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1. Yu-chin Chen and Wen-Jen Tsay
(2011), “Forecasting Commodity Prices with Mixed-Frequency Data: An
OLS-Based Generalized ADL Approach”. (pdf)
2. Peng-Hsuan Ke
and Wen-Jen Tsay (2010), “A Simple Analytic
Approximation Approach for Estimating the True Random Effects and True
Fixed Effects Stochastic Frontier Models”. (pdf)
3. Wen-Jen Tsay (2009), “Monitoring
Structural Changes in Regression with Long Memory Processes”. (pdf)
4. Biing-Shen Kuo,
Wen-Jen Tsay (2008), “The GMM Estimation with
Long Difference and Multiple Difference Operators”. (pdf)
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