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 2 4 6 695
Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications 0 0 0 41 2 2 4 157
Latent Variable Nonparametric Cointegrating Regression 0 0 0 19 5 8 11 64
Non-parametric transformation regression with non-stationary data 0 0 0 46 0 1 5 77
Specification Testing for Nonlinear Cointegrating Regression 0 0 0 71 5 9 12 158
Specification Testing in Nonlinear Time Series with Long-Range Dependence 0 0 0 21 0 3 4 97
Structural Nonparametric Cointegrating Regression 0 0 0 175 4 7 8 432
Weak Convergence to Stochastic Integrals for Econometric Applications 0 0 0 51 0 0 0 54
Total Working Papers 0 0 0 635 18 34 50 1,734

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 7 14 150
ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS 0 0 0 4 5 7 7 58
ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS 0 0 0 17 3 4 4 68
Asymptotics for moving average processes with dependent innovations 0 0 0 8 2 5 6 57
Confidence regions for the intensity function of a cyclic Poisson process 0 0 0 15 2 2 5 93
Kolmogrov and Erdös test for self-normalized sums 0 0 0 3 1 2 3 17
MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION 0 0 0 15 1 2 4 72
NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY 0 0 0 10 2 2 6 49
NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS 0 0 0 15 2 5 8 65
NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA 0 0 0 13 2 6 7 64
Nonlinear regressions with nonstationary time series 0 0 1 39 3 8 10 126
On Berry-Esséen rates for m-dependent U-statistics 1 1 1 13 1 3 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 1 4 6 73
Structural Nonparametric Cointegrating Regression 0 0 0 35 4 8 11 164
THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS 0 0 0 5 1 2 3 32
The strong law of U-statistics with [phi]*-mixing samples 0 0 0 11 1 1 2 30
UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA 0 0 0 11 2 4 7 65
WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS 0 0 0 6 2 5 8 38
Weighted bootstrap for U-statistics 1 1 1 18 6 8 11 62
Total Journal Articles 2 2 4 312 45 85 126 1,368

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Statistics updated 2026-02-12