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 Working papers:

 

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)