"Outlier Detection in Multivariate Time Series by Projection Pursuit." Pedro Galeano, Daniel Pena and Ruey S. Tsay; Journal of the American Statistical Association, 2006, 101(474), pp. 654.

http://dx.doi.org/10.1198/016214505000001131

"An Unobserved-Component Model with Switching Permanent and Transitory Innovations." Chung-Ming Kuan, Yu-Lieh Huang and Ruey S. Tsay; Journal of Business & Economic Statistics, 2005, 23(4), pp. 443.

http://proquest.umi.com/pqdweb?did=910595361&Fmt=7&clientId=13392&RQT=309&VName=PQD

Analysis of Financial Time Series Ruey S. Tsay; Hoboken, N.J.: Wiley, 2005

"Forecasting with Leading Indicators Revisited." Ruey S. Tsay and Chung-Shu Wu; Journal of Forecasting, 2003, 22(8), pp. 603-17.

http://dx.doi.org/10.1002/for.879

"The Magnet Effect of Price Limits: Evidence from High-Frequency Data on Taiwan Stock Exchange." David D. Cho, Jeffrey Russell, George C. Tiao and Ruey Tsay; Journal of Empirical Finance, 2003, 10( 1-2), pp. 133.

http://dx.doi.org/10.1016/S0927-5398(02)00024-5

Analysis of Financial Time Series Ruey S. Tsay; Wiley Series in Probability and Statistics.;; New York: Wiley, 2002

The Semi-Nonstationary Process : Model and Empirical Evidence; Chung-ming Kuan, Yue-lieh Huang and Ruey S. Tsay; Discussion paper series no. 345.; Hong Kong: School of Economics and Finance The University of Hong Kong, 2001.

A Course in Time Series Analysis Daniel Pena, Ruey S. Tsay and George C. Tiao; New York: Chichester, 2001

"Nonlinearity in High-Frequency Financial Data and Hierarchical Models." Robert E. McCulloch and Ruey S. Tsay; Studies in Nonlinear Dynamics and Econometrics, 2001, 5(1), pp. 1-17.

http://www.bepress.com/snde/vol5/iss1/art1

"A Nonlinear Autoregressive Conditional Duration Model with Applications to Financial Transaction Data." Michael Yuanjie Zhang, Jeffrey R Russell and Ruey S Tsay; Journal of Econometrics, 2001, 104(1), pp. 179.

http://dx.doi.org/10.1016/S0304-4076(01)00063-X

"Editor's Introduction to Panel Discussion on Analysis of High Frequency Data." Ruey S Tsay; Journal of Business and Economic Statistics, 2000, 18(2), pp. 139.

http://search.epnet.com/login.aspx?direct=true&db=bth&an=3031321

"Outliers in Multivariate Time Series." Ruey S. Tsay, Daniel Pena and Alan E. Pankratz; Biometrika, 2000, 87(4), pp. 789.

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"Long-Range Dependence in Daily Stock Volatilities." Bonnie K. Ray and Ruey S. Tsay; Journal of Business and Economic Statistics, 2000, 18(2), pp. 254-62.

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"Time Series and Forecasting: Brief History and Future Research." Ruey S. Tsay; Journal of the American Statistical Association, 2000, 95(450), pp. 638-43.

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"Forecasting and Modeling Taiwan Private Consumption Data." Yu-Pin Hu, Jane Chu and Ruey S. Tsay; Academia Economic Papers, 1999, 27(1), pp. 1-22.

"Forecasting the U.S. Unemployment Rate." Alan R Montgomery, Zarnowitz Victor, Ruey S Tsay and George C Tiao; Journal of the American Statistical Association, 1998, 93(442), pp. 478.

http://links.jstor.org/sici?sici=0162-1459%28199806%2993%3A442%3C478%3AFTUUR%3E2.0.CO%3B2-T

"Testing and Modeling Multivariate Threshold Models." Ruey S. Tsay; Journal of the American Statistical Association, 1998, 93(443), pp. 1188-202.

http://links.jstor.org/sici?sici=0162-1459%28199809%2993%3A443%3C1188%3ATAMMTM%3E2.0.CO%3B2-S

"A Unified Approach to Identifying Multivariate Time Series Models." Hong Li and Ruey S. Tsay; Journal of the American Statistical Association, 1998, 93(442), pp. 770-82.

http://links.jstor.org/sici?sici=0162-1459%28199806%2993%3A442%3C770%3AAUATIM%3E2.0.CO%3B2-S

"Bayesian Inference for Periodic Regime-Switching Models." Eric Ghysels, Robert E. McCulloch and Ruey S. Tsay; Journal of Applied Econometrics, 1998, 13(2), pp. 129-43.

http://links.jstor.org/sici?sici=0883-7252%28199803%2F04%2913%3A2%3C129%3ABIFPRM%3E2.0.CO%3B2-9

"Co-Integration Constraint and Forecasting: An Empirical Examination." Jin-Lung Lin and Ruey S. Tsay; Journal of Applied Econometrics, 1996, 11(5, Special Issue: Econometric Forecasting), pp. 519-38.

http://links.jstor.org/sici?sici=0883-7252%28199609%2F10%2911%3A5%3C519%3ACCAFAE%3E2.0.CO%3B2-X

"Two Approaches to Bayesian Model Selection with Applications," Edward I George, Robert E. McCulloch and Ruey S. Tsay, in D. A. Berry, K. M. Chaloner and J. K. Geweke: Bayesian Analysis in Statistics and Econometrics: Essays in Honor of Arnold Zellner. New York: John Wiley, 1996, pp.

"Daniel B. Nelson, 1959-1995." George Tauchen, Ruey Tsay and Mark Watson; Journal of Business & Economic Statistics, 1995, 13(4), pp. 361.

http://links.jstor.org/sici?sici=0735-0015%28199510%2913%3A4%3C361%3ADBN1%3E2.0.CO%3B2-A

"Some Advances in Non Linear and Adaptive Modelling in Time Series." George C. Tiao and Ruey S. Tsay; Journal of Forecasting, 1994, 13(2), pp. 109.

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"Bayesian Inference of Trend- and Difference-Stationarity." Robert E. McCulloch and Ruey S. Tsay; Econometric Theory, 1994, 10(3-4), pp. 596-608.

"Nonlinearity Tests for Time Series," Ruey S. Tsay, in A. Harvey: Time Series. Aldershot, U.K.: Elgar, 1994, pp. 306-11

Bayesian Inference for Periodic Regime-Switching Models Eric Ghysels, Ruey S. Tsay and Robert E. McCulloch; Série Scientifique = Scientific Series,; No. 94s-15; Montréal: CIRANO, 1994

"Statistical Analysis of Economic Time Series Via Markov Switching Models." Robert E. McCulloch and Ruey S. Tsay; Journal of Time Series Analysis, 1994, 15, pp. 523-39.

"Bayesian Analysis of Autoregressive Time Series Via the Gibbs Sampler." Robert E. McCulloch and Ruey S. Tsay; Journal of Time Series Analysis, 1994, 15, pp. 235-50.

"Functional-Coefficient Autoregressive Models." Rong Chen and Ruey S. Tsay; Journal of the American Statistical Association, 1993, 88(421), pp. 298-308.

http://links.jstor.org/sici?sici=0162-1459%28199303%2988%3A421%3C309%3AABAFCP%3E2.0.CO%3B2-L

"Usefulness of Linear Transformations in Multivariate Time-Series Analysis." George C. Tiao, Ruey S. Tsay and Taychang Wang; Empirical Economics, 1993, 18(4), pp. 567-93.

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"Testing for Noninvertible Models with Applications." Ruey S. Tsay; Journal of Business and Economic Statistics, 1993, 11(2), pp. 225-33.

http://links.jstor.org/sici?sici=0735-0015%28199304%2911%3A2%3C225%3ATFNMWA%3E2.0.CO%3B2-D

"Testing for Common Features: Comment." Ruey S. Tsay; Journal of Business and Economic Statistics, 1993, 11(4), pp. 390-92.

http://links.jstor.org/sici?sici=0735-0015%28199310%2911%3A4%3C390%3A%5BFCFC%3E2.0.CO%3B2-W

"Nonlinear Additive Arx Models." Rong Chen and Ruey S. Tsay; Journal of the American Statistical Association, 1993, 88(423), pp. 955-67.

http://links.jstor.org/sici?sici=0162-1459%28199309%2988%3A423%3C955%3ANAAM%3E2.0.CO%3B2-3

"Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series." Robert E. McCulloch and Ruey S. Tsay; Journal of the American Statistical Association, 1993, 88(423), pp. 968-78.

http://links.jstor.org/sici?sici=0162-1459%28199309%2988%3A423%3C968%3ABIAPFM%3E2.0.CO%3B2-6

"Bayesian Analysis of Threshold Autoregressive Processes with a Random Number of Regimes," Robert E. McCulloch and Ruey S. Tsay, in M. E. Tarter and M. D. Lock: Computing Science and Statistics. Proceedings of the 25th Symposium on the Interface. Fairfax Station, VA: Interface Foundation of North America, 1993, pp. 253-62

"Model Checking Via Parametric Bootstraps in Time Series Analysis." Ruey S. Tsay; Journal of the Royal Statistical Society: Series C (Applied Statistics), 1992, 41( 1), pp. 1-15.

http://links.jstor.org/sici?sici=0035-9254%281992%2941%3A1%3C1%3AMCVPBI%3E2.0.CO%3B2-9

"On the Ergodicity of Tar(1) Processes." Rong Chen and Ruey S. Tsay; Annals of Applied Probability, 1991, 1(4), pp. 613.

http://links.jstor.org/sici?sici=1050-5164%28199111%291%3A4%3C613%3AOTEOTP%3E2.0.CO%3B2-W

"Review of 'Bayesian Spectrum Analysis and Parameter Estimation'." Ruey S. Tsay; Journal of the American Statistical Association, 1990, 85(409), pp. 258.

http://links.jstor.org/sici?sici=0162-1459%28199003%2985%3A409%3C258%3ABSAAPE%3E2.0.CO%3B2-1

"Parsimonious Parameterization of Vector Autoregressive Moving Average Models." Ruey S. Tsay; Journal of Business and Economic Statistics, 1989, 7(3), pp. 327-41.

http://links.jstor.org/sici?sici=0735-0015%28198907%297%3A3%3C327%3APPOVAM%3E2.0.CO%3B2-U

"Testing and Modeling Threshold Autoregressive Processes." Ruey S. Tsay; Journal of the American Statistical Association, 1989, 84(405), pp. 231-40.

http://links.jstor.org/sici?sici=0162-1459%28198903%2984%3A405%3C231%3ATAMTAP%3E2.0.CO%3B2-G

"Outliers, Level Shifts, and Variance Changes in Time Series." Ruey S. Tsay; Journal of Forecasting, 1988, 7(1), pp. 1.

http://proquest.umi.com/pqdlink?did=586221&sid=2&Fmt=2&clientId=13392&RQT=309&VName=PQD

"Conditional Heteroscedastic Time Series Models." Ruey S. Tsay; Journal of the American Statistical Association, 1987, 82(398), pp. 590-604.

http://links.jstor.org/sici?sici=0162-1459%28198706%2982%3A398%3C590%3ACHTSM%3E2.0.CO%3B2-3

"Non-Gaussian State-Space Modeling of Nonstationary Time Series: Comment: Detecting and Modeling Changes in Time Series." Ruey S. Tsay; Journal of the American Statistical Association, 1987, 82(400), pp. 1056-59.

http://links.jstor.org/sici?sici=0162-1459%28198712%2982%3A400%3C1056%3ANSMONT%3E2.0.CO%3B2-X

"Time Series Model Specification in the Presence of Outliers." Ruey S. Tsay; Journal of the American Statistical Association, 1986, 81(393), pp. 132-41.

http://links.jstor.org/sici?sici=0162-1459%28198603%2981%3A393%3C132%3ATSMSIT%3E2.0.CO%3B2-7

"Model Identification in Dynamic Regression (Distributed Lag) Models." Ruey S. Tsay; Journal of Business and Economic Statistics, 1985, 3(3), pp. 228-37.

http://links.jstor.org/sici?sici=0735-0015%28198507%293%3A3%3C228%3AMIIDR%28%3E2.0.CO%3B2-Q

"Dynamic Generalized Linear Models and Bayesian Forecasting: Comment." Stephen E. Fienberg and Ruey S. Tsay; Journal of the American Statistical Association, 1985, 80(389), pp. 89-90.

http://links.jstor.org/sici?sici=0162-1459%28198503%2980%3A389%3C89%3ADGLMAB%3E2.0.CO%3B2-B

"Regression Models with Time Series Errors." Ruey S. Tsay; Journal of the American Statistical Association, 1984, 79(385), pp. 118-24.

http://links.jstor.org/sici?sici=0162-1459%28198403%2979%3A385%3C118%3ARMWTSE%3E2.0.CO%3B2-E

"Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models." Ruey S. Tsay and George C. Tiao; Journal of the American Statistical Association, 1984, 79(385), pp. 84-96.

http://links.jstor.org/sici?sici=0162-1459%28198403%2979%3A385%3C84%3ACEOAPA%3E2.0.CO%3B2-V

Identification of Multiplicative ARMA Models for Seasonal Time Series Ruey S. Tsay and George C. Tiao; Technical Report and Research Series ;; No. 7;; Chicago: University of Chicago Graduate School of Business, 1983

Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models Ruey S. Tsay and George C. Tiao; Technical Report and Research Series ;; No. 2;; Chicago: University of Chicago Graduate School of Business, 1983

Use of Canonical Analysis in Time Series Model Identification Ruey S. Tsay and George C. Tiao; Technical Report and Research Series ;; No. 12;; Chicago: University of Chicago Graduate School of Business, 1983

"Multiple Time Series Modeling and Extended Sample Cross-Correlations." George C. Tiao and Ruey S. Tsay; Journal of Business and Economic Statistics, 1983, 1(1), pp. 43-56.

http://links.jstor.org/sici?sici=0735-0015%28198301%291%3A1%3C43%3AMTSMAE%3E2.0.CO%3B2-O

Modeling Univariate and Multiple Time Series; Ruey Shiong Tsay; Ph.D Dissertation, University of Wisconsin--Madison, 1982.