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 5 6 11 701
Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications 0 0 0 41 5 5 9 162
Latent Variable Nonparametric Cointegrating Regression 0 0 0 19 2 4 14 68
Non-parametric transformation regression with non-stationary data 0 0 0 46 3 3 8 80
Specification Testing for Nonlinear Cointegrating Regression 0 0 0 71 2 5 16 163
Specification Testing in Nonlinear Time Series with Long-Range Dependence 0 0 0 21 0 2 5 99
Structural Nonparametric Cointegrating Regression 0 0 0 175 4 5 13 437
Weak Convergence to Stochastic Integrals for Econometric Applications 0 0 0 51 1 1 1 55
Total Working Papers 0 0 0 635 22 31 77 1,765

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 3 7 19 157
ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS 0 0 0 4 2 4 11 62
ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS 0 0 0 17 1 3 7 71
Asymptotics for moving average processes with dependent innovations 0 0 0 8 0 0 5 57
Confidence regions for the intensity function of a cyclic Poisson process 0 0 0 15 1 1 5 94
Kolmogrov and Erdös test for self-normalized sums 0 0 0 3 4 4 7 21
MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION 0 0 0 15 1 1 5 73
NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY 0 0 0 10 1 3 9 52
NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS 0 0 0 15 0 0 6 65
NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA 0 1 1 14 3 5 12 69
Nonlinear regressions with nonstationary time series 1 1 2 40 1 3 13 129
On Berry-Esséen rates for m-dependent U-statistics 0 0 1 13 1 1 4 45
On the maximal inequality 0 0 0 16 1 1 2 42
SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE 0 0 0 14 0 0 4 73
Structural Nonparametric Cointegrating Regression 0 0 0 35 1 1 11 165
THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS 0 0 0 5 1 1 4 33
The strong law of U-statistics with [phi]*-mixing samples 0 0 0 11 1 1 3 31
UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA 0 0 0 11 3 5 11 70
WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS 0 0 0 6 1 1 7 39
Weighted bootstrap for U-statistics 0 2 3 20 3 7 18 69
Total Journal Articles 1 4 8 316 29 49 163 1,417

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Statistics updated 2026-05-06