Qiying Wang

CFDPs

CFDP 2337 Qiying Wang, Peter C. B. Phillips, "A General Limit Theory for Nonlinear Functionals of Nonstationary Time Series," (July 2022) [48pp, Abstract]
CFDP 2211 Zhishui Hu, Peter C. B. Phillips, Qiying Wang, "Nonlinear Cointegrating Power Function Regression with Endogeneity," (December 2019) [42pp, Abstract] (See: CFP 1712)
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: CFP 1677)
CFDP 2111 Qiying Wang, Peter C. B. Phillips, Ioannis Kasparis, "Latent Variable Nonparametric Cointegrating Regression," (September 2017) [28pp, Abstract], (See: CFDP 1716)
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 1716 Qiying Wang, Peter C. B. Phillips, Ioannis Kasparis, "Latent Variable Nonparametric Cointegrating Regression," Econometric Theory, (February 2021), 37(1): 138-168 (See CFDP 2111)
CFP 1712 Zhishui Hu, Peter C. B. Phillips, Qiying Wang, "Nonlinear Cointegrating Power Function Regression With Endogeneity," Econometric Theory, (December 2021), 37(1): 1173–1213 (See CFDP 2211)
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)