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 2 4 219
A Post-Truncation Parameterization of Truncated Normal Technical Inefficiency 0 0 0 35 1 3 6 164
A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models 0 0 0 70 2 3 5 193
A Simple Approximation for Bivariate Normal Integral Based on Error Function and its Application on Probit Model with Binary Endogenous Regressor 0 1 8 567 1 5 14 1,511
A generalized ARFIMA process with Markov-switching fractional differencing parameter 0 0 0 149 0 2 4 429
Autoregressive Spectral Averaging Estimator 0 0 0 46 0 2 5 58
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 0 20 0 0 2 172
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 0 21 1 6 6 187
Estimating Long Memory Time-Series-Cross-Section Data 0 0 0 25 0 4 6 175
Estimating Markov-Switching ARMA Models with Extended Algorithms of Hamilton 0 0 1 278 0 4 13 820
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 0 0 27 2 6 7 96
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 1 1 1 145 5 18 19 344
Home Bias in Currency Forecasts 0 1 1 38 2 8 10 178
Maximum Likelihood Estimation of Censored Stochastic Frontier Models: An Application to the Three-Stage DEA Method 0 0 0 128 2 8 13 446
Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes 1 1 3 99 1 6 12 332
Maximum Likelihood Estimation of the Panel Sample Selection Model 0 0 0 132 1 6 9 181
Monitoring Structural Changes in Regression with Long Memory Processes 0 1 1 46 0 5 9 164
The Fertility of Second-Generation Political Immigrants in Taiwan 0 0 0 18 2 4 9 167
The GMM Estimation with Long Difference and Multiple Difference Operators 0 0 0 66 0 6 9 343
The Long Memory Autoregressive Distributed Lag Model and Its Application on Congressional Approval 0 0 0 64 0 4 4 300
Total Working Papers 2 5 15 2,038 20 102 166 6,479


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 0 3 6 33
A post-truncation parameterization of truncated normal technical inefficiency 0 0 0 8 1 6 8 60
A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models 0 0 0 26 0 3 9 132
Coresidence With Husband’s Parents, Labor Supply, and Duration to First Birth 0 0 0 9 0 5 11 69
ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS 0 0 0 3 0 4 6 28
Estimating cartel damages with model averaging approaches 0 0 1 6 0 3 10 25
Estimating the Willingness to Pay for Voting when Absentee Voting is not Allowed 0 0 0 2 1 6 6 12
Estimation and efficiency evaluation of stochastic frontier models with interval dependent variables 0 0 1 3 2 7 12 30
Evaluating the CDF of the distribution of the stochastic frontier composed error 0 0 1 12 0 6 8 62
Long memory story of the real interest rate 0 0 1 50 0 4 9 180
Males’ housing wealth and their marriage market advantage 0 0 1 14 3 12 19 99
Maximum simulated likelihood estimation of the panel sample selection model 0 0 1 2 2 6 9 25
Merger simulation based on survey–generated diversion ratios 0 0 0 0 0 2 5 8
OPTIMAL MULTISTEP VAR FORECAST AVERAGING 0 0 0 4 1 8 11 26
On the power of durbin-watson statistic against fractionally integrated processes 0 0 0 47 0 5 5 260
Pairwise likelihood inference for the random effects probit model 0 0 2 3 2 6 13 37
SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS 0 0 0 18 0 1 3 77
Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence 0 0 0 40 0 2 3 145
The Beveridge-Nelson decomposition of Markov-switching processes 0 0 0 54 6 14 16 158
The educational attainment of second-generation mainland Chinese immigrants in Taiwan 0 0 0 44 0 4 9 251
The pattern of birth spacing during Taiwan's demographic transition 0 0 0 61 1 2 3 249
The spurious regression of fractionally integrated processes 1 1 2 73 1 5 9 273
Using Difference‐Based Methods for Inference in Regression with Fractionally Integrated Processes 0 0 0 25 1 1 1 78
Total Journal Articles 1 1 10 510 21 115 191 2,317


Statistics updated 2026-03-04