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Information about:
Wen-Jen Tsay

Personal Details | Affiliation | Works
This is information that was supplied by Wen-Jen Tsay in registering through RePEc. If you are Wen-Jen Tsay , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Wen-Jen
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Last Name: Tsay
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RePEc Short-ID: pts37

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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Wen-Jen Tsay & Wolfgang Härdle, 2007. "A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter," SFB 649 Discussion Papers SFB649DP2007-022, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

Articles

  1. Wen-Jen Tsay, 2007. "Using Difference-Based Methods for Inference in Regression with Fractionally Integrated Processes," Journal of Time Series Analysis, Blackwell Publishing, vol. 28(6), pages 827-843, November. [Downloadable!] (restricted)

  2. Chen, Chao-Chun & Tsay, Wen-Jen, 2006. "The Beveridge-Nelson decomposition of Markov-switching processes," Economics Letters, Elsevier, vol. 91(1), pages 83-89, April. [Downloadable!] (restricted)

  3. Wen-Jen Tsay, 2006. "The educational attainment of second-generation mainland Chinese immigrants in Taiwan," Journal of Population Economics, Springer, vol. 19(4), pages 749-767, October. [Downloadable!] (restricted)

  4. Wen-Jen Tsay & C. Y. Cyrus Chu, 2005. "The pattern of birth spacing during Taiwan's demographic transition," Journal of Population Economics, Springer, vol. 18(2), pages 323-336, 06. [Downloadable!] (restricted)

  5. Tsay, Wen-Jen, 2004. "Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence," Economics Letters, Elsevier, vol. 83(1), pages 69-76, April. [Downloadable!] (restricted)

  6. Tsay, Wen-Jen, 2000. "Estimating Trending Variables In The Presence Of Fractionally Integrated Errors," Econometric Theory, Cambridge University Press, vol. 16(03), pages 324-346, June. [Downloadable!]

  7. Tsay, Wen-Jen & Chung, Ching-Fan, 2000. "The spurious regression of fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 96(1), pages 155-182, May. [Downloadable!] (restricted)

  8. Tsay, Wen-Jen, 2000. "Long memory story of the real interest rate," Economics Letters, Elsevier, vol. 67(3), pages 325-330, June. [Downloadable!] (restricted)

  9. Tsay, Wen-Jen, 1999. "Spurious Regression Between I(1) Processes With Infinite Variance Errors," Econometric Theory, Cambridge University Press, vol. 15(04), pages 622-628, August. [Downloadable!]

  10. W. Tsay, 1998. "On the power of durbin-watson statistic against fractionally integrated processes," Econometric Reviews, Taylor and Francis Journals, vol. 17(4), pages 361-386. [Downloadable!] (restricted)

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2007-04-28 Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2007-04-28 Author is listed
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This page was last updated on 2009-12-3.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.