7
H index
6
i10 index
246
Citations
Wen-Jen Tsay : Citation Profile
Academia Sinica | RESEARCH PRODUCTION: 23 Articles 21 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1998 - 2022). 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:
| Cites to:
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Main data
Where Wen-Jen Tsay has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Productivity Analysis | 4 |
| Journal of Population Economics | 3 |
| Economics Letters | 3 |
| Econometric Theory | 3 |
| Econometric Reviews | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| IEAS Working Paper : academic research / Institute of Economics, Academia Sinica, Taipei, Taiwan | 16 |
| Working Papers / University of Washington, Department of Economics | 2 |
Recent works citing Wen-Jen Tsay (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Time-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. Full description at Econpapers || Download paper |
| 2024 | Farewell 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. Full description at Econpapers || Download paper |
| 2024 | Does “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. Full description at Econpapers || Download paper |
Works by Wen-Jen Tsay:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Using Difference‐Based Methods for Inference in Regression with Fractionally Integrated Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 2021 | Estimating the Willingness to Pay for Voting when Absentee Voting is not Allowed In: Social Science Quarterly. [Full Text][Citation analysis] | article | 0 |
| 1999 | SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2000 | ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2020 | OPTIMAL MULTISTEP VAR FORECAST AVERAGING In: Econometric Theory. [Full Text][Citation analysis] | article | 2 |
| 2000 | Long memory story of the real interest rate In: Economics Letters. [Full Text][Citation analysis] | article | 57 |
| 2004 | Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2006 | The Beveridge-Nelson decomposition of Markov-switching processes In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2000 | The spurious regression of fractionally integrated processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 72 |
| 2021 | Estimating cartel damages with model averaging approaches In: International Review of Law and Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | Home Bias in Currency Forecasts In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2013 | A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 12 |
| 2015 | A post-truncation parameterization of truncated normal technical inefficiency In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 4 |
| 2013 | A Post-Truncation Parameterization of Truncated Normal Technical Inefficiency.(2013) In: IEAS Working Paper : academic research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2019 | Evaluating the CDF of the distribution of the stochastic frontier composed error In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 3 |
| 2021 | Estimation and efficiency evaluation of stochastic frontier models with interval dependent variables In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 0 |
| 2007 | Estimating Long Memory Time-Series-Cross-Section Data In: IEAS Working Paper : academic research. [Full Text][Citation analysis] | paper | 1 |
| 2007 | The Fertility of Second-Generation Political Immigrants in Taiwan In: IEAS Working Paper : academic research. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Estimating Markov-Switching ARMA Models with Extended Algorithms of Hamilton In: IEAS Working Paper : academic research. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes In: IEAS Working Paper : academic research. [Full Text][Citation analysis] | paper | 5 |
| 2008 | The Long Memory Autoregressive Distributed Lag Model and Its Application on Congressional Approval In: IEAS Working Paper : academic research. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The GMM Estimation with Long Difference and Multiple Difference Operators In: IEAS Working Paper : academic research. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Maximum Likelihood Estimation of Censored Stochastic Frontier Models: An Application to the Three-Stage DEA Method In: IEAS Working Paper : academic research. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Monitoring Structural Changes in Regression with Long Memory Processes In: IEAS Working Paper : academic research. [Full Text][Citation analysis] | paper | 0 |
| 2011 | A 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. [Full Text][Citation analysis] | paper | 0 |
| 2010 | A Computationally Efficient Analytic Procedure for the Random Effects Probit Model In: IEAS Working Paper : academic research. [Full Text][Citation analysis] | paper | 0 |
| 2012 | A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models In: IEAS Working Paper : academic research. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach In: IEAS Working Paper : academic research. [Full Text][Citation analysis] | paper | 10 |
| Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach.() In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | ||
| 2012 | Coresidence with Husbands Parents, Labor Supply, and Duration to First Birth In: IEAS Working Paper : academic research. [Full Text][Citation analysis] | paper | 10 |
| 2014 | Coresidence With Husband’s Parents, Labor Supply, and Duration to First Birth.(2014) In: Demography. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2012 | Coresidence 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 | |
| 2012 | Maximum Likelihood Estimation of the Panel Sample Selection Model In: IEAS Working Paper : academic research. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Autoregressive Spectral Averaging Estimator In: IEAS Working Paper : academic research. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Pairwise likelihood inference for the random effects probit model In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
| 2005 | The pattern of birth spacing during Taiwans demographic transition In: Journal of Population Economics. [Full Text][Citation analysis] | article | 18 |
| 2006 | The educational attainment of second-generation mainland Chinese immigrants in Taiwan In: Journal of Population Economics. [Full Text][Citation analysis] | article | 4 |
| 2020 | Males’ housing wealth and their marriage market advantage In: Journal of Population Economics. [Full Text][Citation analysis] | article | 6 |
| 1998 | On the power of durbin-watson statistic against fractionally integrated processes In: Econometric Reviews. [Full Text][Citation analysis] | article | 3 |
| 2018 | Maximum simulated likelihood estimation of the panel sample selection model In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
| 2022 | Merger simulation based on survey–generated diversion ratios In: European Competition Journal. [Full Text][Citation analysis] | article | 0 |
| 2011 | A Markov regime‐switching ARMA approach for hedging stock indices In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 6 |
| In: . [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team