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 2 691
Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications 0 0 0 41 0 2 2 155
Latent Variable Nonparametric Cointegrating Regression 0 0 0 19 1 2 4 57
Non-parametric transformation regression with non-stationary data 0 0 0 46 1 4 5 77
Specification Testing for Nonlinear Cointegrating Regression 0 0 0 71 0 2 3 149
Specification Testing in Nonlinear Time Series with Long-Range Dependence 0 0 0 21 1 1 3 95
Structural Nonparametric Cointegrating Regression 0 0 0 175 2 2 3 427
Weak Convergence to Stochastic Integrals for Econometric Applications 0 0 0 51 0 0 1 54
Total Working Papers 0 0 0 635 5 14 23 1,705

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 1 1 44 2 4 9 145
ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS 0 0 0 4 2 2 2 53
ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS 0 0 0 17 1 1 1 65
Asymptotics for moving average processes with dependent innovations 0 0 0 8 0 0 1 52
Confidence regions for the intensity function of a cyclic Poisson process 0 0 0 15 0 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 1 1 3 71
NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY 0 0 0 10 0 3 4 47
NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS 0 0 0 15 2 2 5 62
NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA 0 0 0 13 2 3 3 60
Nonlinear regressions with nonstationary time series 0 0 1 39 5 5 8 123
On Berry-Esséen rates for m-dependent U-statistics 0 0 0 12 1 1 2 42
On the maximal inequality 0 0 0 16 0 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 3 3 6 159
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 0 1 3 61
WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS 0 0 0 6 1 2 5 34
Weighted bootstrap for U-statistics 0 0 0 17 2 4 6 56
Total Journal Articles 0 1 2 310 22 35 67 1,305

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Statistics updated 2025-12-06