| Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link |
| 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 | | | |
| 2020 | Optimal Multistep VAR Forecast Averaging | Liao, Jen-Che; Wen-Jen Tsay | ECONOMETRIC THEORY 36(6), 1099-1126 | | | |
| 2018 | Pairwise Likelihood Inference for the Random Effects Probit Model | Ke, P-H; Lo, T-F; Tsay, W-J | Computational Statistics 33(2), 837-861 | | | |
| 1999 | Spurious Regression Between I(1) Process with Infinite Variance Errors | Tsay, W-J | ECONOMETRIC THEORY 15(4), 622-628 | | | |
| 2004 | Testing for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions with Serial Dependence | Tsay, W-J | ECONOMICS LETTERS 83(1), 69-76 | | | |
| 2006 | The Beveridge-Nelson Decomposition of Markov-Switching Processes | Chen, Chao-Chun; Wen-Jen Tsay | ECONOMICS LETTERS 91(1), 83-89 | | | |
| 2006 | The Educational Attainment of Second-Generation Mainland Chinese Immigrants in Taiwan | Tsay, W-J | JOURNAL OF POPULATION ECONOMICS 19(4), 749-767 | | | |
| 2009 | The Fertility of Second-Generation Political Immigrants in Taiwan | Tsay, W-J | JOURNAL OF IMMIGRANT & REFUGEE STUDIES 7,109-128 | | | |
| 2010 | The Long Memory Autoregressive Distributed Lag Model and Its Application on Congressional Approval | Tsay, W-J | ELECTORAL STUDIES 29(1), 128-143 | | | |
| 2000 | The Long Memory Story of the Real Interest Rate | Tsay, W-J | ECONOMICS LETTERS 67(3), 325-330 | | | |
| 2023 | The Over-Deterrence Risks of Price Squeeze Tests in Regulated Industries | Tsay, Wen-Jen | ANTITRUST LAW JOURNAL 85(1), 195-215 | | | |
| 2005 | The Pattern of Birth Spacing during Taiwan’s Demographic Transition | Tsay, Wen-Jen ; C. Y. Cyrus Chu | JOURNAL OF POPULATION ECONOMICS 18(2), 323-336 | | | |
| 2000 | The Spurious Regression of Fractionally Integrated Processes | Tsay, Wen-Jen ; Chin-Fan Chung | JOURNAL OF ECONOMETRICS 96(1), 155-182 | | | |
| 2007 | Using Difference-Based Methods for Inference in Regression with Fractionally-Integrated Processes | Tsay, W-J | JOURNAL OF TIME SERIES ANALYSIS 28(6), 827-843 | | | |
