Publications

Results 1-44 of 44 (Search time: 0.005 seconds).

Issue DateTitleAuthor(s)RelationscopusWOSFulltext/Archive link
12023A Simple Approximation for the Bivariate Normal IntegralTsay, Wen-Jen ; Peng-Hsuan KeCommunications in Statistics - Simulation and Computation 52(4), 1462-1475
22023The Over-Deterrence Risks of Price Squeeze Tests in Regulated IndustriesTsay, Wen-Jen ANTITRUST LAW JOURNAL 85(1), 195-215
32022Merger Simulation based on Survey-generated Diversion RatiosTsay, Wen-Jen ; Wei-Min HuEuropean Competition Journal 18(2), 249-264
42022Mallows Model Averaging Estimator for the MIDAS Model with Almon Polynomial WeightWong; Hsin-Chieh; Wen-Jen Tsay Statistica Sinica 32(4), 1811-1833
52021Estimating the Willingness to Pay for Voting When Absentee Voting Is Not AllowedChu, C. Y. Cyrus; Shih-Yang Lin; Wen-Jen Tsay Social Science Quarterly 102(4), 1380-1393
62021Estimation and Efficiency Evaluation of Stochastic Frontier Models with Interval Dependent VariablesHwu, Shih-Tang; Tsu-Tan Fu; Wen-Jen Tsay Journal of Productivity Analysis 56, 33-44
72021Estimating cartel damages with model averaging approachesTsay, Wen-Jen INTERNATIONAL REVIEW OF LAW AND ECONOMICS 68, 106019
82020Optimal Multistep VAR Forecast AveragingLiao, Jen-Che; Wen-Jen Tsay ECONOMETRIC THEORY 36(6), 1099-1126
92020Males' Housing Wealth and Their Marriage Market AdvantageChu, C. Y. Cyrus; Jou-Chun Lin; Wen-Jen Tsay Journal of Population Economics 33(3), 1005-1023
102019Evaluating the CDF of the Distribution of the Stochastic Frontier Composed ErrorAmsler; Christine; Peter Schmidt; Wen-Jen Tsay JOURNAL OF PRODUCTIVITY ANALYSIS 52, 29-35
112018臺灣經濟最近情勢周雨田 ; 吳安琪; 張靜貞 ; 蔡文禎 ; 楊子霆 ; 劉祝安臺灣經濟預測與政策 第48卷第2期，頁115-141
122018Maximum Simulated Likelihood Estimation of the Panel Sample Selection ModelLai, H-P; Tsay, W-J ECONOMETRIC REVIEWS 37(7), 744-759
132018Pairwise Likelihood Inference for the Random Effects Probit ModelKe, P-H; Lo, T-F; Tsay, W-J Computational Statistics 33(2), 837-861
142017臺灣經濟最近情勢周雨田 ; 彭信坤 ; 張靜貞 ; 蔡文禎 ; 殷壽鏞臺灣經濟預測與政策 第48卷第1期，頁145-170
152017臺灣經濟最近情勢周雨田 ; 彭信坤 ; 張靜貞 ; 蔡文禎 ; 殷壽鏞臺灣經濟預測與政策 第47卷第2期，頁153-178
162016臺灣經濟最近情勢周雨田 ; 彭信坤 ; 張靜貞 ; 蔡文禎 ; 殷壽鏞臺灣經濟預測與政策 第46卷第2期，頁291-315
172016臺灣經濟最近情勢周雨田 ; 彭信坤 ; 張靜貞 ; 蔡文禎 ; 殷壽鏞臺灣經濟預測與政策 第47卷第1期，頁149-172
182015臺灣經濟最近情勢周雨田 ; 彭信坤 ; 張靜貞 ; 蔡文禎 ; 殷壽鏞臺灣經濟預測與政策 第45卷第2期，頁105-129
192015A Post-truncation Parameterization of Truncated Normal Technical InefficiencyAmsler, C; Schmidt, P; Tsay, W-J JOURNAL OF PRODUCTIVITY ANALYSIS 44(2), 209-220
202015臺灣經濟最近情勢周雨田 ; 彭信坤 ; 張靜貞 ; 蔡文禎 ; 殷壽鏞臺灣經濟預測與政策 第46卷第1期，頁159-183
212014臺灣經濟最近情勢周雨田 ; 彭信坤 ; 張靜貞 ; 蔡文禎 ; 林常青 臺灣經濟預測與政策 第45卷第1期，頁141-164
222014Coresidence with Husband's Parents, Labor Supply, and Duration to First BirthChu, C. Y. Cyrus; Seik Kim; Wen-Jen Tsay DEMOGRAPHY 51(1), 185-204
232014農村女性的社會流動：基于婚姻匹配的認識韋豔; 蔡文禎 人口研究 第38卷第4期，頁29-40
242013A Simple Closed-Form Approximation for the Cumulative Distribution Function of the Composite Error of Stochastic Frontier ModelsTsay, Wen-Jen ; Cliff J. Huang; Tsu-Tan Fu; I. Lin HoJOURNAL OF PRODUCTIVITY ANALYSIS 39, 259-269
252012Maximum Likelihood Estimation of Structural VARFIMA ModelTsay, W-J ELECTORAL STUDIES 31(4), 852-860
262012臺灣經濟最近情勢陳宜廷 ; 簡錦漢 ; 張靜貞 ; 蔡文禎 ; 林常青 ; 周雨田 臺灣經濟預測與政策 第42卷第2期，頁157-179
272011A Markov Regime-switching ARMA Approach for Hedging Stock IndicesChen, Chao-Chun; Wen-Jen Tsay JOURNAL OF FUTURES MARKETS 31(2), 165-191
282010The Long Memory Autoregressive Distributed Lag Model and Its Application on Congressional ApprovalTsay, W-J ELECTORAL STUDIES 29(1), 128-143
292010Maximum Likelihood Estimation of Stationary Multivariate ARFIMA ProcessesTsay, W-J JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 80(7), 729-745
302009A generalized ARFIMA Process with Markov-switching Fractional Differencing ParameterTsay, Wen-Jen ; Wolfgan Karl HardleJOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 79(5), 731-745
312009Estimating Long Memory Time-Series-Cross-Section DataTsay, W-J ELECTORAL STUDIES 28(1), 129-140
322009The Fertility of Second-Generation Political Immigrants in TaiwanTsay, W-J JOURNAL OF IMMIGRANT & REFUGEE STUDIES 7,109-128
332007Using Difference-Based Methods for Inference in Regression with Fractionally-Integrated ProcessesTsay, W-J JOURNAL OF TIME SERIES ANALYSIS 28(6), 827-843
342006The Beveridge-Nelson Decomposition of Markov-Switching ProcessesChen, Chao-Chun; Wen-Jen Tsay ECONOMICS LETTERS 91(1), 83-89
352006The Educational Attainment of Second-Generation Mainland Chinese Immigrants in TaiwanTsay, W-J JOURNAL OF POPULATION ECONOMICS 19(4), 749-767
362005The Pattern of Birth Spacing during Taiwan’s Demographic TransitionTsay, Wen-Jen ; C. Y. Cyrus ChuJOURNAL OF POPULATION ECONOMICS 18(2), 323-336
372004Testing for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions with Serial DependenceTsay, W-J ECONOMICS LETTERS 83(1), 69-76
382001Alternative Proof for the Consistency of the KPSS Tests against Fractional AlternativesTsay, W-J 人文及社會科學集刊 13(4), 401-416
392000The Spurious Regression of Fractionally Integrated ProcessesTsay, Wen-Jen ; Chin-Fan ChungJOURNAL OF ECONOMETRICS 96(1), 155-182
402000The Long Memory Story of the Real Interest RateTsay, W-J ECONOMICS LETTERS 67(3), 325-330
412000Estimating Trending Variables in the Presence of Fractionally Integrated ErrorsTsay, W-J ECONOMETRIC THEORY 16(3), 324-346
421999Spurious Regression Between I(1) Process with Infinite Variance ErrorsTsay, W-J ECONOMETRIC THEORY 15(4), 622-628
431998On the Power of Durbin-Watson Statistic against Fractionally Integrated ProcessesTsay, W-J ECONOMETRIC REVIEWS 17(4), 361-386
44-Does Distance Make Happiness? Geographic Proximity of Adult Children and the Well-being of Older PersonsYan Wei; Wen-Jen Tsay Journal of Aging and Social Policy