Access Statistics for Wen-Jen Tsay

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter 0 4 24 95 1 6 58 213
Total Working Papers 0 4 24 95 1 6 58 213


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS 0 0 0 0 1 2 4 4
Long memory story of the real interest rate 0 1 10 30 1 3 19 86
On the power of durbin-watson statistic against fractionally integrated processes 2 2 11 24 2 6 69 151
SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS 1 2 2 2 1 4 10 10
Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence 3 5 7 27 3 7 19 90
The Beveridge-Nelson decomposition of Markov-switching processes 0 1 5 33 1 3 11 87
The educational attainment of second-generation mainland Chinese immigrants in Taiwan 1 1 9 27 5 6 35 133
The pattern of birth spacing during Taiwan's demographic transition 1 1 9 44 5 7 28 185
The spurious regression of fractionally integrated processes 1 3 6 40 2 5 17 117
Using Difference-Based Methods for Inference in Regression with Fractionally Integrated Processes 0 0 3 11 0 1 15 37
Total Journal Articles 9 16 62 238 21 44 227 900


Statistics updated 2009-11-04