Wen-Jen Tsay

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A simple approximation for the bivariate normal integral Communications in Statistics. Simulation and Computation	2023-07-18	Paper
scientific article; zbMATH DE number 7601218 (Why is no real title available?)	2022-10-13	Paper
Maximum simulated likelihood estimation of the panel sample selection model Econometric Reviews	2022-03-09	Paper
Optimal multistep VAR forecast averaging Econometric Theory	2021-04-16	Paper
The Beveridge-Nelson decomposition of Markov-switching processes Economics Letters	2013-01-07	Paper
Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence Economics Letters	2013-01-01	Paper
Maximum likelihood estimation of stationary multivariate ARFIMA processes Journal of Statistical Computation and Simulation	2010-09-17	Paper
A generalized ARFIMA process with Markov-switching fractional differencing parameter Journal of Statistical Computation and Simulation	2009-10-27	Paper
Using Difference-Based Methods for Inference in Regression with Fractionally Integrated Processes Journal of Time Series Analysis	2008-06-18	Paper
ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS Econometric Theory	2001-03-29	Paper
SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS Econometric Theory	2001-02-18	Paper
The spurious regression of fractionally integrated processes Journal of Econometrics	2000-01-01	Paper
On the power of durbin-watson statistic against fractionally integrated processes Econometric Reviews	1999-06-10	Paper

Research outcomes over time

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