I work in New York City, wife works in NJ. When we state taxes jointly she is required to pay NY state taxes. Can I file MFS for NY state and still file MFJ for NJ

I work in NYC and wife works in NJ. Filing Married filing jointly for federal taxes. but when we file MFJ for NY it taxes her NJ income, which is not correct. SO I am going to file MFS for NY state. Can we still file MFJ for New Jersey of do we have to file two MFS returns for NJ?