Willa W. Chen

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All published works

Action	Title	Year	Authors
+	Subsampling based inference for<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="mml31" display="inline" overflow="scroll" altimg="si31.gif"><mml:mi>U</mml:mi></mml:math>statistics under thick tails using self-normalization	2018	Willa W. Chen Rohit Deo
+	Uniform inference in predictive regression models	2014	Willa W. Chen Rohit Deo Yanping Yi
+	Uniform Inference in Predictive Regression Models	2013	Willa W. Chen Rohit Deo Yanping Yi
+	The restricted likelihood ratio test for autoregressive processes	2011	Willa W. Chen Rohit Deo
+ PDF Chat	The restricted likelihood ratio test at the boundary in autoregressive series	2009	Willa W. Chen Rohit Deo
+	BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD	2009	Willa W. Chen Rohit Deo
+	Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predestricted Likelihoodictive Regressions using the R	2009	Willa W. Chen Rohit Deo
+	The Restricted Likelihood Ratio Test at the Boundary in Autoregressive Series	2009	Willa W. Chen Rohit Deo
+	Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predestricted Likelihoodictive Regressions Using the Restricted Likelihood	2008	Willa W. Chen Rohit Deo
+	Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predictive Regressions Using the Restricted Likelihood	2008	Willa W. Chen Rohit Deo
+	Semiparametric estimation of fractional cointegrating subspaces	2006	Willa W. Chen Clifford M. Hurvich
+ PDF Chat	On the Correlation Matrix of the Discrete Fourier Transform and the Fast Solution of Large Toeplitz Systems for Long-Memory Time Series	2006	Willa W. Chen Clifford M. Hurvich Yi Lü
+ PDF Chat	THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS	2006	Willa W. Chen Rohit Deo
+	Efficiency in Estimation of Memory	2006	Willa W. Chen
+	Semiparametric Estimation of Fractional Cointegrating Subspaces	2004	Willa W. Chen Clifford M. Hurvich
+	Semiparametric Estimation of Multivariate Fractional Cointegration	2003	Willa W. Chen Clifford M. Hurvich
+	The Variance Ratio Statistic at Large Horizons	2003	Rohit Deo Willa W. Chen

Common Coauthors

Coauthor	Papers Together
Rohit Deo	12
Clifford M. Hurvich	4
Yanping Yi	2
Yi Lü	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	On the Use of Marginal Likelihood in Time Series Model Estimation	1989	G. Tunnicliffe Wilson	4
+	Towards a unified asymptotic theory for autoregression	1987	P. C. B. Phillips	4
+	Bias Reduction of Autoregressive Estimates in Time Series Regression Model through Restricted Maximum Likelihood	2000	Wai‐Kwong Cheang Gregory C. Reinsel	4
+ PDF Chat	Defining the Curvature of a Statistical Problem (with Applications to Second Order Efficiency)	1975	Bradley Efron	4
+	On the corrections to the likelihood ratio statistics	1987	Gauss M. Cordeiro	3
+ PDF Chat	Limit theory for moderate deviations from a unit root	2005	Peter C.B. Phillips Tassos Magdalinos	3
+ PDF Chat	Distinctness of the Eigenvalues of a Quadratic form in a Multivariate Sample	1973	Masashi Okamoto	3
+	Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend	2003	Weechang Kang Dong Wan Shin Youngjo Lee	3
+	Optimal perturbation bounds for the Hermitian eigenvalue problem	2000	Jesse L. Barlow Ivan Slapničar	3
+	Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems	1977	David A. Harville	3
+	The likelihood ratio criterion and the asymptotic expansion of its distribution	1977	Takesi Hayakawa	3
+	Valid asymptotic expansions for the likelihood ratio statistic and other perturbed chi-square variables	1979	Tapas K. Chandra Jayanta K. Ghosh	3
+ PDF Chat	Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters	1997	Shahidur Rahman Maxwell L. King	3
+ PDF Chat	Optimal Inference in Regression Models with Nearly Integrated Regressors	2006	Michael Jansson Marcelo J. Moreira	3
+	Application of Likelihood Methods to Models Involving Large Numbers of Parameters	1970	John D. Kalbfleisch D. A. Sprott	3
+	BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD	2009	Willa W. Chen Rohit Deo	3
+	Gaussian Semiparametric Estimation of Long Range Dependence	1995	Peter M. Robinson	3
+	Marginal likelihood and unit roots	2006	Marc Francke A.F. Vos	3
+	Tests for Hurst effect	1987	R B Davies David Harte	3
+	On Estimating the Dimensionality in Canonical Correlation Analysis	1997	Brenda Gunderson Robb J. Muirhead	3
+ PDF Chat	Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence	1991	Norma Terrin Murad S. Taqqu	3
+ PDF Chat	BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND	2009	Noud P.A. van Giersbergen	3
+	Bayesian inference for variance components using only error contrasts	1974	David A. Harville	3
+	Estimation of dimensionality in canonical correlation analysis	1979	Y. Fujikoshi LG Veitch	3
+	A Conditional Likelihood Approach to Residual Maximum Likelihood Estimation in Generalized Linear Models	1996	Gordon K. Smyth A. P. Verbyla	2
+ PDF Chat	Exact Geometry of Autoregressive Models	1999	Kees Jan van Garderen	2
+	Inferential estimation, likelihood, and linear pivotals	1990	D. A. Sprott	2
+ PDF Chat	Correction to “The likelihood ratio criterion and the asymptotic expansion of its distribution”	1987	Takesi Hayakawa	2
+	The Rotation of Eigenvectors by a Perturbation. III	1970	Chandler Davis W. Kahan	2
+ PDF Chat	The restricted likelihood ratio test at the boundary in autoregressive series	2009	Willa W. Chen Rohit Deo	2
+	A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA	1956	D. N. Lawley	2
+ PDF Chat	Some Diagnostics of Maximum Likelihood and Posterior Nonnormality	1994	Robert E. Kass Elizabeth H. Slate	2
+ PDF Chat	Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors	1991	Jean-Marie Dufour Maxwell L. King	2
+ PDF Chat	Uniform Limit Theory for Stationary Autoregression	2006	Liudas Giraitis Peter C.B. Phillips	2
+	BIAS IN THE ESTIMATION OF AUTOCORRELATIONS	1954	F. H. C. Marriott J. A. Pope	2
+	On angles between subspaces of a finite dimensional inner product space	1983	Per Åke Wedin	2
+	Some inequalities on characteristic roots of matrices	1963	T. W. Anderson Shubham Gupta	2
+ PDF Chat	Invariants and Likelihood Ratio Statistics	1986	Peter McCullagh D. R. Cox	2
+	Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes	2010	W. W. Chen Rohit Deo	2
+	Maximum likelihood in small samples: Estimation in the presence of nuisance parameters	1980	D. A. Sprott	2
+	Normal likelihoods and their relation to large sample theory of estimation	1973	D. A. Sprott	2
+	The likelihood ratio criterion for a composite hypothesis under a local alternative	1975	T. Hayakawa	2
+	The interpretation of maximum‐likelihood estimation	1984	D. A. Sprott Román Viveros‐Aguilera	2
+	Nonnull asymptotic distributions of three classic criteria in generalised linear models	1994	Gauss M. Cordeiro Denise A. Botter Silvia L. P. Ferrari	2
+	The local power of the efficient scores test statistic	1980	Peter Harris H. W. Peers	2
+	Properties of Sufficiency and Statistical Tests	1992	M. S. Bartlett	2
+	Bartlett corrections to likelihood ratio tests	1995	Andrew Chesher Richard J. Smith	2
+	On bartlett and bartlett-type corrections francisco cribari-neto	1996	Francisco Cribari‐Neto Gauss M. Cordeiro	2
+	APPROXIMATE CONFIDENCE INTERVALS	1953	M. S. Bartlett	2
+	APPROXIMATE CONFIDENCE INTERVALS	1953	M. S. Bartlett	2