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NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS
Wang, Qiying; Xiang Rachel Wang, Ying - In: Econometric theory 29 (2012) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10010073733
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Nonparametric cointegrating regression with NNH errors
Wang, Qiying; Wang, Ying Xiang Rachel - In: Econometric theory 29 (2013) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10009747954
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Martingale limit theorem revisited and nonlinear cointegrating regression
Wang, Qiying - In: Econometric theory 30 (2014) 3, pp. 509-535
Persistent link: https://www.econbiz.de/10010500889
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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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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
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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, pp. 143-164
Persistent link: https://www.econbiz.de/10001728184
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Specification testing in nonlinear time series with long-range dependence
Gao, Jiti; Wang, Qiying; Yin, Jiying - In: Econometric theory 27 (2011) 2, pp. 260-284
Persistent link: https://www.econbiz.de/10009310805
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Asymptotic theory for zero energy functionals with nonparametric regression applications
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 27 (2011) 2, pp. 235-259
Persistent link: https://www.econbiz.de/10009310811
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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
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Asymptotic theory for local time density estimation and nonparametric cointegrating regression
Wang, Qiying; Phillips, Peter C. B. - In: Econometric theory 25 (2009) 3, pp. 710-738
Persistent link: https://www.econbiz.de/10003864160