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Details about Qiying Wang

E-mail:
Homepage:http://www.maths.usyd.edu.au/u/qiying/
Workplace:University of Sydney - School of Mathematics and Statistics

Access statistics for papers by Qiying Wang.

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

Short-id: pwa863


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Working Papers

2017

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

2014

  1. Weak Convergence to Stochastic Integrals for Econometric Applications
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    See also Journal Article in Econometric Theory (2016)

2013

  1. Non-parametric transformation regression with non-stationary data
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies Downloads
    See also Journal Article in Econometric Theory (2016)

2011

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

2009

  1. Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
  2. Specification Testing in Nonlinear Time Series with Long-Range Dependence
    School of Economics Working Papers, University of Adelaide, School of Economics Downloads View citations (2)
    See also Journal Article in Econometric Theory (2011)

2008

  1. Structural Nonparametric Cointegrating Regression
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (8)
    See also Journal Article in Econometrica (2009)

2006

  1. Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads View citations (3)
    See also Journal Article in Econometric Theory (2009)

Journal Articles

2016

  1. NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY
    Econometric Theory, 2016, 32, (2), 359-401 Downloads View citations (8)
  2. NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA
    Econometric Theory, 2016, 32, (1), 1-29 Downloads View citations (4)
    See also Working Paper (2013)
  3. WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS
    Econometric Theory, 2016, 32, (6), 1349-1375 Downloads View citations (6)
    See also Working Paper (2014)

2015

  1. Nonlinear regressions with nonstationary time series
    Journal of Econometrics, 2015, 185, (1), 182-195 Downloads View citations (10)

2014

  1. MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION
    Econometric Theory, 2014, 30, (3), 509-535 Downloads View citations (10)
  2. UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA
    Econometric Theory, 2014, 30, (5), 1110-1133 Downloads View citations (3)

2013

  1. NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS
    Econometric Theory, 2013, 29, (1), 1-27 Downloads View citations (5)

2011

  1. ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS
    Econometric Theory, 2011, 27, (2), 235-259 Downloads View citations (20)
  2. SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE
    Econometric Theory, 2011, 27, (2), 260-284 Downloads View citations (3)
    See also Working Paper (2009)

2009

  1. ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION
    Econometric Theory, 2009, 25, (3), 710-738 Downloads View citations (61)
    See also Working Paper (2006)
  2. Confidence regions for the intensity function of a cyclic Poisson process
    Statistical Inference for Stochastic Processes, 2009, 12, (1), 21-36 Downloads View citations (1)
  3. Structural Nonparametric Cointegrating Regression
    Econometrica, 2009, 77, (6), 1901-1948 Downloads View citations (56)
    See also Working Paper (2008)

2004

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

2003

  1. ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
    Econometric Theory, 2003, 19, (1), 143-164 Downloads View citations (15)

2002

  1. THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS
    Econometric Theory, 2002, 18, (1), 119-139 Downloads View citations (2)

2001

  1. Asymptotics for moving average processes with dependent innovations
    Statistics & Probability Letters, 2001, 54, (4), 347-356 Downloads View citations (2)

1999

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

1996

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

1995

  1. The strong law of U-statistics with [phi]*-mixing samples
    Statistics & Probability Letters, 1995, 23, (2), 151-155 Downloads View citations (1)
 
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