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11
The long memory autoregressive distributed lag model and its application on congressional approval
Tsay, Wen-jen
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003757780
Saved in:
12
Monitoring structural changes in regression with long memory processes
Tsay, Wen-jen
-
2009
Persistent link: https://www.econbiz.de/10003929706
Saved in:
13
Maximum likelihood estimation of stationary multivariate ARFIMA process
Tsay, Wen-jen
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003720632
Saved in:
14
Evaluating the CDF of the distribution of the stochastic frontier composed error
Amsler, Christine Elaine
;
Schmidt, Peter
;
Tsay, Wen-jen
- In:
Journal of productivity analysis
52
(
2019
)
1/3
,
pp. 29-35
Persistent link: https://www.econbiz.de/10012305697
Saved in:
15
Optimal multistep VAR forecast averaging
Liao, Jen-Che
;
Tsay, Wen-jen
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1099-1126
Persistent link: https://www.econbiz.de/10012404091
Saved in:
16
Estimation and efficiency evaluation of stochastic frontier models with interval dependent variables
Hwu, Shih-Tang
;
Fu, Tsu-tan
;
Tsay, Wen-jen
- In:
Journal of productivity analysis : an official journal …
56
(
2021
)
1
,
pp. 33-44
Persistent link: https://www.econbiz.de/10012589173
Saved in:
17
A post-truncation parameterization of truncated normal technical inefficiency
Amsler, Christine Elaine
;
Schmidt, Peter
;
Tsay, Wen-jen
-
2013
Persistent link: https://www.econbiz.de/10009778559
Saved in:
18
A post-truncation parameterization of truncated normal technical inefficiency
Amsler, Christine Elaine
;
Schmidt, Peter
;
Tsay, Wen-jen
- In:
Journal of productivity analysis
44
(
2015
)
2
,
pp. 209-220
Persistent link: https://www.econbiz.de/10011560649
Saved in:
19
A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models
Tsay, Wen-jen
;
Huang, Cliff J.
;
Fu, Tsu-tan
;
Ho, I.-lin
- In:
Journal of productivity analysis
39
(
2013
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10009749967
Saved in:
20
The spurious regression of fractionally integrated processes
Tsay, Wen-jen
;
Chung, Ching-fan
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 155-182
Persistent link: https://www.econbiz.de/10001466752
Saved in:
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