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) |
