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 0 210 0 0 2 679
Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications 0 0 1 40 0 0 2 145
Latent Variable Nonparametric Cointegrating Regression 0 0 2 17 2 2 11 44
Non-parametric transformation regression with non-stationary data 0 0 0 46 0 2 6 65
Specification Testing for Nonlinear Cointegrating Regression 0 0 0 70 0 1 6 142
Specification Testing in Nonlinear Time Series with Long-Range Dependence 0 0 0 21 0 0 1 90
Structural Nonparametric Cointegrating Regression 0 0 1 175 1 2 6 418
Weak Convergence to Stochastic Integrals for Econometric Applications 0 0 2 51 0 1 5 49
Total Working Papers 0 0 6 630 3 8 39 1,632


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 40 1 1 2 122
ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS 0 0 0 4 1 1 2 45
ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS 0 0 0 15 0 1 1 55
Asymptotics for moving average processes with dependent innovations 0 0 0 8 1 1 3 49
Confidence regions for the intensity function of a cyclic Poisson process 0 0 0 15 0 0 1 87
Kolmogrov and Erdös test for self-normalized sums 0 0 0 3 0 0 0 14
MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION 1 1 3 13 1 1 4 58
NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY 0 0 2 8 1 2 4 34
NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS 0 0 1 13 0 0 1 53
NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA 0 0 1 13 1 1 4 54
Nonlinear regressions with nonstationary time series 1 2 5 30 1 3 11 89
On Berry-Esséen rates for m-dependent U-statistics 0 0 0 12 0 1 2 38
On the maximal inequality 0 0 0 14 1 1 1 36
SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE 0 0 0 14 0 0 0 66
Structural Nonparametric Cointegrating Regression 0 0 0 35 2 3 4 142
THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS 0 0 0 5 0 0 0 22
The strong law of U-statistics with [phi]*-mixing samples 0 0 2 11 0 0 4 26
UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA 0 0 1 8 0 1 3 48
WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS 0 0 1 5 0 0 2 22
Weighted bootstrap for U-statistics 0 0 0 11 0 0 1 37
Total Journal Articles 3 4 17 277 10 17 50 1,097


Statistics updated 2020-11-03