Concepedia

William R. Parke

WR

Statistics

Publications

7

Citations

541

H-Index

7

Active since

1980

Affiliations

University of North Carolina at Chapel Hill(Current)

William R. Parke is an author at University of North Carolina at Chapel Hill specializing in statistics, engineering, and estimation theory.

Top concepts

StatisticsBusinessEngineeringEstimation TheoryStatistical InferenceFinanceEconomicsEconometricsMacroeconomicsAccounting

Publications per year

1980–2006

7

Publications

7

What is Fractional Integration?

William R. Parke · The Review of Economics and Statistics · 1999 · 229 citations

Dynamic Economic Model, Volatility Modeling, Economics +15

Pseudo Maximum Likelihood Estimation: The Asymptotic Distribution

William R. Parke · The Annals of Statistics · 1986 · 95 citations · Full text

Large Deviations, Parameter Estimation, Density Estimation +9

The Operations of the Bank of England, 1890-1908: A Dynamic Probit Approach

Nurhan Davutyan, William R. Parke · Journal of money credit and banking · 1995 · 67 citations

Home Trade, Central Banking, Alternative Monetary Regime +16

Stock Price Volatility: Tests Based on the Geometric Random Walk

Stephen F. LeRoy, William R. Parke · American Economic Review · 1992 · 57 citations

Full-information estimates of a nonlinear macroeconometric model

Ray C. Fair, William R. Parke · Journal of Econometrics · 1980 · 35 citations

Parameter Estimation, Engineering, Full-information Estimates +5

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