Willa W. Chen

Texas A&M University - Department of Statistics

155 Ireland Street

447 Blocker

College Station, TX 77843

United States

SCHOLARLY PAPERS

12

DOWNLOADS

829

SSRN CITATIONS
Rank 19,958

SSRN RANKINGS

Top 19,958

in Total Papers Citations

3

CROSSREF CITATIONS

63

Scholarly Papers (12)

1.

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 Hurvich and Yi Lu
Texas A&M University - Department of Statistics, New York University (NYU) - Leonard N. Stern School of Business and affiliation not provided to SSRN
Downloads 139 (383,585)

Abstract:

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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 Hurvich
Texas A&M University - Department of Statistics and New York University (NYU) - Leonard N. Stern School of Business
Downloads 59 (675,108)
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 Hurvich
Texas A&M University - Department of Statistics and New York University (NYU) - Leonard N. Stern School of Business
Downloads 41 (795,159)

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Fractional cointegration, long memory, tapering, periodogram

3.

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 94 (510,173)
Citation 3

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Bartlett Correction, Likelihood Ratio Test, Curvature

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 93 (513,683)

Abstract:

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frequency domain, portmanteau test

5.

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 Hurvich
Texas A&M University - Department of Statistics and New York University (NYU) - Leonard N. Stern School of Business
Downloads 68 (616,573)

Abstract:

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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 Hurvich and Willa W. Chen
New York University (NYU) - Leonard N. Stern School of Business and Texas A&M University - Department of Statistics
Downloads 59 (662,588)
Citation 1

Abstract:

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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 55 (684,761)
Citation 1

Abstract:

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Gaussian semiparametric estimation,t apering, periodogram

8.

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 47 (733,937)
Citation 1

Abstract:

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Fractional cointegration, tapering, periodogram, long memory

9.

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 46 (740,397)

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

10.

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 46 (740,397)

Abstract:

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Portmanteau test, long memory, goodness-of-fit

11.

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 42 (767,915)

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Bartlett correction, likelihood ratio test, curvature

12.

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 40 (782,547)

Abstract:

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Bartlett correction, likelihood ratio test, curvature