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 2 216
A Post-Truncation Parameterization of Truncated Normal Technical Inefficiency 0 0 0 35 0 0 0 158
A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models 0 0 0 70 0 0 1 188
A Simple Approximation for Bivariate Normal Integral Based on Error Function and its Application on Probit Model with Binary Endogenous Regressor 0 2 7 564 0 2 11 1,503
A generalized ARFIMA process with Markov-switching fractional differencing parameter 0 0 0 149 0 0 0 425
Autoregressive Spectral Averaging Estimator 0 0 0 46 0 0 2 54
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 0 21 0 0 1 181
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 2 171
Estimating Markov-Switching ARMA Models with Extended Algorithms of Hamilton 1 1 1 278 1 3 8 812
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 0 0 144 0 1 2 326
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 0 0 27 0 0 0 89
Home Bias in Currency Forecasts 0 0 0 37 0 1 1 169
Maximum Likelihood Estimation of Censored Stochastic Frontier Models: An Application to the Three-Stage DEA Method 0 0 0 128 0 1 7 437
Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes 0 0 3 98 1 2 7 324
Maximum Likelihood Estimation of the Panel Sample Selection Model 0 0 1 132 1 1 3 174
Monitoring Structural Changes in Regression with Long Memory Processes 0 0 0 45 0 0 2 157
The Fertility of Second-Generation Political Immigrants in Taiwan 0 0 0 18 1 1 2 159
The GMM Estimation with Long Difference and Multiple Difference Operators 0 0 0 66 0 0 7 336
The Long Memory Autoregressive Distributed Lag Model and Its Application on Congressional Approval 0 0 0 64 0 0 1 296
Total Working Papers 1 3 12 2,031 4 13 59 6,345


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 6 0 0 2 27
A post-truncation parameterization of truncated normal technical inefficiency 0 0 1 8 0 2 5 54
A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models 0 0 0 26 1 2 6 125
Coresidence With Husband’s Parents, Labor Supply, and Duration to First Birth 0 0 0 9 0 1 2 60
ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS 0 0 0 3 0 2 2 24
Estimating cartel damages with model averaging approaches 0 0 0 5 0 1 3 16
Estimating the Willingness to Pay for Voting when Absentee Voting is not Allowed 0 0 0 2 0 0 2 6
Estimation and efficiency evaluation of stochastic frontier models with interval dependent variables 0 1 1 3 1 2 4 20
Evaluating the CDF of the distribution of the stochastic frontier composed error 0 0 0 11 0 0 2 55
Long memory story of the real interest rate 0 0 1 50 0 1 4 173
Males’ housing wealth and their marriage market advantage 0 0 0 13 0 3 7 84
Maximum simulated likelihood estimation of the panel sample selection model 0 0 0 1 0 1 1 17
Merger simulation based on survey–generated diversion ratios 0 0 0 0 0 0 2 3
OPTIMAL MULTISTEP VAR FORECAST AVERAGING 0 0 0 4 1 2 2 17
On the power of durbin-watson statistic against fractionally integrated processes 0 0 0 47 0 0 2 255
Pairwise likelihood inference for the random effects probit model 0 1 1 2 0 1 3 27
SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS 0 0 0 18 0 1 3 75
Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence 0 0 0 40 0 1 1 143
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 1 1 243
The pattern of birth spacing during Taiwan's demographic transition 0 0 0 61 0 0 1 246
The spurious regression of fractionally integrated processes 1 1 1 72 1 1 4 265
Using Difference‐Based Methods for Inference in Regression with Fractionally Integrated Processes 0 0 0 25 0 0 1 77
Total Journal Articles 1 3 6 504 4 22 60 2,154


Statistics updated 2025-09-05