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 5 11 701
Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications 0 0 0 41 0 5 9 162
Latent Variable Nonparametric Cointegrating Regression 0 0 0 19 2 4 16 70
Non-parametric transformation regression with non-stationary data 0 0 0 46 2 7 11 84
Specification Testing for Nonlinear Cointegrating Regression 0 0 0 71 0 2 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 1 5 14 438
Weak Convergence to Stochastic Integrals for Econometric Applications 0 0 0 51 1 2 2 56
Total Working Papers 0 0 0 635 6 30 84 1,773

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 4 20 158
ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS 0 0 0 4 0 2 11 62
ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS 0 0 0 17 0 2 8 72
Asymptotics for moving average processes with dependent innovations 0 0 0 8 1 1 6 58
Confidence regions for the intensity function of a cyclic Poisson process 0 0 0 15 0 1 5 94
Kolmogrov and Erdös test for self-normalized sums 0 0 0 3 0 4 6 21
MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION 0 0 0 15 2 3 7 75
NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY 0 0 0 10 0 2 10 53
NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS 0 0 0 15 0 0 6 65
NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA 0 0 1 14 0 3 12 69
Nonlinear regressions with nonstationary time series 0 1 1 40 0 2 13 130
On Berry-Esséen rates for m-dependent U-statistics 0 0 1 13 0 1 4 45
On the maximal inequality 0 0 0 16 0 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 4 14 168
THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS 0 0 0 5 1 2 5 34
The strong law of U-statistics with [phi]*-mixing samples 0 0 0 11 0 2 3 32
UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA 0 0 0 11 0 3 11 70
WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS 0 0 0 6 0 3 9 41
Weighted bootstrap for U-statistics 0 1 4 21 0 5 19 71
Total Journal Articles 0 2 8 317 5 45 175 1,433

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Statistics updated 2026-07-10