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 About Tsay:

 

Personal detail

 

          Birth year

1966

          Nationality

Taiwan

          Degree

Ph.D. in Economics (1991/9 - 1995/12), Michigan State University, U.S.A.

          Title

Research Fellow (2009/3/2 - present)

          Experience

Associate Professor (1996/2 - 1999/9/25), National Chi Nan University, Taiwan

Associate Research Fellow (1999/9/26-2009/3/1), Academia Sinica, Taiwan

General Secretary, Taiwan Economic Association (2014 - 2015)

Commissioner (2019/2/1-2023/1/31), Taiwan Fair Trade Commission

          Address

The Institute of Economics, Academia Sinica, Taiwan

          Phone

(886-2) 27822791 ext. 296

          Fax

(886-2) 27853946

          E-mail

wtsay@econ.sinica.edu.tw

 Referee

 

 

 

Agricultural Economics

Asia Pacific Journal of Education

 

Communications in Statistics - Simulation and Computation

Computational Economics

Computational Statistics

  

Demography

Econometric Reviews  

 

Econometrics Journal

 

Economics Letters

 

Empirical Economics

 

IEEE Transactions on Signal Processing

International Journal of Business and Economics

International Review of Economics and Finance

International Review of Law and Economics

 

Journal of Asian Economics

Journal of Applied Econometrics

 

Journal of Econometrics

 

Journal of Forecasting

 

Journal of Immigrant and Refugee Studies

 

Journal of International Money and Finance

 

Journal of Productivity Analysis

Journal of the Korean Statistical Society

 

Journal of the American Statistical Association

 

Journal of the Japan Statistical Society

 

New Zealand Economic Papers

 

Pacific Economic Review

Population Studies

 

Statistica Sinica  

Statistical Papers  

 

Studies in Nonlinear Dynamics and Econometrics

 

 

Other Professional Activities

Consultant: School of Business, Hong Kong Baptist University (May 8 - 13, 2000)

 

 

Organizer

Western Economic Association International 2003 Pacific Rim Conference

 

 

Honor

Outstanding Research Award of National Science Council of Taiwan (1999 - 2000)

 

Academia Sinica Research Award for Junior Researchers (2000)

Academia Sinica Investigator Award (2018, 5 years)

Econometric Theory Multa Scripsit Award (2021) (List of Award Recipients)

 

 

Algorithm

My proposed conditional likelihood Durbin-Levinson algorithm is implemented by SAS/ETS® 14.3 user's guide, p. 3149.

   (Published in Tsay, W.J., Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes.

    Journal of Statistical Computation and Simulation, 80, 729-745, 2010.)

 

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