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研究人員

蔡文禎

蔡文禎

研究員

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

Email : wtsay at econ.sinica.edu.tw

電話 : 02-2782-2791#296

研究室 : C204

個人網站

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

  • 經濟計量
  • 國際經濟 - 國際金融
  • 政治與公共經濟

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

  • 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)
  • Commissioner, Taiwan Fair Trade Commission (2019/2/1-2023/1/31)

  • 88-89年度國科會傑出研究獎
  • 89年度中央研究院年輕學者研究著作獎
  • 中央研究院「深耕計畫」(五年期)（2018年）
  • Econometric Theory Multa Scripsit Award (2021年)

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

  • Wei, Y. and W.J. Tsay (2024), "Does Distance Make Happiness? Geographic Proximity of Adult Children and the Well-being of Older Persons", Journal of Aging and Social Policy, 36(2), 222-240
  • Tsay, W.J. and P.H. Ke (2023), "A Simple Approximation for the Bivariate Normal Integral", Communications in Statistics - Simulation and Computation, 52(4) 1463-1475
  • Tsay, W.J. (2023), "The Over-Deterrence Risks of Price Squeeze Tests in Regulated Industries", Antitrust Law Journal (American Bar Association), 85(1) 195-215
  • Wong, H.C. and W.J. Tsay (2022), "Mallows Model Averaging Estimator for the MIDAS Model with Almon Polynomial Weight", Statistica Sinica, 32 (4) 1811-1833
  • Tsay, W.J. and W.M. Hu (2022), "Merger Simulation based on Survey–Generated Diversion Ratios", European Competition Journal, 18(2) 249-264
  • Chu, C.Y.C., S.Y. Lin, and W.J. Tsay (2021), "Estimating the Willingness to Pay for Voting When Absentee Voting Is Not Allowed", Social Science Quarterly, 102 (4) 1380-1393
  • Tsay, W.J. (2021), "Estimating Cartel Damages with Model Averaging Approach", International Review of Law and Economics, 68, 106019
  • Hwu, S.T., T.T. Fu, and W.J. Tsay (2021), "Estimation and Efficiency Evaluation of Stochastic Frontier Models with Interval Dependent Variables", Journal of Productivity Analysis, 56, 33-34
  • Liao, J.C. and W.J. Tsay (2020), "Optimal Multi-step VAR Forecast Averaging", Econometric Theory, 36 (6) 1099-1126
  • Chu, C.Y.Cyrus, J.C. Lin, and W.J. Tsay (2020), "Males' Housing Wealth and Their Marriage Market Advantage", Journal of Population Economics, 33, 1005–1023
  • 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
  • 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
  • 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

  • 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. (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"

  • 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