Qiying Wang

CFDPs

CFDP 2211 Zhishui Hu, Peter C. B. Phillips, Qiying Wang, "Nonlinear Cointegrating Power Function Regression with Endogeneity," (December 2019) [42pp, Abstract]
CFDP 2131 Farzad Sabzikar, Qiying Wang, Peter C. B. Phillips, "Asymptotic Theory for Near Integrated Process Driven by Tempered Linear Process," (May 2018) [28pp, Abstract] (See: CFP1677)
CFDP 2111 Qiying Wang, Peter C. B. Phillips, Ioannis Kasparis, "Latent Variable Nonparametric Cointegrating Regression," (September 2017) [28pp, Abstract]
CFDP 1971 Hanying Liang, Peter C. B. Phillips, Hanchao Wang, Qiying Wang, "Weak Convergence to Stochastic Integrals for Econometric Applications," (December 2014) [29pp, Abstract]
CFDP 1779 Qiying Wang, Peter C. B. Phillips, "Specification Testing for Nonlinear Cointegrating Regression," (January 2011, revised June 2011) [66pp, Abstract]
CFDP 1687 Qiying Wang, Peter C. B. Phillips, "Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications," (January 2009) [26pp, Abstract] (See: 1319)
CFDP 1657 Qiying Wang, Peter C. B. Phillips, "Structural Nonparametric Cointegrating Regression," (May 2008) [25pp, Abstract] (See: 1289)
CFDP 1594 Qiying Wang, Peter C. B. Phillips, "Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression," (December 2006) [26pp, Abstract] (See: 1270)

For accessibility assistance with publications, please email cowles@yale.edu.

CFPs

CFP 1677 Farzad Sabzikar, Qiying Wang, Peter C. B. Phillips, "Asymptotic theory for near integrated processes driven by tempered linear processes," Journal of Econometrics, (May 2020), 216(1): 192-202 (See CFDP 2131)
CFP 1558 Hanying Liang, Peter C. B. Phillips, Hanchao Wang, Qiying Wang, "Weak Convergence to Stochastic Integrals for Econometric Applications," Econometric Theory, (December 2016), 32(6): 1349-1375 (See CFDP 1971)
CFP 1515 Qiying Wang, Peter C. B. Phillips, "Nonparametric Cointegrating Regression with Endogeneity and Long Memory," Econometric Theory, (April 2016), 32(2): 359-401
CFP 1359 Qiying Wang, Peter C. B. Phillips, "A Specification Test for Nonlinear Nonstationary Models," The Annals of Statistics, (January 2012), 40(2): 727–758 (:2) (See CFDP 1779)
CFP 1319 Qiying Wang, Peter C. B. Phillips, "Asymptotic Theory for Zero Energy Functionals with Nonparametric Regression Applications," Econometric Theory, (April 2011), 27(2): 235-259 (See CFDP 1687)
CFP 1289 Qiying Wang, Peter C. B. Phillips, "Structural Nonparametric Cointegrating Regression," Econometrica, (November 2009), 77(6): 1901-1948 (See CFDP 1657)
CFP 1270 Qiying Wang, Peter C. B. Phillips, "Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression," Econometric Theory, (June 2009), 25(3): 710-738 (See CFDP 1594)