The variance ratio statistic at large horizons

von Chen, Willa W.
Veröffentlicht in Econometric theory (2006)

Fractional cointegration

von Chen, Willa W.
Veröffentlicht in Handbook of financial time series (2009)

Bias reduction and likelihood-based almost exactly sized hypothesis testing in predictive regressions using the restricted likelihood

von Chen, Willa W.
Veröffentlicht in Econometric theory (2009)

Estimating fractional cointegration in the presence of polynomial trends

von Chen, Willa W.
Veröffentlicht in Journal of econometrics (2003)

A generalized portmanteau goodness-of-fit test for time series models

von Chen, Willa W.
Veröffentlicht in Econometric theory (2004)

Semiparametric estimation of multivariate fractional cointegration

von Chen, Willa W.
Veröffentlicht in American Statistical Association Journal of the American Statistical Association (2003)

Estimation of mis-specified long memory models

von Chen, Willa W.
Veröffentlicht in Journal of econometrics (2006)

On the correlation matriox of the discrete fourier transform and the fast solution of large toeplitz systems for long-memory time series

von Chen, Willa W.
Veröffentlicht in American Statistical Association Journal of the American Statistical Association (2006)

Uniform inference in predictive regression models

von Chen, Willa W.
Veröffentlicht in Journal of business & economic statistics (2013)