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 Computationally Efficient Analytic Procedure for the Random Effects Probit Model 0 0 0 64 0 0 4 219
A Post-Truncation Parameterization of Truncated Normal Technical Inefficiency 0 1 1 36 0 6 12 170
A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models 0 0 0 70 2 7 12 200
A Simple Approximation for Bivariate Normal Integral Based on Error Function and its Application on Probit Model with Binary Endogenous Regressor 0 0 5 567 4 4 14 1,515
A generalized ARFIMA process with Markov-switching fractional differencing parameter 0 2 2 151 0 8 12 437
Autoregressive Spectral Averaging Estimator 0 0 0 46 0 3 7 61
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 0 20 0 2 4 174
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 0 21 2 6 12 193
Estimating Long Memory Time-Series-Cross-Section Data 0 0 0 25 0 2 6 177
Estimating Markov-Switching ARMA Models with Extended Algorithms of Hamilton 1 1 2 279 1 2 13 822
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 0 0 27 0 2 9 98
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 0 1 145 1 6 25 350
Home Bias in Currency Forecasts 0 0 1 38 0 1 11 179
Maximum Likelihood Estimation of Censored Stochastic Frontier Models: An Application to the Three-Stage DEA Method 0 0 0 128 1 6 16 452
Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes 0 0 1 99 1 6 16 338
Maximum Likelihood Estimation of the Panel Sample Selection Model 1 1 1 133 1 5 13 186
Monitoring Structural Changes in Regression with Long Memory Processes 0 0 1 46 0 3 10 167
The Fertility of Second-Generation Political Immigrants in Taiwan 0 0 0 18 1 3 12 170
The GMM Estimation with Long Difference and Multiple Difference Operators 0 0 0 66 0 5 12 348
The Long Memory Autoregressive Distributed Lag Model and Its Application on Congressional Approval 0 0 0 64 0 1 5 301
Total Working Papers 2 5 15 2,043 14 78 225 6,557


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Markov regime‐switching ARMA approach for hedging stock indices 1 1 1 7 2 4 10 37
A post-truncation parameterization of truncated normal technical inefficiency 0 0 0 8 0 4 12 64
A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models 0 0 0 26 0 5 14 137
Coresidence With Husband’s Parents, Labor Supply, and Duration to First Birth 0 0 0 9 1 3 13 72
ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS 0 0 0 3 0 4 10 32
Estimating cartel damages with model averaging approaches 0 0 1 6 1 4 14 29
Estimating the Willingness to Pay for Voting when Absentee Voting is not Allowed 0 0 0 2 2 4 10 16
Estimation and efficiency evaluation of stochastic frontier models with interval dependent variables 0 0 1 3 0 4 16 34
Evaluating the CDF of the distribution of the stochastic frontier composed error 0 0 1 12 2 8 15 70
Long memory story of the real interest rate 0 0 0 50 0 1 9 181
Males’ housing wealth and their marriage market advantage 0 1 2 15 4 21 39 120
Maximum simulated likelihood estimation of the panel sample selection model 0 0 1 2 0 4 13 29
Merger simulation based on survey–generated diversion ratios 0 0 0 0 0 1 6 9
OPTIMAL MULTISTEP VAR FORECAST AVERAGING 0 0 0 4 0 3 14 29
On the power of durbin-watson statistic against fractionally integrated processes 1 1 1 48 1 2 7 262
Pairwise likelihood inference for the random effects probit model 0 0 2 3 1 3 14 40
SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS 0 0 0 18 0 2 5 79
Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence 0 0 0 40 0 2 5 147
The Beveridge-Nelson decomposition of Markov-switching processes 0 0 0 54 1 1 17 159
The educational attainment of second-generation mainland Chinese immigrants in Taiwan 0 0 0 44 1 8 17 259
The pattern of birth spacing during Taiwan's demographic transition 0 0 0 61 0 3 6 252
The spurious regression of fractionally integrated processes 0 0 2 73 0 1 10 274
Using Difference‐Based Methods for Inference in Regression with Fractionally Integrated Processes 0 0 0 25 2 3 4 81
Total Journal Articles 2 3 12 513 18 95 280 2,412


Statistics updated 2026-06-04