Willa W. Chen

Texas A&M University - Department of Statistics

155 Ireland Street

447 Blocker

College Station, TX 77843

United States

SCHOLARLY PAPERS

13

DOWNLOADS

451

CITATIONS
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Top 14,028

in Total Papers Citations

52

Scholarly Papers (13)

1.

Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predictive Regressions Using the Restricted Likelihood

Number of pages: 46 Posted: 27 Sep 2006 Last Revised: 02 Jun 2009
Willa W. Chen and Rohit Deo
Texas A&M University - Department of Statistics and Stern School of Business, New York University
Downloads 74 (317,408)
Citation 1

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Bartlett Correction, Likelihood Ratio Test, Curvature

2.

On the Correlation Matrix of the Discrete Fourier Transform and the Fast Solution of Large Toeplitz Systems for Long-Memory Time Series

NYU Working Paper No. SOR-2004-3
Number of pages: 22 Posted: 03 Nov 2008
Willa W. Chen, Clifford M. Hurvich and Yi Lu
Texas A&M University - Department of Statistics, Stern School of Business, New York University and affiliation not provided to SSRN
Downloads 69 (329,946)

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3.

Semiparametric Estimation of Fractional Cointegrating Subspaces

NYU Working Paper No. SOR-2004-4
Number of pages: 48 Posted: 03 Nov 2008
Willa W. Chen and Clifford M. Hurvich
Texas A&M University - Department of Statistics and Stern School of Business, New York University
Downloads 48 (392,918)

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Fractional cointegration, long memory, tapering, periodogram

4.

A Small Sample Study of Goodness-of-Fit Tests for Time Series Models

NYU Working Paper No. SOR-2000-8
Number of pages: 15 Posted: 31 Oct 2008
Willa W. Chen and Rohit Deo
Texas A&M University - Department of Statistics and Stern School of Business, New York University
Downloads 48 (392,918)

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frequency domain, portmanteau test

Estimating Fractional Cointegration in the Presence of Polynomial Trends

NYU Working Paper No. SOR-2000-15
Number of pages: 27 Posted: 31 Oct 2008
Willa W. Chen and Clifford M. Hurvich
Texas A&M University - Department of Statistics and Stern School of Business, New York University
Downloads 26 (499,197)
Citation 1

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Fractional cointegration, Long memory, Tapering, Periodogram

Estimating Fractional Cointegration in the Presence of Polynomial Trends

NYU Working Paper No. SOR-2002-1
Number of pages: 26 Posted: 31 Oct 2008
Willa W. Chen and Clifford M. Hurvich
Texas A&M University - Department of Statistics and Stern School of Business, New York University
Downloads 15 (569,125)

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Fractional cointegration, long memory, tapering, periodogram

6.

An Efficient Taper for Potentially Overdifferenced Long-Memory Time Series

NYU Working Paper No. 2451/14778
Number of pages: 26 Posted: 31 Oct 2008
Clifford M. Hurvich and Willa W. Chen
Stern School of Business, New York University and Texas A&M University - Department of Statistics
Downloads 38 (430,059)

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Periodogram, Gaussian semiparametric estimation, unit roots

7.

Efficiency in Estimation of Memory

Number of pages: 30 Posted: 06 Oct 2006
Willa W. Chen
Texas A&M University - Department of Statistics
Downloads 33 (450,807)
Citation 1

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Gaussian semiparametric estimation,t apering, periodogram

The Restricted Likelihood Ratio Test at the Boundary in Autoregressive Series

NYU Working Paper No. 2451/28230
Number of pages: 15 Posted: 08 Sep 2009
Willa W. Chen and Rohit Deo
Texas A&M University - Department of Statistics and Stern School of Business, New York University
Downloads 27 (493,310)

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Boundary value, confidence interval, curvature, restricted likelihood, unit root

The Restricted Likelihood Ratio Test at the Boundary in Autoregressive Series

Journal of Time Series Analysis, Vol. 30, Issue 6, pp. 618-630, November 2009
Number of pages: 13 Posted: 20 Oct 2009
Willa W. Chen and Rohit Deo
Texas A&M University - Department of Statistics and Stern School of Business, New York University
Downloads 4 (646,068)
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9.

A Generalized Portmanteau Goodness-of-Fit Test for Time Series Models

NYU Working Paper No. SOR-2000-7
Number of pages: 30 Posted: 31 Oct 2008
Willa W. Chen
Texas A&M University - Department of Statistics
Downloads 27 (479,620)

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Portmanteau test, long memory, goodness-of-fit

10.

Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predestricted Likelihoodictive Regressions Using the Restricted Likelihood

NYU Working Paper No. SOR-2009-06
Number of pages: 48 Posted: 08 Sep 2009
Willa W. Chen and Rohit Deo
Texas A&M University - Department of Statistics and Stern School of Business, New York University
Downloads 19 (524,746)

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Bartlett correction, likelihood ratio test, curvature

11.

Semiparametric Estimation of Multivariate Fractional

NYU Working Paper No. SOR-2002-4
Number of pages: 25 Posted: 03 Nov 2008
Willa W. Chen and Califford M. Hurvich
Texas A&M University - Department of Statistics and affiliation not provided to SSRN
Downloads 15 (548,013)
Citation 1

Abstract:

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Fractional cointegration, tapering, periodogram, long memory

12.

Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predestricted Regressions using the Restricted Likelihood

NYU Working Paper No. 2451/28231
Number of pages: 48 Posted: 10 Sep 2013
Willa W. Chen and Rohit Deo
Texas A&M University - Department of Statistics and Stern School of Business, New York University
Downloads 8 (591,299)

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Bartlett correction, likelihood ratio test, curvature

13.

The Restricted Likelihood Ratio Test for Autoregressive Processes

Journal of Time Series Analysis, Vol. 33, Issue 2, pp. 325-339, 2012
Number of pages: 15 Posted: 07 Mar 2012
Willa W. Chen and Rohit Deo
Texas A&M University - Department of Statistics and Stern School of Business, New York University
Downloads 0 (666,172)
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Restricted maximum likelihood, likelihood ratio test, partial autocorrelation, reparametrization