Browsing by Author Chen, Willa W.

Showing results 1 to 9 of 9

Issue Date	Title	Author(s)
24-Aug-2009	Bias Reduction and Likelihood Based Almost-Exactly Sized Hypothesis Testing in Predestricted Likelihoodictive Regressions using the R	Chen, Willa W.; Deo, Rohit S.
Jan-1998	AN EFFICIENT TAPER FOR POTENTIALLY OVERDIFFERENCED LONG-MEMORY TIME SERIES	Hurvich, Clifford M.; Chen, Willa W.
8-Oct-2002	Estimating Fractional Cointegration in the Presence of Polynomial Trends	Chen, Willa W.; Hurvich, Clifford M.
6-Feb-2003	Estimating fractional cointegration in the presence of polynomial trends	Chen, Willa W.; Hurvich, Clifford M.
2000	A Generalized Portmanteau Goodness-of-fit Test for Time Series Models	Chen, Willa W.; Deo, Rohit S.
24-Aug-2009	The Restricted Likelihood Ratio Test at the Boundary in Autoregressive Series	Chen, Willa W.; Deo, Rohit S.
19-Nov-2004	Semiparametric Estimation of Fractional Cointegrating Subspaces	Chen, Willa W.; Hurvich, Clifford M.
14-Jun-2002	Semiparametric Estimation of Multivariate Fractional	Chen, Willa W.; Hurvich, Califford M.
2000	A Small Sample Study of Goodness-of-fit Tests for Time Series Models	Chen, Willa W.; Deo, Rohit S.

Showing results 1 to 9 of 9