研究人員

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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