| The spurious regression of fractionally integrated processes WJ Tsay, CF Chung Journal of Econometrics 96 (1), 155-182, 2000 | 169 | 2000 |
| Long memory story of the real interest rate WJ Tsay Economics letters 67 (3), 325-330, 2000 | 105 | 2000 |
| The pattern of birth spacing during Taiwan's demographic transition WJ Tsay, CYC Chu Journal of Population Economics 18, 323-336, 2005 | 48 | 2005 |
| Maximum likelihood estimation of stationary multivariate ARFIMA processes WJ Tsay Journal of Statistical Computation and Simulation 80 (7), 729-745, 2010 | 46 | 2010 |
| A simple closed-form approximation for the cumulative distribution function of the composite error of stochastic frontier models WJ Tsay, CJ Huang, TT Fu, IL Ho Journal of Productivity Analysis 39, 259-269, 2013 | 45 | 2013 |
| A generalized ARFIMA process with Markov-switching fractional differencing parameter WJ Tsay, WK Härdle Journal of Statistical Computation and Simulation 79 (5), 731-745, 2009 | 36 | 2009 |
| A Markov regime‐switching ARMA approach for hedging stock indices CC Chen, WJ Tsay Journal of Futures Markets 31 (2), 165-191, 2011 | 34 | 2011 |
| Coresidence with husband’s parents, labor supply, and duration to first birth CYC Chu, S Kim, WJ Tsay Demography 51, 185-204, 2014 | 27 | 2014 |
| The educational attainment of second-generation mainland Chinese immigrants in Taiwan WJ Tsay Journal of Population Economics 19, 749-767, 2006 | 24 | 2006 |
| Forecasting commodity prices with mixed-frequency data: An OLS-based generalized ADL approach Y Chen, WJ Tsay Available at SSRN 1782214, 2011 | 20 | 2011 |
| Males’ housing wealth and their marriage market advantage CYC Chu, JC Lin, WJ Tsay Journal of Population Economics 33, 1005-1023, 2020 | 18 | 2020 |
| The Beveridge–Nelson decomposition of Markov-switching processes CC Chen, WJ Tsay Economics Letters 91 (1), 83-89, 2006 | 13 | 2006 |
| Spurious regression between I (1) processes with infinite variance errors WJ Tsay Econometric theory 15 (4), 622-628, 1999 | 11 | 1999 |
| Optimal multistep var forecast averaging JC Liao, WJ Tsay Econometric Theory 36 (6), 1099-1126, 2020 | 10 | 2020 |
| Evaluating the CDF of the distribution of the stochastic frontier composed error C Amsler, P Schmidt, WJ Tsay Journal of Productivity Analysis 52, 29-35, 2019 | 10 | 2019 |
| A post-truncation parameterization of truncated normal technical inefficiency C Amsler, P Schmidt, WJ Tsay Journal of Productivity Analysis 44, 209-220, 2015 | 10 | 2015 |
| The long memory autoregressive distributed lag model and its application on congressional approval WJ Tsay Electoral Studies 29 (1), 128-143, 2010 | 10 | 2010 |
| Estimating trending variables in the presence of fractionally integrated errors WJ Tsay Econometric Theory 16 (3), 324-346, 2000 | 10 | 2000 |
| On the power of Durbin-Watson statistic against fractionally integrated processes W Tsay Econometric reviews 17 (4), 361-386, 1998 | 10 | 1998 |
| Estimating long memory time-series-cross-section data WJ Tsay Electoral Studies 28 (1), 129-140, 2009 | 9 | 2009 |
Tsu-Tan FuProfessor of Economics, Soochow University在 econ.sinica.edu.tw 的电子邮件经过验证
