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~person:"Sapra, S.K."
~person:"Wang, Qiying"
~subject:"ARMA model"
~subject:"kernel estimation"
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Functional-coefficient cointegrating regression with endogeneity
Liang, Han-Ying
;
Shen, Yu
;
Wang, Qiying
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 157-186)
.
2023
Persistent link: https://www.econbiz.de/10014313536
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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
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pp. 143-164
Persistent link: https://www.econbiz.de/10001728184
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