| Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
| 2009 | A generalized ARFIMA Process with Markov-switching Fractional Differencing Parameter | Tsay, Wen-Jen ; Wolfgan Karl Hardle | JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 79(5), 731-745 | | | |
| 2011 | A Markov Regime-switching ARMA Approach for Hedging Stock Indices | Chen, Chao-Chun; Wen-Jen Tsay | JOURNAL OF FUTURES MARKETS 31(2), 165-191 | | | |
| 2015 | A Post-truncation Parameterization of Truncated Normal Technical Inefficiency | Amsler, C; Schmidt, P; Tsay, W-J | JOURNAL OF PRODUCTIVITY ANALYSIS 44(2), 209-220 | | | |
| 2023 | A Simple Approximation for the Bivariate Normal Integral | Tsay, Wen-Jen ; Peng-Hsuan Ke | Communications in Statistics - Simulation and Computation 52(4), 1462-1475 | | | |
| 2013 | A Simple Closed-Form Approximation for the Cumulative Distribution Function of the Composite Error of Stochastic Frontier Models | Tsay, Wen-Jen ; Cliff J. Huang; Tsu-Tan Fu; I. Lin Ho | JOURNAL OF PRODUCTIVITY ANALYSIS 39, 259-269 | | | |
| 2001 | Alternative Proof for the Consistency of the KPSS Tests against Fractional Alternatives | Tsay, W-J | 人文及社會科學集刊 13(4), 401-416 | | | |
| 2014 | Coresidence with Husband's Parents, Labor Supply, and Duration to First Birth | Chu, C. Y. Cyrus; Seik Kim; Wen-Jen Tsay | DEMOGRAPHY 51(1), 185-204 | | | |
| 2021 | Estimating cartel damages with model averaging approaches | Tsay, Wen-Jen | INTERNATIONAL REVIEW OF LAW AND ECONOMICS 68, 106019 | | | |
| 2009 | Estimating Long Memory Time-Series-Cross-Section Data | Tsay, W-J | ELECTORAL STUDIES 28(1), 129-140 | | | |
| 2021 | Estimating the Willingness to Pay for Voting When Absentee Voting Is Not Allowed | Chu, C. Y. Cyrus; Shih-Yang Lin; Wen-Jen Tsay | Social Science Quarterly 102(4), 1380-1393 | | | |
| 2000 | Estimating Trending Variables in the Presence of Fractionally Integrated Errors | Tsay, W-J | ECONOMETRIC THEORY 16(3), 324-346 | | | |
| 2021 | Estimation and Efficiency Evaluation of Stochastic Frontier Models with Interval Dependent Variables | Hwu, Shih-Tang; Tsu-Tan Fu; Wen-Jen Tsay | Journal of Productivity Analysis 56, 33-44 | | | |
| 2019 | Evaluating the CDF of the Distribution of the Stochastic Frontier Composed Error | Amsler; Christine; Peter Schmidt; Wen-Jen Tsay | JOURNAL OF PRODUCTIVITY ANALYSIS 52, 29-35 | | | |
| 2020 | Males' Housing Wealth and Their Marriage Market Advantage | Chu, C. Y. Cyrus; Jou-Chun Lin; Wen-Jen Tsay | Journal of Population Economics 33(3), 1005-1023 | | | |
| 2022 | Mallows Model Averaging Estimator for the MIDAS Model with Almon Polynomial Weight | Wong; Hsin-Chieh; Wen-Jen Tsay | Statistica Sinica 32(4), 1811-1833 | | | |
| 2010 | Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes | Tsay, W-J | JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 80(7), 729-745 | | | |
| 2012 | Maximum Likelihood Estimation of Structural VARFIMA Model | Tsay, W-J | ELECTORAL STUDIES 31(4), 852-860 | | | |
| 2018 | Maximum Simulated Likelihood Estimation of the Panel Sample Selection Model | Lai, H-P; Tsay, W-J | ECONOMETRIC REVIEWS 37(7), 744-759 | | | |
| 2022 | Merger Simulation based on Survey-generated Diversion Ratios | Tsay, Wen-Jen ; Wei-Min Hu | European Competition Journal 18(2), 249-264 | | | |
| 1998 | On the Power of Durbin-Watson Statistic against Fractionally Integrated Processes | Tsay, W-J | ECONOMETRIC REVIEWS 17(4), 361-386 | | | |
