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 0 2 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 0 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 1 2 9 63
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 0 20 1 1 5 175
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 0 21 1 2 14 195
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 0 1 279 0 0 10 822
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 0 1 145 0 1 25 351
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 0 0 27 1 1 10 99
Home Bias in Currency Forecasts 0 0 1 38 2 2 12 181
Maximum Likelihood Estimation of Censored Stochastic Frontier Models: An Application to the Three-Stage DEA Method 0 0 0 128 0 4 19 456
Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes 0 0 1 99 1 1 15 339
Maximum Likelihood Estimation of the Panel Sample Selection Model 0 1 2 134 1 2 14 188
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 1 1 12 171
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 1 13 2,044 9 22 234 6,579


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 1 7 0 0 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 13 138
Coresidence With Husband’s Parents, Labor Supply, and Duration to First Birth 0 0 0 9 0 1 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 0 13 29
Estimating the Willingness to Pay for Voting when Absentee Voting is not Allowed 0 0 0 2 0 0 10 16
Estimation and efficiency evaluation of stochastic frontier models with interval dependent variables 0 0 0 3 0 1 15 35
Evaluating the CDF of the distribution of the stochastic frontier composed error 0 0 1 12 0 1 16 71
Long memory story of the real interest rate 0 0 0 50 0 1 9 182
Males’ housing wealth and their marriage market advantage 0 0 2 15 3 5 41 125
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 0 1 7 10
OPTIMAL MULTISTEP VAR FORECAST AVERAGING 0 0 0 4 2 3 15 32
On the power of durbin-watson statistic against fractionally integrated processes 0 1 2 49 0 1 8 263
Pairwise likelihood inference for the random effects probit model 0 0 1 3 0 1 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 1 18 160
The educational attainment of second-generation mainland Chinese immigrants in Taiwan 0 0 0 44 0 1 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 1 73 0 3 12 277
Using Difference‐Based Methods for Inference in Regression with Fractionally Integrated Processes 1 1 1 26 1 2 6 83
Total Journal Articles 1 2 11 515 6 24 282 2,436


Statistics updated 2026-09-10