Wen-Jen Tsay

Available identifiers

zbMath Open tsay.wen-jenMaRDI QIDQ1927460

List of research outcomes

Publication	Date of Publication	Type
A simple approximation for the bivariate normal integral	2023-07-18	Paper
https://portal.mardi4nfdi.de/entity/Q5041335	2022-10-13	Paper
Maximum simulated likelihood estimation of the panel sample selection model	2022-03-09	Paper
OPTIMAL MULTISTEP VAR FORECAST AVERAGING	2021-04-16	Paper
The Beveridge-Nelson decomposition of Markov-switching processes	2013-01-07	Paper
Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence	2013-01-01	Paper
Maximum likelihood estimation of stationary multivariate ARFIMA processes	2010-09-17	Paper
A generalized ARFIMA process with Markov-switching fractional differencing parameter	2009-10-27	Paper
Using Difference-Based Methods for Inference in Regression with Fractionally Integrated Processes	2008-06-18	Paper
ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS	2001-03-29	Paper
SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS	2001-02-18	Paper
The spurious regression of fractionally integrated processes	2000-01-01	Paper
On the power of durbin-watson statistic against fractionally integrated processes	1999-06-10	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Wen-Jen Tsay