Qiying Wang

CFDPs

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," Economic Theory, (February 2021), 37(1): 1-41 (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)