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Disambiguation of "Tsay, Wen-Jen"

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The Beveridge-Nelson decomposition of Markov-switching processes

, and . Economics Letters, 91 (1): 83--89 (April 2006)

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Jen Wen Chang

Jen-Di Wen

Jen-Jen Lin

Yeh-Sheng Tsay

Jenn-Rong Tsay

 

Other publications of authors with the same name

The Beveridge-Nelson decomposition of Markov-switching processes, and . Economics Letters, 91 (1): 83--89 (April 2006)Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence. Economics Letters, 83 (1): 69--76 (April 2004)A simple approximation for the bivariate normal integral., and . Commun. Stat. Simul. Comput., 52 (4): 1462-1475 (April 2023)The spurious regression of fractionally integrated processes, and . Journal of Econometrics, 96 (1): 155--182 (May 2000)Using Difference-Based Methods for Inference in Regression with Fractionally Integrated Processes. Journal of Time Series Analysis, 28 (6): 827--843 (305 11 2007)doi: 10.1111/j.1467-9892.2007.00534.x.Pairwise likelihood inference for the random effects probit model., , and . Comput. Stat., 33 (2): 837-861 (2018)Long memory story of the real interest rate. Economics Letters, 67 (3): 325--330 (June 2000)