Narrow search
Showing 21 - 30 of 611
Cover Image
Uniform convergence for nonparametric estimators with nonstationary data
Chan, Nigel; Wang, Qiying - In: Econometric theory 30 (2014) 5, pp. 1110-1133
Persistent link: https://www.econbiz.de/10010502129
Cover Image
Structural nonparametric cointegrating regression
Wang, Qiying (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003724274
Cover Image
Asymptotics for general fractionally integrated processes with applications to unit root tests
Wang, Qiying; Lin, Yan-xia; Gulati, Chandra M. - In: Econometric theory 19 (2003) 1, pp. 143-164
Persistent link: https://www.econbiz.de/10001728184
Cover Image
The invariance principle for linear processes with applications
Wang, Qiying; Lin, Yan-xia; Gulati, Chandra M. - In: Econometric theory 18 (2002) 1, pp. 119-139
Persistent link: https://www.econbiz.de/10001652633
Cover Image
Nonlinear cointegrating power function regression with endogeneity
Hu, Zhishui; Phillips, Peter C. B.; Wang, Qiying - In: Econometric theory 37 (2021) 6, pp. 1173-1213
Persistent link: https://www.econbiz.de/10012704809
Cover Image
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
Cover Image
Weak convergence to stochastic integrals for econometric applications
Liang, Hanying; Phillips, Peter C. B.; Wang, Hanchao; … - In: Econometric theory 32 (2016) 6, pp. 1349-1375
Persistent link: https://www.econbiz.de/10011661978
Cover Image
Testing for a unit root with nonstationary nonlinear heteroskedasticity
Tu, Yundong; Chan, Nigel; Wang, Qiying - In: Econometric reviews 39 (2020) 9, pp. 904-929
Persistent link: https://www.econbiz.de/10012295588
Cover Image
Weak convergence to stochastic integrals under primitive conditions in nonlinear econometric models
Peng, Jiangyan; Wang, Qiying - In: Econometric theory 34 (2018) 5, pp. 1132-1157
Persistent link: https://www.econbiz.de/10011951465
Cover Image
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