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 0 11 701
Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications 0 0 0 41 0 0 9 162
Latent Variable Nonparametric Cointegrating Regression 0 0 0 19 0 2 15 70
Non-parametric transformation regression with non-stationary data 0 0 0 46 0 4 11 84
Specification Testing for Nonlinear Cointegrating Regression 0 0 0 71 0 0 16 163
Specification Testing in Nonlinear Time Series with Long-Range Dependence 0 0 0 21 0 0 5 99
Structural Nonparametric Cointegrating Regression 0 0 0 175 2 3 16 440
Weak Convergence to Stochastic Integrals for Econometric Applications 0 0 0 51 0 1 2 56
Total Working Papers 0 0 0 635 2 10 85 1,775

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 1 18 158
ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS 0 0 0 4 0 0 11 62
ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS 0 0 0 17 0 1 8 72
Asymptotics for moving average processes with dependent innovations 0 0 0 8 0 1 6 58
Confidence regions for the intensity function of a cyclic Poisson process 0 0 0 15 0 0 5 94
Kolmogrov and Erdös test for self-normalized sums 0 0 0 3 1 1 7 22
MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION 0 0 0 15 0 2 5 75
NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY 0 0 0 10 0 1 10 53
NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS 0 0 0 15 1 1 6 66
NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA 0 0 1 14 0 0 12 69
Nonlinear regressions with nonstationary time series 0 0 1 40 1 2 13 131
On Berry-Esséen rates for m-dependent U-statistics 0 0 1 13 0 0 4 45
On the maximal inequality 0 0 0 16 0 0 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 0 3 12 168
THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS 0 0 0 5 2 3 6 36
The strong law of U-statistics with [phi]*-mixing samples 0 0 0 11 1 2 4 33
UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA 0 0 0 11 0 0 10 70
WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS 0 0 0 6 0 2 9 41
Weighted bootstrap for U-statistics 0 1 4 21 0 2 19 71
Total Journal Articles 0 1 8 317 6 22 171 1,439

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Statistics updated 2026-08-07