Home                  Teaching               CV    ²¾ú


  • Refereed Publications

    • Tseng, Chung-Hsin and Sheng-Kai Chang* (2020) "The Empirical Study on Labor Supply of Married Women in Taiwan Using Dynamic and Nonlinear Panel Data Model," Taiwan Economic Review, 48(2), 187-220.

    Chen, Jiun-Ting and Sheng-Kai Chang* (2019) "Measuring the Effects of Monetary Policy: A Time-Varying Parameter Vector Autoregressive Approach," Academia Economic Papers, 47(1), 31-73.

    Chang, Sheng-Kai (2014) "Simulation Estimation of Dynamic Panel Discrete Choice Models using the t Distributions," Computational Economics, 43(4), 395-409.

    Chang, Sheng-Kai (2014) "Herd Behavior, Bubbles and Social Interactions in Financial Markets," Studies in Nonlinear Dynamics and Econometrics, 18 (1), 89-101.

    Chang, Sheng-Kai, Yi-Yi Chen* and Hung-Jen Wang (2012) "A Bayesian Estimator for Stochastic Frontier Models with Errors in Variables," Journal of Productivity Analysis, 38 (1), 1-9.

    Chang, Sheng-Kai (2012) "Simulation Estimation of the Convergence of the Black-White Earnings Gap and Income Dynamics," Oxford Bulletin of Economics and Statistics, 74 (3), 363-379.

    Chang, Sheng-Kai (2012) "State Dependence, Serial Correlation and Heterogeneity in the Union Membership Dynamics," Applied Economics, 44 (26), 3453-3460.

    Chang, Sheng-Kai (2011) "A Computationally Practical Robust Simulation Estimator for Dynamic Panel Tobit Models," Studies in Nonlinear Dynamics and Econometrics, 15 (4), Article 3.

    Chang, Sheng-Kai (2011) "Simulation Estimation of Two-Tiered Dynamic Panel Tobit Models with an Application to the Labor Supply of Married Women," Journal of Applied Econometrics, 26, 854-871.

    Chang, Sheng-Kai (2011) "A Computationally Practical Simulation Estimation for Dynamic Panel Tobit Models," Academia Economic Papers, 39 (1), 1-32.

    Chang, Sheng-Kai (2007) "A Simple Asset Pricing Model with Social Interactions and Heterogeneous Beliefs," Journal of Economic Dynamics and Control, 31, 1300-1325.

    Chang, Sheng-Kai (2007) "The Asymptotic Global Power Comparisons of the GMM Overidentifying Restrictions Tests," Economics Bulletin, Vol. 3, No. 44, 1-6.

    Chang, Sheng-Kai (2005) "The Approximate Slopes and the Power of the GMM Overidentifying Restrictions Test," Applied Economics Letters, 12, 845-848.

    Luh, Yir-Hueih* and Sheng-Kai Chang (1997) "Building the Dynamic Linkages Between R&D and Productivity Growth," Journal of Asian Economics, 8(4), 525-545.

  • Working Papers

    • "A Bayesian Estimation of Panel Stochastic Frontier Models with Determinants of Persistent and Transient Inefficiencies in Both Location and Scale Parameters," 2022, with Ruei-Chi Lee.

    "Estimation of Dynamic Panel Tobit Models via the Simulated ECM Algorithm," 2020.

    "A Computationally Practical Robust Simulation Estimator for Dynamic Panel Discrete Choice Models," 2017.

    "A Model of Hierarchical Professionals: Cooperation and Conflict between Anesthesiologists and CRNAs," 2009. with Stephen Spurr and Jee-Hyeong Park.


Site Meter