Chen, Willa individual record

Time Series and Econometrics

education and training
selected publications
Academic Articles9
  • Chen, W. W., & Deo, R. S. (2018). Subsampling based inference forUstatistics under thick tails using self-normalization. Statistics & Probability Letters. 138, 95-103.
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  • Chen, W. W., Deo, R. S., & Yi, Y. (2013). Uniform Inference in Predictive Regression Models. Journal of Business & Economic Statistics. 31(4), 525-533.
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  • Chen, W. W., & Deo, R. S. (2006). Estimation of mis-specified long memory models. Journal of Econometrics. 134(1), 257-281.
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  • Chen, W. W., & Deo, R. S. (2006). THE VARIANCE RATIO STATISTIC AT LARGE HORIZONS. Econometric Theory. 22(02), 206-234.
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  • 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. 709-726. Springer Berlin Heidelberg.
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chaired theses and dissertations
First Name
Last Name
mailing address
Texas A&M University; Department Of Statistics; 3143 TAMU
College Station, TX 77843-3143