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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
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Monitoring structural changes in regression with long memory processes
Tsay, Wen-jen - 2009
Persistent link: https://www.econbiz.de/10003929706
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Maximum likelihood estimation of stationary multivariate ARFIMA process
Tsay, Wen-jen (contributor) - 2007
Persistent link: https://www.econbiz.de/10003720632
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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
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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
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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
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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
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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
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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
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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