Willa Chen - Texas A&M University (TAMU) Scholar

HR job title

Professor

selected publications

academic article
- Chen, W. W., & Deo, R. S. (2018). Subsampling based inference for U statistics under thick tails using self-normalization. Statistics and Probability Letters. 138, 95-103.
- Chen, W. W., Deo, R. S., & Yi, Y. (2013). Uniform Inference in Predictive Regression Models. Journal of Business and Economic Statistics. 31(4), 525-533.
- Chen, W. W., & Deo, R. S. (2010). Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes. 97(1), 231-237.
- Chen, W. W., & Deo, R. S. (2006). THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS. ECONOMETRIC THEORY. 22(2), 206-234.
- Chen, W. W., & Deo, R. S. (2006). The variance ratio statistic at large horizons. ECONOMETRIC THEORY. 22(2), 206-234.
- Chen, W. W., & Deo, R. S. (2006). Estimation of mis-specified long memory models. Journal of Econometrics. 134(1), 257-281.
- Chen, W. W., & Deo, R. S. (2004). Power transformations to induce normality and their applications. Journal of the Royal Statistical Society Series B: Statistical Methodology. 66(1), 117-130.
- Chen, W. W., & Hurvich, C. M. (2003). Semiparametric estimation of multivariate fractional cointegration. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION. 98(463), 629-642.
- Deo, R. S., & Chen, W. W. (2000). On the integral of the squared periodogram. Stochastic Processes and their Applications. 85(1), 159-176.
chapter
- Chen, W. W., & Hurvich, C. M. (2009). Fractional Cointegration. Mikosch, T., Kreiß, J., Davis, R. A., & Andersen, T. G. (Eds.), Handbook of Financial Time Series. (pp. 709-726). Springer Nature.

first name

Willa

has last name

Chen

mailing address

Texas A&M University

Department Of Statistics

3143 TAMU

College Station, TX 77843-3143

USA

email

wchen@tamu.edu

Chen, Willa Professor

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