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 4 6 201
A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter 0 1 2 148 0 2 6 422
A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models 0 0 0 68 0 3 6 178
A Simple Approximation for Bivariate Normal Integral Based on Error Function and its Application on Probit Model with Binary Endogenous Regressor 1 1 11 548 2 9 36 1,459
Autoregressive Spectral Averaging Estimator 2 2 4 41 2 5 12 37
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 0 18 0 0 3 163
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 1 1 20 3 7 14 163
Estimating Long Memory Time-Series-Cross-Section Data 0 0 0 25 0 3 5 165
Estimating Markov-Switching ARMA Models with Extended Algorithms of Hamilton 0 0 0 274 0 2 13 783
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 0 0 24 0 0 3 76
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 0 1 134 2 4 13 292
Home Bias in Currency Forecasts 0 0 0 34 2 4 9 168
Home Bias in Currency Forecasts 0 0 0 37 0 4 10 156
Maximum Likelihood Estimation of Censored Stochastic Frontier Models: An Application to the Three-Stage DEA Method 0 0 2 124 2 5 18 405
Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes 0 0 0 92 1 5 13 295
Maximum Likelihood Estimation of the Panel Sample Selection Model 0 0 0 127 0 2 7 158
Monitoring Structural Changes in Regression with Long Memory Processes 0 0 0 45 2 4 8 150
The Fertility of Second-Generation Political Immigrants in Taiwan 0 0 0 18 0 4 9 151
The GMM Estimation with Long Difference and Multiple Difference Operators 0 0 0 62 1 3 10 302
The Long Memory Autoregressive Distributed Lag Model and Its Application on Congressional Approval 0 0 1 62 0 3 6 285
Total Working Papers 3 5 22 1,962 17 73 207 6,009


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 0 1 5 0 1 6 37
A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models 0 0 1 17 2 3 15 100
Coresidence With Husband’s Parents, Labor Supply, and Duration to First Birth 0 1 2 7 0 1 4 50
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 0 0 4 6 2 5 20 29
Long memory story of the real interest rate 0 0 2 47 0 2 4 162
Males’ housing wealth and their marriage market advantage 1 2 4 4 3 10 25 25
Maximum simulated likelihood estimation of the panel sample selection model 0 0 0 1 0 0 5 12
On the power of durbin-watson statistic against fractionally integrated processes 0 0 0 47 0 0 2 246
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 1 2 17 0 2 6 67
Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence 0 0 1 39 0 2 6 139
The Beveridge-Nelson decomposition of Markov-switching processes 0 0 0 54 0 0 1 138
The educational attainment of second-generation mainland Chinese immigrants in Taiwan 0 0 0 43 0 1 2 237
The pattern of birth spacing during Taiwan's demographic transition 0 0 0 60 1 1 2 240
The spurious regression of fractionally integrated processes 1 1 1 69 2 3 6 248
Using Difference‐Based Methods for Inference in Regression with Fractionally Integrated Processes 0 0 0 25 1 1 1 73
Total Journal Articles 2 5 18 449 11 32 112 1,861


Statistics updated 2021-01-03