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Monitoring structural changes in regression with long memory processes
Tsay, Wen-jen - 2009
Persistent link: https://www.econbiz.de/10003929706
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Testing for contemporaneous correlation of disturbances in seemingly unrelated regressions with serial dependence
Tsay, Wen-jen - In: Economics letters 83 (2004) 1, pp. 69-76
Persistent link: https://www.econbiz.de/10001967831
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Spurious regression between, [Teil 1] (1), Processes with infinite variance errors
Tsay, Wen-jen - In: Econometric theory 15 (1999) 4, pp. 622-628
Persistent link: https://www.econbiz.de/10001490745
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A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models
Tsay, Wen-jen; Huang, Cliff J.; Fu, Tsu-tan; Ho, I.-lin - In: Journal of productivity analysis 39 (2013) 3, pp. 259-269
Persistent link: https://www.econbiz.de/10009749967
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The spurious regression of fractionally integrated processes
Tsay, Wen-jen; Chung, Ching-fan - In: Journal of econometrics 96 (2000) 1, pp. 155-182
Persistent link: https://www.econbiz.de/10001466752