Wen-Jen Tsay

Economics and Econometrics · 2000–2009

A researcher in the Science corpus: 3 papers; trusts 10 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Wen-Jen Tsay trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Francis X. Diebold
  2. Niels Haldrup
  3. Dick Van Dijk
  4. A. Inoue
  5. Morten Ørregaard Nielsen
  6. Whitney K. Newey
  7. Jan Beran
  8. Katsumi Shimotsu
  9. Iroon Polytechniou
  10. Michael R. Chernick

Who trusts Wen-Jen Tsay overall

  1. Taylor Grant
  2. Wolfgang Karl Härdle
  3. Matthew J. Lebo
  4. Yixiao Sun

Papers from Wen-Jen Tsay's perspective

Ordered by how strongly the researchers Wen-Jen Tsay trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Long Memory and Regime Switching
  2. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  3. EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Econometric Theory)
  4. Trends and random walks in macroeconmic time series: Some evidence and implications
  5. Statistics for long-memory processes
  6. Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method
  7. A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
  8. A regime switching long memory model for electricity prices
  9. A nonlinear long memory model, with an application to US unemployment ☆
  10. Wavelet Methods for Time Series Analysis (Technometrics)

Their papers