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 1 2 214
A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter 0 0 1 149 0 0 2 424
A Post-Truncation Parameterization of Truncated Normal Technical Inefficiency 0 0 0 35 1 1 1 158
A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models 0 1 1 70 0 1 3 187
A Simple Approximation for Bivariate Normal Integral Based on Error Function and its Application on Probit Model with Binary Endogenous Regressor 0 2 4 557 2 6 9 1,492
Autoregressive Spectral Averaging Estimator 0 0 0 46 0 0 0 52
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 0 21 0 0 5 180
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 0 20 0 0 0 170
Estimating Long Memory Time-Series-Cross-Section Data 0 0 0 25 0 0 0 169
Estimating Markov-Switching ARMA Models with Extended Algorithms of Hamilton 0 0 1 277 0 0 4 804
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 1 1 1 143 2 4 7 321
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 0 1 27 1 1 4 88
Home Bias in Currency Forecasts 0 0 0 37 0 0 1 167
Maximum Likelihood Estimation of Censored Stochastic Frontier Models: An Application to the Three-Stage DEA Method 0 0 0 128 0 0 6 430
Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes 0 0 0 95 1 1 5 315
Maximum Likelihood Estimation of the Panel Sample Selection Model 0 0 0 131 0 1 2 171
Monitoring Structural Changes in Regression with Long Memory Processes 0 0 0 45 0 0 0 155
The Fertility of Second-Generation Political Immigrants in Taiwan 0 0 0 18 0 0 0 157
The GMM Estimation with Long Difference and Multiple Difference Operators 0 2 3 66 0 4 10 328
The Long Memory Autoregressive Distributed Lag Model and Its Application on Congressional Approval 0 0 0 64 0 0 0 295
Total Working Papers 1 6 12 2,018 7 20 61 6,277


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 0 0 0 5 0 1 1 25
A post-truncation parameterization of truncated normal technical inefficiency 0 0 0 7 0 0 1 49
A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models 0 0 2 25 0 0 4 116
Coresidence With Husband’s Parents, Labor Supply, and Duration to First Birth 0 0 0 9 0 0 0 58
ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS 0 0 0 3 0 0 1 22
Estimating cartel damages with model averaging approaches 0 0 1 4 0 1 4 12
Estimating the Willingness to Pay for Voting when Absentee Voting is not Allowed 0 0 1 2 0 0 1 4
Estimation and efficiency evaluation of stochastic frontier models with interval dependent variables 0 0 0 2 0 0 2 16
Evaluating the CDF of the distribution of the stochastic frontier composed error 0 1 2 11 1 2 4 53
Long memory story of the real interest rate 0 0 0 49 0 0 0 169
Males’ housing wealth and their marriage market advantage 1 1 3 13 1 3 10 75
Maximum simulated likelihood estimation of the panel sample selection model 0 0 0 1 0 0 0 16
Merger simulation based on survey–generated diversion ratios 0 0 0 0 0 0 0 1
OPTIMAL MULTISTEP VAR FORECAST AVERAGING 0 0 0 4 0 1 3 15
On the power of durbin-watson statistic against fractionally integrated processes 0 0 0 47 0 1 2 253
Pairwise likelihood inference for the random effects probit model 0 0 0 1 0 0 2 24
SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS 0 0 1 18 0 0 1 72
Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence 0 0 0 40 0 0 0 142
The Beveridge-Nelson decomposition of Markov-switching processes 0 0 0 54 0 0 0 142
The educational attainment of second-generation mainland Chinese immigrants in Taiwan 0 0 0 44 0 2 3 242
The pattern of birth spacing during Taiwan's demographic transition 0 0 0 61 0 0 2 245
The spurious regression of fractionally integrated processes 0 0 0 70 0 0 1 260
Using Difference‐Based Methods for Inference in Regression with Fractionally Integrated Processes 0 0 0 25 0 0 0 76
Total Journal Articles 1 2 10 495 2 11 42 2,087


Statistics updated 2024-07-03