Wen-Jen Tsay : Citation Profile


Are you Wen-Jen Tsay?

Academia Sinica

7

H index

7

i10 index

236

Citations

RESEARCH PRODUCTION:

21

Articles

21

Papers

RESEARCH ACTIVITY:

   24 years (1998 - 2022). See details.
   Cites by year: 9
   Journals where Wen-Jen Tsay has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 8 (3.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pts37
   Updated: 2024-11-04    RAS profile: 2023-02-24    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Wen-Jen Tsay.

Is cited by:

Gil-Alana, Luis (20)

Caporale, Guglielmo Maria (17)

Ventosa-Santaulària, Daniel (14)

Noriega, Antonio (11)

Rossi, Pauline (7)

GUPTA, RANGAN (7)

Tabak, Benjamin (6)

Cajueiro, Daniel (6)

Nielsen, Morten (4)

Miller, Stephen (4)

DE TRUCHIS, Gilles (4)

Cites to:

Schmidt, Peter (17)

Mishkin, Frederic (11)

Lovell, C. (10)

Hansen, Bruce (7)

Hamilton, James (7)

Borjas, George (6)

Dufour, Jean-Marie (5)

Prokhorov, Artem (5)

Engel, Charles (5)

Connor, John (4)

Baillie, Richard (4)

Main data


Where Wen-Jen Tsay has published?


Journals with more than one article published# docs
Journal of Productivity Analysis4
Economics Letters3
Econometric Theory3
Journal of Population Economics3
Econometric Reviews2

Working Papers Series with more than one paper published# docs
IEAS Working Paper : academic research / Institute of Economics, Academia Sinica, Taipei, Taiwan16
Working Papers / University of Washington, Department of Economics2

Recent works citing Wen-Jen Tsay (2024 and 2023)


YearTitle of citing document
2024Spurious Regression Under Broken-Trend Stationarity. (2006). Ventosa-Santaulària, Daniel ; Noriega, Antonio. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:27:y:2006:i:5:p:671-684.

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2023Transitory Earnings Opportunities and Educational Scarring of Men. (2023). Sigurdsson, Josef. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10361.

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2023Optimal model averaging based on forward-validation. (2023). Zhang, Xiaomeng. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s030440762200094x.

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2024Time-varying forecast combination for factor-augmented regressions with smooth structural changes. (2024). Li, Haiqi ; Hong, Yongmiao ; Chen, Qitong. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000393.

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2023Heterogeneity of public services, gender identity, and the spatial allocation of real estate. (2023). Xiong, Ying ; Zhang, Cheng ; Yang, Xiaozhong ; Ge, Shilong. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007279.

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2024Farewell President! Political favoritism, economic inequality, and political polarization. (2024). Swee, Eik Leong ; Cheng, Hui-Pei. In: European Journal of Political Economy. RePEc:eee:poleco:v:81:y:2024:i:c:s0176268023001271.

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2024Does “son preference” affect rural floating parents’ willingness to settle in towns and cities?. (2024). Wang, Hai-Feng ; Xuan, YE ; Hu, Yun-Zhi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:485-510.

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2023Transitory Earnings Opportunities and Educational Scarring of Men. (2023). Sigurdsson, Josef. In: IZA Discussion Papers. RePEc:iza:izadps:dp16050.

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2023Consistent Estimation of Panel Data Sample Selection Models. (2023). Jimenez-Martin, Sergi ; Baltagi, Badi H ; al Sadoon, Majid ; Labeaga, Jose M. In: IZA Discussion Papers. RePEc:iza:izadps:dp16594.

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2023Parental housing wealth and children’s marriage prospects in China—evidence from CHARLS. (2023). Angelini, Viola ; Alessie, Rob ; Gao, YA. In: Review of Economics of the Household. RePEc:kap:reveho:v:21:y:2023:i:2:d:10.1007_s11150-022-09608-8.

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2023Generalized kernel regularized least squares estimator with parametric error covariance. (2023). Ullah, Aman ; Dang, Justin. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:6:d:10.1007_s00181-023-02411-z.

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2023Housing wealth and fertility: evidence from China. (2023). Wang, Fei ; Liu, Lili. In: Journal of Population Economics. RePEc:spr:jopoec:v:36:y:2023:i:1:d:10.1007_s00148-021-00879-6.

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Works by Wen-Jen Tsay:


YearTitleTypeCited
2021Estimating the Willingness to Pay for Voting when Absentee Voting is not Allowed In: Social Science Quarterly.
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article0
1999SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS In: Econometric Theory.
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article3
2000ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS In: Econometric Theory.
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article3
2020OPTIMAL MULTISTEP VAR FORECAST AVERAGING In: Econometric Theory.
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article2
2000Long memory story of the real interest rate In: Economics Letters.
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article56
2004Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence In: Economics Letters.
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article6
2006The Beveridge-Nelson decomposition of Markov-switching processes In: Economics Letters.
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article5
2000The spurious regression of fractionally integrated processes In: Journal of Econometrics.
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article70
2021Estimating cartel damages with model averaging approaches In: International Review of Law and Economics.
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article0
2010Home Bias in Currency Forecasts In: Working Papers.
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paper0
2007A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter In: SFB 649 Discussion Papers.
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paper10
2013A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models In: Journal of Productivity Analysis.
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article12
2015A post-truncation parameterization of truncated normal technical inefficiency In: Journal of Productivity Analysis.
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article4
2013A Post-Truncation Parameterization of Truncated Normal Technical Inefficiency.(2013) In: IEAS Working Paper : academic research.
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This paper has nother version. Agregated cites: 4
paper
2019Evaluating the CDF of the distribution of the stochastic frontier composed error In: Journal of Productivity Analysis.
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article3
2021Estimation and efficiency evaluation of stochastic frontier models with interval dependent variables In: Journal of Productivity Analysis.
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article0
2007Estimating Long Memory Time-Series-Cross-Section Data In: IEAS Working Paper : academic research.
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paper1
2007The Fertility of Second-Generation Political Immigrants in Taiwan In: IEAS Working Paper : academic research.
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paper0
2007Estimating Markov-Switching ARMA Models with Extended Algorithms of Hamilton In: IEAS Working Paper : academic research.
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paper0
2007Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes In: IEAS Working Paper : academic research.
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paper5
2008The Long Memory Autoregressive Distributed Lag Model and Its Application on Congressional Approval In: IEAS Working Paper : academic research.
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paper0
2008The GMM Estimation with Long Difference and Multiple Difference Operators In: IEAS Working Paper : academic research.
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paper0
2009Maximum Likelihood Estimation of Censored Stochastic Frontier Models: An Application to the Three-Stage DEA Method In: IEAS Working Paper : academic research.
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paper2
2009Monitoring Structural Changes in Regression with Long Memory Processes In: IEAS Working Paper : academic research.
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paper0
2011A Simple Approximation for Bivariate Normal Integral Based on Error Function and its Application on Probit Model with Binary Endogenous Regressor In: IEAS Working Paper : academic research.
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paper0
2010A Computationally Efficient Analytic Procedure for the Random Effects Probit Model In: IEAS Working Paper : academic research.
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paper0
2012A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models In: IEAS Working Paper : academic research.
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paper0
2011Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach In: IEAS Working Paper : academic research.
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paper10
Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach.() In: Working Papers.
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This paper has nother version. Agregated cites: 10
paper
2012Coresidence with Husbands Parents, Labor Supply, and Duration to First Birth In: IEAS Working Paper : academic research.
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paper10
2014Coresidence With Husband’s Parents, Labor Supply, and Duration to First Birth.(2014) In: Demography.
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This paper has nother version. Agregated cites: 10
article
2012Coresidence with Husbands Parents, Labor Supply, and Duration to First Birth.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
paper
2012Maximum Likelihood Estimation of the Panel Sample Selection Model In: IEAS Working Paper : academic research.
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paper2
2017Autoregressive Spectral Averaging Estimator In: IEAS Working Paper : academic research.
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paper0
2018Pairwise likelihood inference for the random effects probit model In: Computational Statistics.
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article0
2005The pattern of birth spacing during Taiwans demographic transition In: Journal of Population Economics.
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article18
2006The educational attainment of second-generation mainland Chinese immigrants in Taiwan In: Journal of Population Economics.
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article4
2020Males’ housing wealth and their marriage market advantage In: Journal of Population Economics.
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article6
1998On the power of durbin-watson statistic against fractionally integrated processes In: Econometric Reviews.
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article3
2018Maximum simulated likelihood estimation of the panel sample selection model In: Econometric Reviews.
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article1
2022Merger simulation based on survey–generated diversion ratios In: European Competition Journal.
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article0
In: .
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paper0

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