (RePEc:sin:wpaper:09-a011)
by Wen-Jen Tsay & Peng-Hsuan Ke - A Computationally Efficient Analytic Procedure for the Random Effects Probit Model (RePEc:sin:wpaper:10-a001)
by Peng-Hsuan Ke & Wen-Jen Tsay - A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models (RePEc:sin:wpaper:10-a007)
by Peng-Hsuan Ke & Wen-Jen Tsay - Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach (RePEc:sin:wpaper:11-a001)
by Yu-chin Chen & Wen-Jen Tsay - Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth (RePEc:sin:wpaper:11-a005)
by C. Y. Cyrus Chu & Seik Kim & Wen-Jen Tsay - Maximum Likelihood Estimation of the Panel Sample Selection Model (RePEc:sin:wpaper:12-a006)
by Hung-pin Lai & Wen-Jen Tsay - A Post-Truncation Parameterization of Truncated Normal Technical Inefficiency (RePEc:sin:wpaper:13-a002)
by Christine Amsler & Peter Schmidt & Wen-Jen Tsay - Autoregressive Spectral Averaging Estimator (RePEc:sin:wpaper:17-a013)
by Chu-An Liu & Biing-Shen Kuo & Wen-Jen Tsay - Pairwise likelihood inference for the random effects probit model (RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-017-0757-8)
by T.-F. Lo & P.-H. Ke & W.-J. Tsay - Coresidence With Husband’s Parents, Labor Supply, and Duration to First Birth (RePEc:spr:demogr:v:51:y:2014:i:1:p:185-204)
by C. Chu & Seik Kim & Wen-Jen Tsay - The pattern of birth spacing during Taiwan's demographic transition (RePEc:spr:jopoec:v:18:y:2005:i:2:p:323-336)
by Wen-Jen Tsay & C. Y. Cyrus Chu - The educational attainment of second-generation mainland Chinese immigrants in Taiwan (RePEc:spr:jopoec:v:19:y:2006:i:4:p:749-767)
by Wen-Jen Tsay - Males’ housing wealth and their marriage market advantage (RePEc:spr:jopoec:v:33:y:2020:i:3:d:10.1007_s00148-019-00763-4)
by C. Y. Cyrus Chu & Jou-Chun Lin & Wen-Jen Tsay - On the power of durbin-watson statistic against fractionally integrated processes (RePEc:taf:emetrv:v:17:y:1998:i:4:p:361-386)
by W. Tsay - Maximum simulated likelihood estimation of the panel sample selection model (RePEc:taf:emetrv:v:37:y:2018:i:7:p:744-759)
by Hung-Pin Lai & Wen-Jen Tsay - Merger simulation based on survey–generated diversion ratios (RePEc:taf:recjxx:v:18:y:2022:i:2:p:249-264)
by Wen-Jen Tsay & Wei-Min Hu - Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach (RePEc:udb:wpaper:uwec-2011-06)
by Yu-chin Chen & Wen-Jen Tsay - Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth (RePEc:udb:wpaper:uwec-2012-04)
by C.Y. Cyrus Chu & Seik Kim & Wen-Jen Tsay - A Markov regime‐switching ARMA approach for hedging stock indices (RePEc:wly:jfutmk:v:31:y:2011:i:2:p:165-191)
by Chao‐Chun Chen & Wen‐Jen Tsay - A generalized ARFIMA process with Markov-switching fractional differencing parameter (RePEc:zbw:sfb649:sfb649dp2007-022)
by Tsay, Wen-Jen & Härdle, Wolfgang Karl