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研究人員

蔡文禎 Tsay, Wen-Jen

蔡文禎 Tsay, Wen-Jen

  • 職稱:研究員
  • E-Mail:wtsay at econ.sinica.edu.tw
  • 個人網站:http://idv.sinica.edu.tw/wjtsay/htm/index.htm
  • 研究室:C204
  • 簡歷:

    Ph.D. in Economics, Michigan State University, U.S.A. (1991/9-1995/12)
    研究領域: 經濟計量、 國際金融、 政治與公共經濟

學歷

  • Ph.D. in Economics, Michigan State University (1995)

研究領域

  • 經濟計量
  • 國際經濟 - 國際金融
  • 政治與公共經濟

現職

  • Research Fellow, Institute of Economics, Academia Sinica (2009/3/2-present)

經歷

  • Associate Research Fellow, Institute of Economics, Academia Sinica (1999/9/26-2009/3/1)
  • Associate Professor, National Chi Nan University (1996/2/1-1999/9/25)
  • General Secretary, Taiwan Economic Association (2014 - 2015)

得獎紀錄

  • 85-87年度國科會甲種獎
  • 88-89年度國科會傑出研究獎
  • 89年度中央研究院年輕學者傑出研究獎
  • 90-94年度國科會甲種獎
  • 中央研究院「深耕計畫」(五年期)(2018年)

纂輯

  • Editorial Board, Journal of Immigrant and Refugee Studies (2011-2013)

著作目錄

期刊(點擊展開)

  • Chu, C.Y.Cyrus, J.C. Lin, and W.J. Tsay (2019), "Males' Housing Wealth and Their Marriage Market Advantage," Journal of Population Economics, Forthcoming.
  • Liao, J.C. and W.J. Tsay (2019), "Optimal Multi-step VAR Forecast Averaging," Econometric Theory, Forthcoming.
  • Amsler, C., P. Schmidt, and W.J. Tsay (2019), "Evaluating the CDF of the Distribution of the Stochastic Frontier Composed Error," Journal of Productivity Analysis, 52(1), 29-35.
  • Lo, T.F., P.H. Ke, and W.J. Tsay (2018), "Pairwise Likelihood Inference for the Random Effects Probit Model," Computational Statistics, 33(2), 837–861. 相關檔案(另開新視窗)
  • Lai, H.P. and W.J. Tsay (2018), "Maximum Simulated Likelihood Estimation of the Panel Sample Selection Model," Econometric Reviews, 37(7), 744-759. 相關連結(另開新視窗)
  • Amsler, C., P. Schmidt, and W.J. Tsay (2015), "A Post-Truncation Parameterization of Truncated Normal Technical Inefficiency," Journal of Productivity Analysis, 44(2), 209-220.
  • 韋豔、蔡文禎 (2014), 「農村女性的社會流動:基于婚姻匹配的認識」,《人口研究》, 38(4), 75-86。
  • Chu, C.Y.Cyrus, S.Kim, and W.J. Tsay (2014), "Coresidence With Husband's Parents, Labor Supply, and Duration to First Birth," Demography, 51(1), 185-204.
  • Tsay, W.J., C.J.Huang, T.T.Fu, and I.L. Ho (2013), "A Simple Closed-Form Approximation for the Cumulative Distribution Function of the Composite Error of Stochastic Frontier Models," Journal of Productivity Analysis, 39(3), 259-269.
  • Tsay, W.J. (2012), "Maximum Likelihood Estimation of Structural VARFIMA Models," Electoral Studies, 31(4), 852-860.
  • Chen, C.C. and W.J. Tsay (2011), "A Markov Regime-Switching ARMA Approach for Hedging Stock Indices," Journal of Futures Markets, 31(2), 165-191.
  • Tsay, W.J. (2010), "Maximum Likelihood Estimation of Stationary Multivariate ARFIMA Processes," Journal of Statistical Computation and Simulation, 80(7), 729-745 (the proposed conditional likelihood Durbin-Levinson algorithm is implemented by SAS/ETS® 14.3 user's guide, p. 3149).
  • Tsay, W.J. (2010), "The Long Memory Autoregressive Distributed Lag Model and Its Application on Congressional Approval," Electoral Studies, 29(1), 128-143.
  • Tsay, W.J. (2009), "The Fertility of Second-Generation Political Immigrants in Taiwan," Journal of Immigrant & Refugee Studies, 7(2), 109-128.
  • Tsay, W.J. and W.K. Härdle (2009), "A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter," Journal of Statistical Computation and Simulation, 79(5), 731-745.
  • Tsay, W.J. (2009), "Estimating Long Memory Time-Series-Cross-Section Data," Electoral Studies, 28(1), 129-140.

Working Paper(點擊展開)

  • Wong, H.C. and W.J. Tsay (2019), "Mallows Model Averaging Estimator for the MIDAS Model with Almon Polynomial Weight".
  • Tsay, W.J. (2019), "Estimating Cartel Damages with Model Averaging Approaches".
  • Chen, C.M., S.Y. Lin, S.K. Peng, and W.J. Tsay (2018), "The Effects of WTO and Preferential Trade Agreements on Trade Flows: Count Data Models With Dual Endogenous Binary Treatments".
  • Chen, C.M., S.K. Peng, and W.J. Tsay (2017), "Estimating Disparity in Welfare Gains from Trade between Firm Owners and Workers".
  • Chen, Y. C. and W.J. Tsay (2011), "Forecasting Commodity Prices with Mixed-Frequency Data: An OLS-Based Generalized ADL Approach".
  • Ke, P. H. and W. J. Tsay (2010), "A Simple Analytic Approximation Approach for Estimating the True Random Effects and True Fixed Effects Stochastic Frontier Models".
  • Tsay, W. J. and P. H. Ke (2009), "A Simple Approximation for Bivariate Normal Integral Based on Error Function and its Application on Probit Model with Binary Endogenous Regressor".
  • Tsay, W. J. (2009), "Monitoring Structural Changes in Regression with Long Memory Processes".
  • Kuo, B. S. and W. J. Tsay (2008), "The GMM Estimation with Long Difference and Multiple Difference Operators".

其他(點擊展開)

  • 陳昭君、蔡文禎(1997), 「遠期外匯市場效率性檢定~完全修正估計法之應用」《八十六年度中國財務學會年會論文》,。
  • 胡世唐、蔡文禎(2017), 「Measurement of Technical Efficiency in Stochastic Frontier Analysis with Limited and Qualitative Dependent Variable」 一百零六年資料包絡分析國際會議年會論文,中國合肥,. 相關檔案(另開新視窗)
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