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 3 6 696
Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications 0 0 0 41 0 2 4 157
Latent Variable Nonparametric Cointegrating Regression 0 0 0 19 0 7 12 66
Non-parametric transformation regression with non-stationary data 0 0 0 46 0 0 5 77
Specification Testing for Nonlinear Cointegrating Regression 0 0 0 71 1 8 14 161
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 1 5 9 433
Weak Convergence to Stochastic Integrals for Econometric Applications 0 0 0 51 0 0 0 54
Total Working Papers 0 0 0 635 2 27 55 1,743

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 4 8 16 154
ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS 0 0 0 4 0 7 9 60
ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS 0 0 0 17 1 5 6 70
Asymptotics for moving average processes with dependent innovations 0 0 0 8 0 2 5 57
Confidence regions for the intensity function of a cyclic Poisson process 0 0 0 15 0 2 4 93
Kolmogrov and Erdös test for self-normalized sums 0 0 0 3 0 1 3 17
MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION 0 0 0 15 0 1 4 72
NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY 0 0 0 10 1 4 8 51
NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS 0 0 0 15 0 2 6 65
NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA 0 1 1 14 1 4 9 66
Nonlinear regressions with nonstationary time series 0 0 1 39 0 5 12 128
On Berry-Esséen rates for m-dependent U-statistics 0 1 1 13 0 1 3 44
On the maximal inequality 0 0 0 16 0 0 1 41
SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE 0 0 0 14 0 1 4 73
Structural Nonparametric Cointegrating Regression 0 0 0 35 0 4 10 164
THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS 0 0 0 5 0 1 3 32
The strong law of U-statistics with [phi]*-mixing samples 0 0 0 11 0 1 2 30
UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA 0 0 0 11 0 4 8 67
WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS 0 0 0 6 0 2 6 38
Weighted bootstrap for U-statistics 2 3 3 20 2 10 15 66
Total Journal Articles 2 5 7 315 9 65 134 1,388

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Statistics updated 2026-04-09