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 1 2 691
Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications 0 0 0 41 1 2 3 155
Latent Variable Nonparametric Cointegrating Regression 0 0 0 19 1 1 3 56
Non-parametric transformation regression with non-stationary data 0 0 0 46 3 3 4 76
Specification Testing for Nonlinear Cointegrating Regression 0 0 0 71 2 2 3 149
Specification Testing in Nonlinear Time Series with Long-Range Dependence 0 0 0 21 0 0 2 94
Structural Nonparametric Cointegrating Regression 0 0 0 175 0 1 1 425
Weak Convergence to Stochastic Integrals for Econometric Applications 0 0 0 51 0 0 1 54
Total Working Papers 0 0 0 635 8 10 19 1,700

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 1 1 1 44 2 3 8 143
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 1 64
Asymptotics for moving average processes with dependent innovations 0 0 0 8 0 0 2 52
Confidence regions for the intensity function of a cyclic Poisson process 0 0 0 15 1 2 3 91
Kolmogrov and Erdös test for self-normalized sums 0 0 0 3 0 0 1 15
MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION 0 0 0 15 0 0 2 70
NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY 0 0 0 10 2 4 4 47
NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS 0 0 0 15 0 0 3 60
NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA 0 0 0 13 1 1 1 58
Nonlinear regressions with nonstationary time series 0 0 2 39 0 0 4 118
On Berry-Esséen rates for m-dependent U-statistics 0 0 0 12 0 0 1 41
On the maximal inequality 0 0 0 16 1 1 1 41
SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE 0 0 0 14 0 0 2 69
Structural Nonparametric Cointegrating Regression 0 0 0 35 0 0 3 156
THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS 0 0 0 5 0 0 1 30
The strong law of U-statistics with [phi]*-mixing samples 0 0 0 11 0 0 1 29
UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA 0 0 0 11 1 1 3 61
WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS 0 0 0 6 1 1 4 33
Weighted bootstrap for U-statistics 0 0 0 17 2 2 4 54
Total Journal Articles 1 1 3 310 11 15 49 1,283

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Statistics updated 2025-11-08