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Maximum likelihood estimation of the dynamic panel sample selection model
Lai, Hung-pin; Tsay, Wen-jen - 2012
Persistent link: https://www.econbiz.de/10009579348
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Long memory story of the real interest rate
Tsay, Wen-jen - In: Economics letters 67 (2000) 3, pp. 325-330
Persistent link: https://www.econbiz.de/10001473677
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Spurious regression between, [Teil 1] (1), Processes with infinite variance errors
Tsay, Wen-jen - In: Econometric theory 15 (1999) 4, pp. 622-628
Persistent link: https://www.econbiz.de/10001490745
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Estimating trending variables in the presence of fractionally integrated errors
Tsay, Wen-jen - In: Econometric theory 16 (2000) 3, pp. 324-346
Persistent link: https://www.econbiz.de/10001507490
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On the power of Durban-Watson statistics against fractionally integrated processes
Tsay, Wen-jen - In: Econometric reviews 17 (1998) 4, pp. 361-386
Persistent link: https://www.econbiz.de/10001250284
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Estimating long memory time-series-cross-section data
Tsay, Wen-jen (contributor) - 2007
Persistent link: https://www.econbiz.de/10003491126
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The fertility of second-generation political immigrants in Taiwan
Tsay, Wen-jen (contributor) - 2007
Persistent link: https://www.econbiz.de/10003491134
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The educational attainment of secong-generation mainland Chinese immigrants in Taiwan
Tsay, Wen-jen - In: Journal of population economics 19 (2006) 4, pp. 749-767
Persistent link: https://www.econbiz.de/10003383166
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Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence
Tsay, Wen-jen - In: Economics letters 83 (2004) 1, pp. 69-76
Persistent link: https://www.econbiz.de/10001967831
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Estimating cartel damages with model averaging approaches
Tsay, Wen-jen - In: International review of law and economics 68 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10013282588