Wen-Jen Tsay

Available identifiers

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

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