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Least squares estimation for nonlinear regression models with heteroscedasticity
Wang, Qiying - In: Econometric theory 37 (2021) 6, pp. 1267-1289
Persistent link: https://www.econbiz.de/10012704812
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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
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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
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Nonparametric transformation regression with nonstationary data
Linton, Oliver; Wang, Qiying - In: Econometric theory 32 (2016) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10011578411
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Nonparametric cointegrating regression with endoogeneity and long memory
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 32 (2016) 2, pp. 359-401
Persistent link: https://www.econbiz.de/10011578489
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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
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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
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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
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Latent variable nonparametric cointegrating regression
Wang, Qiying; Phillips, Peter C. B.; Kasparis, Ioannis - In: Econometric theory 37 (2021) 1, pp. 138-168
Persistent link: https://www.econbiz.de/10012437045
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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