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 1 1 1 36 5 7 12 170
A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models 0 0 0 70 5 7 10 198
A Simple Approximation for Bivariate Normal Integral Based on Error Function and its Application on Probit Model with Binary Endogenous Regressor 0 0 6 567 0 1 11 1,511
A generalized ARFIMA process with Markov-switching fractional differencing parameter 1 2 2 151 6 8 12 437
Autoregressive Spectral Averaging Estimator 0 0 0 46 3 3 8 61
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 0 20 1 2 4 174
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 0 21 3 5 10 191
Estimating Long Memory Time-Series-Cross-Section Data 0 0 0 25 2 2 7 177
Estimating Markov-Switching ARMA Models with Extended Algorithms of Hamilton 0 0 1 278 1 1 12 821
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 0 0 27 2 4 9 98
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 1 1 145 4 10 24 349
Home Bias in Currency Forecasts 0 0 1 38 1 3 11 179
Maximum Likelihood Estimation of Censored Stochastic Frontier Models: An Application to the Three-Stage DEA Method 0 0 0 128 2 7 15 451
Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes 0 1 1 99 4 6 15 337
Maximum Likelihood Estimation of the Panel Sample Selection Model 0 0 0 132 4 5 13 185
Monitoring Structural Changes in Regression with Long Memory Processes 0 0 1 46 3 3 11 167
The Fertility of Second-Generation Political Immigrants in Taiwan 0 0 0 18 2 4 11 169
The GMM Estimation with Long Difference and Multiple Difference Operators 0 0 0 66 4 5 14 348
The Long Memory Autoregressive Distributed Lag Model and Its Application on Congressional Approval 0 0 0 64 1 1 5 301
Total Working Papers 2 5 14 2,041 53 84 218 6,543


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 6 2 2 8 35
A post-truncation parameterization of truncated normal technical inefficiency 0 0 0 8 2 5 12 64
A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models 0 0 0 26 3 5 14 137
Coresidence With Husband’s Parents, Labor Supply, and Duration to First Birth 0 0 0 9 1 2 12 71
ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS 0 0 0 3 3 4 10 32
Estimating cartel damages with model averaging approaches 0 0 1 6 2 3 13 28
Estimating the Willingness to Pay for Voting when Absentee Voting is not Allowed 0 0 0 2 0 3 8 14
Estimation and efficiency evaluation of stochastic frontier models with interval dependent variables 0 0 1 3 2 6 16 34
Evaluating the CDF of the distribution of the stochastic frontier composed error 0 0 1 12 5 6 14 68
Long memory story of the real interest rate 0 0 1 50 1 1 10 181
Males’ housing wealth and their marriage market advantage 1 1 2 15 9 20 35 116
Maximum simulated likelihood estimation of the panel sample selection model 0 0 1 2 4 6 13 29
Merger simulation based on survey–generated diversion ratios 0 0 0 0 1 1 6 9
OPTIMAL MULTISTEP VAR FORECAST AVERAGING 0 0 0 4 3 4 14 29
On the power of durbin-watson statistic against fractionally integrated processes 0 0 0 47 1 1 6 261
Pairwise likelihood inference for the random effects probit model 0 0 2 3 0 4 14 39
SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS 0 0 0 18 2 2 5 79
Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence 0 0 0 40 2 2 5 147
The Beveridge-Nelson decomposition of Markov-switching processes 0 0 0 54 0 6 16 158
The educational attainment of second-generation mainland Chinese immigrants in Taiwan 0 0 0 44 4 7 16 258
The pattern of birth spacing during Taiwan's demographic transition 0 0 0 61 3 4 6 252
The spurious regression of fractionally integrated processes 0 1 2 73 0 2 10 274
Using Difference‐Based Methods for Inference in Regression with Fractionally Integrated Processes 0 0 0 25 1 2 2 79
Total Journal Articles 1 2 11 511 51 98 265 2,394


Statistics updated 2026-05-06