Concepedia

Wen‐Jen Tsay

WT

13

Publications

452

Citations

11

H-Index

2000

Active since

Affiliations

Institute of Economics, Academia Sinica(Current)

Academia Sinica

Humboldt-Universität zu Berlin

Wen‐Jen Tsay is an author at Institute of Economics, Academia Sinica specializing in business, statistics, and engineering.

Top concepts

BusinessStatisticsEngineeringEconometricsEconomicsProcess ControlEstimation TheoryStatistical InferenceFinanceGeography

Publications per year

2000–2020

13

Publications

13

The spurious regression of fractionally integrated processes

Wen‐Jen Tsay, Ching‐Fan Chung · Journal of Econometrics · 2000 · 133 citations

Spurious Regression, Economics, Fractional-order System +7

Long memory story of the real interest rate

Wen‐Jen Tsay · Economics Letters · 2000 · 80 citations

Long Memory Story, Economics, Term Structure Model +5

A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models

Wen‐Jen Tsay, Cliff J. Huang, Tsu‐Tan Fu et al. · Journal of Productivity Analysis · 2012 · 38 citations

Econometric Model, Economics, Engineering +9

A generalized ARFIMA process with Markov-switching fractional differencing parameter

Wen‐Jen Tsay, Wolfgang Karl Härdle · Journal of Statistical Computation and Simulation · 2009 · 37 citations

Engineering, Change Analysis, Time Series Econometrics +20

Maximum likelihood estimation of stationary multivariate ARFIMA processes

Wen‐Jen Tsay · Journal of Statistical Computation and Simulation · 2009 · 30 citations

Parameter Identification, Parameter Estimation, Long Memory Series +11

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