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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/10008257716
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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/10006970546
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ARTICLES - 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/10006975236
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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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SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE
Gao, Jiti; Wang, Qiying; Yin, Jiying - In: Econometric theory 27 (2010) 2, pp. 260-285
Persistent link: https://www.econbiz.de/10008881755
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ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS
Wang, Qiying; Phillips, Peter C.B. - In: Econometric theory 27 (2010) 2, pp. 235-260
Persistent link: https://www.econbiz.de/10008881756