Access Statistics for Qiying Wang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression 0 0 0 211 1 5 6 696
Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications 0 0 0 41 0 2 4 157
Latent Variable Nonparametric Cointegrating Regression 0 0 0 19 2 9 13 66
Non-parametric transformation regression with non-stationary data 0 0 0 46 0 0 5 77
Specification Testing for Nonlinear Cointegrating Regression 0 0 0 71 2 11 14 160
Specification Testing in Nonlinear Time Series with Long-Range Dependence 0 0 0 21 2 4 5 99
Structural Nonparametric Cointegrating Regression 0 0 0 175 0 5 8 432
Weak Convergence to Stochastic Integrals for Econometric Applications 0 0 0 51 0 0 0 54
Total Working Papers 0 0 0 635 7 36 55 1,741

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION 0 0 1 44 0 5 13 150
ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS 0 0 0 4 2 7 9 60
ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS 0 0 0 17 1 4 5 69
Asymptotics for moving average processes with dependent innovations 0 0 0 8 0 5 5 57
Confidence regions for the intensity function of a cyclic Poisson process 0 0 0 15 0 2 4 93
Kolmogrov and Erdös test for self-normalized sums 0 0 0 3 0 2 3 17
MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION 0 0 0 15 0 1 4 72
NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY 0 0 0 10 1 3 7 50
NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS 0 0 0 15 0 3 6 65
NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA 1 1 1 14 1 5 8 65
Nonlinear regressions with nonstationary time series 0 0 1 39 2 5 12 128
On Berry-Esséen rates for m-dependent U-statistics 0 1 1 13 0 2 3 44
On the maximal inequality 0 0 0 16 0 0 1 41
SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE 0 0 0 14 0 4 4 73
Structural Nonparametric Cointegrating Regression 0 0 0 35 0 5 11 164
THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS 0 0 0 5 0 2 3 32
The strong law of U-statistics with [phi]*-mixing samples 0 0 0 11 0 1 2 30
UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA 0 0 0 11 2 6 8 67
WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS 0 0 0 6 0 4 7 38
Weighted bootstrap for U-statistics 0 1 1 18 2 8 13 64
Total Journal Articles 1 3 5 313 11 74 128 1,379

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Statistics updated 2026-03-04