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 0 1 1 690
Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications 0 0 0 41 0 0 1 153
Latent Variable Nonparametric Cointegrating Regression 0 0 0 19 0 1 1 54
Non-parametric transformation regression with non-stationary data 0 0 0 46 0 0 0 72
Specification Testing for Nonlinear Cointegrating Regression 0 0 0 71 0 1 1 147
Specification Testing in Nonlinear Time Series with Long-Range Dependence 0 0 0 21 0 1 2 94
Structural Nonparametric Cointegrating Regression 0 0 0 175 0 0 0 424
Weak Convergence to Stochastic Integrals for Econometric Applications 0 0 0 51 0 0 1 54
Total Working Papers 0 0 0 635 0 4 7 1,688

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 0 43 0 2 6 138
ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS 0 0 0 4 0 0 0 51
ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS 0 0 0 17 0 0 2 64
Asymptotics for moving average processes with dependent innovations 0 0 0 8 0 1 2 52
Confidence regions for the intensity function of a cyclic Poisson process 0 0 0 15 0 1 1 89
Kolmogrov and Erdös test for self-normalized sums 0 0 0 3 0 0 0 14
MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION 0 0 0 15 0 0 0 68
NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY 0 0 0 10 0 0 0 43
NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS 0 0 0 15 0 2 2 59
NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA 0 0 0 13 0 0 1 57
Nonlinear regressions with nonstationary time series 0 0 1 38 0 0 4 116
On Berry-Esséen rates for m-dependent U-statistics 0 0 0 12 0 0 1 41
On the maximal inequality 0 0 1 16 0 0 1 40
SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE 0 0 0 14 0 2 2 69
Structural Nonparametric Cointegrating Regression 0 0 0 35 0 1 1 154
THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS 0 0 0 5 0 0 0 29
The strong law of U-statistics with [phi]*-mixing samples 0 0 0 11 0 0 0 28
UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA 0 0 0 11 0 1 2 59
WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS 0 0 1 6 0 2 5 32
Weighted bootstrap for U-statistics 0 0 0 17 0 0 3 51
Total Journal Articles 0 0 3 308 0 12 33 1,254

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Statistics updated 2025-05-12