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Asymptotic theory for near integrated processes driven by tempered linear processes

Sabzikar, Farzad; Wang, Qiying; Phillips, Peter C. B. - In: Journal of econometrics 216 (2020) 1, pp. 192-202

Persistent link: https://www.econbiz.de/10012439672

Specification testing for nonlinear cointegrating regression

Wang, Qiying; Phillips, Peter C. B. - 2011

We provide a limit theory for a general class of kernel smoothed U statistics that may be used for specification … cointegration and regressors that have autoregressive unit roots or near unit roots. The limit theory for the specification test …

Persistent link: https://www.econbiz.de/10008826041

Nonlinear regressions with nonstationary time series

Chan, Nigel; Wang, Qiying - In: Journal of econometrics 185 (2015) 1, pp. 182-195

Persistent link: https://www.econbiz.de/10011339876

Model checks for nonlinear cointegrating regression

Wang, Qiying; Wu, Dongsheng; Zhu, Ke - In: Journal of econometrics 207 (2018) 2, pp. 261-284

Persistent link: https://www.econbiz.de/10012116349

New asymptotics applied to functional coefficient regression and climate sensitivity analysis

Wang, Qiying; Phillips, Peter C. B.; Wang, Ying - 2023

Persistent link: https://www.econbiz.de/10014317586

Nonlinear cointegrating power function regression with endogeneity

Hu, Zhishui; Phillips, Peter C. B.; Wang, Qiying - 2019

Persistent link: https://www.econbiz.de/10012132062