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 1 214
A Post-Truncation Parameterization of Truncated Normal Technical Inefficiency 0 0 0 35 0 0 1 158
A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models 0 0 1 70 0 0 1 187
A Simple Approximation for Bivariate Normal Integral Based on Error Function and its Application on Probit Model with Binary Endogenous Regressor 1 1 4 558 3 3 11 1,495
A generalized ARFIMA process with Markov-switching fractional differencing parameter 0 0 1 149 0 0 2 425
Autoregressive Spectral Averaging Estimator 0 0 0 46 0 0 0 52
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 0 20 0 0 0 170
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 0 21 0 1 2 181
Estimating Long Memory Time-Series-Cross-Section Data 0 0 0 25 0 0 0 169
Estimating Markov-Switching ARMA Models with Extended Algorithms of Hamilton 0 0 0 277 1 2 2 806
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 0 2 144 0 1 8 325
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 0 0 27 0 0 2 89
Home Bias in Currency Forecasts 0 0 0 37 0 0 2 168
Maximum Likelihood Estimation of Censored Stochastic Frontier Models: An Application to the Three-Stage DEA Method 0 0 0 128 0 0 5 430
Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes 0 1 1 96 0 1 4 318
Maximum Likelihood Estimation of the Panel Sample Selection Model 0 1 1 132 0 1 2 172
Monitoring Structural Changes in Regression with Long Memory Processes 0 0 0 45 0 0 0 155
The Fertility of Second-Generation Political Immigrants in Taiwan 0 0 0 18 1 1 1 158
The GMM Estimation with Long Difference and Multiple Difference Operators 0 0 3 66 1 3 11 332
The Long Memory Autoregressive Distributed Lag Model and Its Application on Congressional Approval 0 0 0 64 0 0 0 295
Total Working Papers 1 3 13 2,022 6 13 55 6,299


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 1 1 6 0 1 2 26
A post-truncation parameterization of truncated normal technical inefficiency 0 1 1 8 0 1 1 50
A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models 0 0 2 26 1 4 8 123
Coresidence With Husband’s Parents, Labor Supply, and Duration to First Birth 0 0 0 9 0 0 0 58
ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS 0 0 0 3 0 0 1 22
Estimating cartel damages with model averaging approaches 0 0 1 5 0 2 4 15
Estimating the Willingness to Pay for Voting when Absentee Voting is not Allowed 0 0 0 2 0 0 0 4
Estimation and efficiency evaluation of stochastic frontier models with interval dependent variables 0 0 0 2 0 1 3 17
Evaluating the CDF of the distribution of the stochastic frontier composed error 0 0 1 11 1 1 4 54
Long memory story of the real interest rate 0 0 0 49 0 1 1 170
Males’ housing wealth and their marriage market advantage 0 0 2 13 0 1 10 78
Maximum simulated likelihood estimation of the panel sample selection model 0 0 0 1 0 0 0 16
Merger simulation based on survey–generated diversion ratios 0 0 0 0 1 1 1 2
OPTIMAL MULTISTEP VAR FORECAST AVERAGING 0 0 0 4 0 0 1 15
On the power of durbin-watson statistic against fractionally integrated processes 0 0 0 47 1 1 2 254
Pairwise likelihood inference for the random effects probit model 0 0 0 1 0 0 2 24
SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS 0 0 1 18 0 0 1 72
Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence 0 0 0 40 0 0 0 142
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 0 3 242
The pattern of birth spacing during Taiwan's demographic transition 0 0 0 61 0 0 0 245
The spurious regression of fractionally integrated processes 0 0 1 71 0 2 4 263
Using Difference‐Based Methods for Inference in Regression with Fractionally Integrated Processes 0 0 0 25 1 1 1 77
Total Journal Articles 0 2 10 500 5 17 49 2,111


Statistics updated 2024-12-04