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 3 219
A Post-Truncation Parameterization of Truncated Normal Technical Inefficiency 0 0 1 36 0 1 13 171
A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models 0 0 0 70 1 4 14 202
A Simple Approximation for Bivariate Normal Integral Based on Error Function and its Application on Probit Model with Binary Endogenous Regressor 0 0 3 567 0 4 12 1,515
A generalized ARFIMA process with Markov-switching fractional differencing parameter 0 0 2 151 0 0 12 437
Autoregressive Spectral Averaging Estimator 0 0 0 46 0 1 8 62
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 0 20 0 0 4 174
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 0 21 0 3 13 194
Estimating Long Memory Time-Series-Cross-Section Data 0 0 0 25 0 0 6 177
Estimating Markov-Switching ARMA Models with Extended Algorithms of Hamilton 0 1 2 279 0 1 11 822
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 0 1 145 1 2 25 351
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 0 0 27 0 0 9 98
Home Bias in Currency Forecasts 0 0 1 38 0 0 10 179
Maximum Likelihood Estimation of Censored Stochastic Frontier Models: An Application to the Three-Stage DEA Method 0 0 0 128 0 5 19 456
Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes 0 0 1 99 0 1 15 338
Maximum Likelihood Estimation of the Panel Sample Selection Model 0 2 2 134 0 2 14 187
Monitoring Structural Changes in Regression with Long Memory Processes 0 0 1 46 0 2 12 169
The Fertility of Second-Generation Political Immigrants in Taiwan 0 0 0 18 0 1 12 170
The GMM Estimation with Long Difference and Multiple Difference Operators 0 0 0 66 0 0 12 348
The Long Memory Autoregressive Distributed Lag Model and Its Application on Congressional Approval 0 0 0 64 0 0 5 301
Total Working Papers 0 3 14 2,044 2 27 229 6,570


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 1 1 7 0 2 10 37
A post-truncation parameterization of truncated normal technical inefficiency 0 0 0 8 0 1 11 65
A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models 0 0 0 26 0 1 14 138
Coresidence With Husband’s Parents, Labor Supply, and Duration to First Birth 0 0 0 9 0 2 13 73
ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS 0 0 0 3 0 0 8 32
Estimating cartel damages with model averaging approaches 0 0 1 6 0 1 13 29
Estimating the Willingness to Pay for Voting when Absentee Voting is not Allowed 0 0 0 2 0 2 10 16
Estimation and efficiency evaluation of stochastic frontier models with interval dependent variables 0 0 0 3 1 1 16 35
Evaluating the CDF of the distribution of the stochastic frontier composed error 0 0 1 12 1 3 16 71
Long memory story of the real interest rate 0 0 0 50 1 1 9 182
Males’ housing wealth and their marriage market advantage 0 0 2 15 0 6 38 122
Maximum simulated likelihood estimation of the panel sample selection model 0 0 1 2 0 0 12 29
Merger simulation based on survey–generated diversion ratios 0 0 0 0 1 1 7 10
OPTIMAL MULTISTEP VAR FORECAST AVERAGING 0 0 0 4 1 1 14 30
On the power of durbin-watson statistic against fractionally integrated processes 1 2 2 49 1 2 8 263
Pairwise likelihood inference for the random effects probit model 0 0 1 3 1 2 14 41
SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS 0 0 0 18 0 0 4 79
Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence 0 0 0 40 0 0 4 147
The Beveridge-Nelson decomposition of Markov-switching processes 0 0 0 54 0 2 18 160
The educational attainment of second-generation mainland Chinese immigrants in Taiwan 0 0 0 44 1 2 17 260
The pattern of birth spacing during Taiwan's demographic transition 0 0 0 61 0 0 6 252
The spurious regression of fractionally integrated processes 0 0 2 73 2 3 13 277
Using Difference‐Based Methods for Inference in Regression with Fractionally Integrated Processes 0 0 0 25 1 3 5 82
Total Journal Articles 1 3 11 514 11 36 280 2,430


Statistics updated 2026-08-07