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 61 0 1 7 202
A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter 0 0 2 148 0 0 5 422
A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models 0 1 1 69 0 2 8 180
A Simple Approximation for Bivariate Normal Integral Based on Error Function and its Application on Probit Model with Binary Endogenous Regressor 0 1 9 549 2 4 32 1,463
Autoregressive Spectral Averaging Estimator 0 1 5 42 0 2 13 39
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 0 18 1 1 2 164
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 1 20 0 1 14 164
Estimating Long Memory Time-Series-Cross-Section Data 0 0 0 25 0 1 6 166
Estimating Markov-Switching ARMA Models with Extended Algorithms of Hamilton 0 0 0 274 0 1 10 784
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 1 2 135 0 2 9 294
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 0 0 24 0 0 2 76
Home Bias in Currency Forecasts 0 0 0 37 2 5 14 161
Maximum Likelihood Estimation of Censored Stochastic Frontier Models: An Application to the Three-Stage DEA Method 0 0 1 124 0 1 15 406
Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes 0 0 0 92 1 3 13 298
Maximum Likelihood Estimation of the Panel Sample Selection Model 0 1 1 128 1 3 9 161
Monitoring Structural Changes in Regression with Long Memory Processes 0 0 0 45 0 1 7 151
The Fertility of Second-Generation Political Immigrants in Taiwan 0 0 0 18 0 2 8 153
The GMM Estimation with Long Difference and Multiple Difference Operators 0 1 1 63 1 6 13 308
The Long Memory Autoregressive Distributed Lag Model and Its Application on Congressional Approval 0 0 1 62 0 2 8 287
Total Working Papers 0 6 24 1,934 8 38 195 5,879
1 registered items for which data could not be found


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 0 3 20
A post-truncation parameterization of truncated normal technical inefficiency 0 1 2 6 1 4 8 41
A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models 0 1 2 18 2 4 16 104
Coresidence With Husband’s Parents, Labor Supply, and Duration to First Birth 0 0 2 7 0 1 5 51
ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS 0 0 0 3 0 0 0 20
Evaluating the CDF of the distribution of the stochastic frontier composed error 1 1 3 7 1 2 16 31
Long memory story of the real interest rate 1 1 3 48 1 3 7 165
Males’ housing wealth and their marriage market advantage 0 2 6 6 3 8 33 33
Maximum simulated likelihood estimation of the panel sample selection model 0 0 0 1 0 0 0 12
OPTIMAL MULTISTEP VAR FORECAST AVERAGING 0 0 0 0 1 4 4 4
On the power of durbin-watson statistic against fractionally integrated processes 0 0 0 47 0 0 1 246
Pairwise likelihood inference for the random effects probit model 0 0 0 0 0 0 4 18
SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS 0 0 2 17 0 1 6 68
Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence 0 0 1 39 0 0 5 139
The Beveridge-Nelson decomposition of Markov-switching processes 0 0 0 54 0 3 3 141
The educational attainment of second-generation mainland Chinese immigrants in Taiwan 0 0 0 43 0 0 1 237
The pattern of birth spacing during Taiwan's demographic transition 0 0 0 60 0 0 1 240
The spurious regression of fractionally integrated processes 0 0 1 69 0 4 10 252
Using Difference‐Based Methods for Inference in Regression with Fractionally Integrated Processes 0 0 0 25 0 0 1 73
Total Journal Articles 2 6 22 455 9 34 124 1,895


Statistics updated 2021-04-06