Details about Qiying Wang

Access statistics for papers by Qiying Wang.

Last updated 2018-03-22. Update your information in the RePEc Author Service.

Short-id: pwa863

Working Papers

2017

1. Latent Variable Nonparametric Cointegrating Regression
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University

2014

2. Weak Convergence to Stochastic Integrals for Econometric Applications
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)
   See also Journal Article WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS, Econometric Theory, Cambridge University Press (2016) View citations (10) (2016)

2013

3. Non-parametric transformation regression with non-stationary data
   CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies
   See also Journal Article NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA, Econometric Theory, Cambridge University Press (2016) View citations (8) (2016)

2011

4. Specification Testing for Nonlinear Cointegrating Regression
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (1)

2009

5. Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (2)
6. Specification Testing in Nonlinear Time Series with Long-Range Dependence
   School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy View citations (5)
   See also Journal Article SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE, Econometric Theory, Cambridge University Press (2011) View citations (4) (2011)

2008

7. Structural Nonparametric Cointegrating Regression
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (9)
   See also Journal Article Structural Nonparametric Cointegrating Regression, Econometrica, Econometric Society (2009) View citations (74) (2009)

2006

8. Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression
   Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University View citations (5)
   See also Journal Article ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION, Econometric Theory, Cambridge University Press (2009) View citations (76) (2009)

Journal Articles

2016

1. NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY
   Econometric Theory, 2016, 32, (2), 359-401 View citations (18)
2. NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA
   Econometric Theory, 2016, 32, (1), 1-29 View citations (8)
   See also Working Paper Non-parametric transformation regression with non-stationary data, CeMMAP working papers (2013) (2013)
3. WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS
   Econometric Theory, 2016, 32, (6), 1349-1375 View citations (10)
   See also Working Paper Weak Convergence to Stochastic Integrals for Econometric Applications, Cowles Foundation Discussion Papers (2014) View citations (1) (2014)

2015

4. Nonlinear regressions with nonstationary time series
   Journal of Econometrics, 2015, 185, (1), 182-195 View citations (27)

2014

5. MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION
   Econometric Theory, 2014, 30, (3), 509-535 View citations (15)
6. UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA
   Econometric Theory, 2014, 30, (5), 1110-1133 View citations (6)

2013

7. NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS
   Econometric Theory, 2013, 29, (1), 1-27 View citations (7)

2011

8. ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS
   Econometric Theory, 2011, 27, (2), 235-259 View citations (27)
9. SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE
   Econometric Theory, 2011, 27, (2), 260-284 View citations (4)
   See also Working Paper Specification Testing in Nonlinear Time Series with Long-Range Dependence, School of Economics and Public Policy Working Papers (2009) View citations (5) (2009)

2009

10. ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
    Econometric Theory, 2009, 25, (3), 710-738 View citations (76)
    See also Working Paper Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression, Cowles Foundation Discussion Papers (2006) View citations (5) (2006)
11. Confidence regions for the intensity function of a cyclic Poisson process
    Statistical Inference for Stochastic Processes, 2009, 12, (1), 21-36 View citations (2)
12. Structural Nonparametric Cointegrating Regression
    Econometrica, 2009, 77, (6), 1901-1948 View citations (74)
    See also Working Paper Structural Nonparametric Cointegrating Regression, Cowles Foundation Discussion Papers (2008) View citations (9) (2008)

2004

13. Weighted bootstrap for U-statistics
    Journal of Multivariate Analysis, 2004, 91, (2), 177-198 View citations (1)

2003

14. ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
    Econometric Theory, 2003, 19, (1), 143-164 View citations (23)

2002

15. THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS
    Econometric Theory, 2002, 18, (1), 119-139 View citations (4)

2001

16. Asymptotics for moving average processes with dependent innovations
    Statistics & Probability Letters, 2001, 54, (4), 347-356 View citations (4)

1999

17. Kolmogrov and Erdös test for self-normalized sums
    Statistics & Probability Letters, 1999, 42, (3), 323-326 View citations (1)
18. On Berry-Esséen rates for m-dependent U-statistics
    Statistics & Probability Letters, 1999, 41, (2), 123-130 View citations (1)

1996

19. On the maximal inequality
    Statistics & Probability Letters, 1996, 31, (2), 85-89 View citations (1)

1995

20. The strong law of U-statistics with [phi]*-mixing samples
    Statistics & Probability Letters, 1995, 23, (2), 151-155 View citations (2)