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 3 217
A Post-Truncation Parameterization of Truncated Normal Technical Inefficiency 0 0 0 35 3 3 3 161
A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models 0 0 0 70 1 2 3 190
A Simple Approximation for Bivariate Normal Integral Based on Error Function and its Application on Probit Model with Binary Endogenous Regressor 2 2 8 566 3 3 11 1,506
A generalized ARFIMA process with Markov-switching fractional differencing parameter 0 0 0 149 1 2 2 427
Autoregressive Spectral Averaging Estimator 0 0 0 46 1 2 4 56
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 0 21 0 0 0 181
Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth 0 0 0 20 2 2 2 172
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 0 0 1 278 1 4 10 816
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 0 0 27 0 1 1 90
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach 0 0 0 144 0 0 1 326
Home Bias in Currency Forecasts 0 0 0 37 1 1 2 170
Maximum Likelihood Estimation of Censored Stochastic Frontier Models: An Application to the Three-Stage DEA Method 0 0 0 128 0 1 8 438
Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes 0 0 2 98 1 2 8 326
Maximum Likelihood Estimation of the Panel Sample Selection Model 0 0 0 132 0 1 3 175
Monitoring Structural Changes in Regression with Long Memory Processes 0 0 0 45 2 2 4 159
The Fertility of Second-Generation Political Immigrants in Taiwan 0 0 0 18 4 4 5 163
The GMM Estimation with Long Difference and Multiple Difference Operators 0 0 0 66 0 1 5 337
The Long Memory Autoregressive Distributed Lag Model and Its Application on Congressional Approval 0 0 0 64 0 0 1 296
Total Working Papers 2 2 11 2,033 20 32 78 6,377

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 1 3 4 30
A post-truncation parameterization of truncated normal technical inefficiency 0 0 0 8 0 0 4 54
A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models 0 0 0 26 2 4 6 129
Coresidence With Husband’s Parents, Labor Supply, and Duration to First Birth 0 0 0 9 3 4 6 64
ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS 0 0 0 3 0 0 2 24
Estimating cartel damages with model averaging approaches 1 1 1 6 4 6 7 22
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 0 1 3 1 3 6 23
Evaluating the CDF of the distribution of the stochastic frontier composed error 1 1 1 12 1 1 2 56
Long memory story of the real interest rate 0 0 1 50 3 3 6 176
Males’ housing wealth and their marriage market advantage 0 1 1 14 1 3 9 87
Maximum simulated likelihood estimation of the panel sample selection model 1 1 1 2 1 2 3 19
Merger simulation based on survey–generated diversion ratios 0 0 0 0 3 3 4 6
OPTIMAL MULTISTEP VAR FORECAST AVERAGING 0 0 0 4 1 1 3 18
On the power of durbin-watson statistic against fractionally integrated processes 0 0 0 47 0 0 1 255
Pairwise likelihood inference for the random effects probit model 0 1 2 3 2 4 7 31
SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS 0 0 0 18 1 1 4 76
Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence 0 0 0 40 0 0 1 143
The Beveridge-Nelson decomposition of Markov-switching processes 0 0 0 54 0 2 2 144
The educational attainment of second-generation mainland Chinese immigrants in Taiwan 0 0 0 44 1 4 5 247
The pattern of birth spacing during Taiwan's demographic transition 0 0 0 61 1 1 2 247
The spurious regression of fractionally integrated processes 0 0 1 72 2 3 5 268
Using Difference‐Based Methods for Inference in Regression with Fractionally Integrated Processes 0 0 0 25 0 0 0 77
Total Journal Articles 3 5 9 509 28 48 91 2,202

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Statistics updated 2025-12-06