Qiying Wang
Personal Details
First Name: | Qiying |
Middle Name: | |
Last Name: | Wang |
Suffix: | |
RePEc Short-ID: | pwa863 |
| |
http://www.maths.usyd.edu.au/u/qiying/ | |
Affiliation
University of Sydney - School of Mathematics and Statistics
http://www.maths.usyd.edu.au/Australia, Sydney
Research output
Jump to: Working papers ArticlesWorking papers
- Qiying Wang & Peter C.B. Phillips & Ioannis Kasparis, 2017.
"Latent Variable Nonparametric Cointegrating Regression,"
Cowles Foundation Discussion Papers
2111, Cowles Foundation for Research in Economics, Yale University.
- Wang, Qiying & Phillips, Peter C.B. & Kasparis, Ioannis, 2021. "Latent Variable Nonparametric Cointegrating Regression," Econometric Theory, Cambridge University Press, vol. 37(1), pages 138-168, February.
- Hanying Liang & Peter C.B. Phillips & Hanchao Wang & Qiying Wang, 2014.
"Weak Convergence to Stochastic Integrals for Econometric Applications,"
Cowles Foundation Discussion Papers
1971, Cowles Foundation for Research in Economics, Yale University.
- Liang, Hanying & Phillips, Peter C.B. & Wang, Hanchao & Wang, Qiying, 2016. "Weak Convergence To Stochastic Integrals For Econometric Applications," Econometric Theory, Cambridge University Press, vol. 32(6), pages 1349-1375, December.
- Oliver Linton & Qiying Wang, 2013.
"Non-parametric transformation regression with non-stationary data,"
CeMMAP working papers
CWP16/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Linton, Oliver & Wang, Qiying, 2016. "Nonparametric Transformation Regression With Nonstationary Data," Econometric Theory, Cambridge University Press, vol. 32(1), pages 1-29, February.
- Qiying Wang & Peter C.B. Phillips, 2011. "Specification Testing for Nonlinear Cointegrating Regression," Cowles Foundation Discussion Papers 1779, Cowles Foundation for Research in Economics, Yale University, revised Feb 2011.
- Jiti Gao & Qiying Wang & Jiying Yin, 2009.
"Specification Testing in Nonlinear Time Series with Long-Range Dependence,"
School of Economics and Public Policy Working Papers
2009-04, University of Adelaide, School of Economics and Public Policy.
- Gao, Jiti & Wang, Qiying & Yin, Jiying, 2011. "Specification Testing In Nonlinear Time Series With Long-Range Dependence," Econometric Theory, Cambridge University Press, vol. 27(2), pages 260-284, April.
- Qiying Wang & Peter C. B. Phillips, 2009. "Asymptotic Theory for Zero Energy Density Estimation with Nonparametric Regression Applications," Cowles Foundation Discussion Papers 1687, Cowles Foundation for Research in Economics, Yale University.
- Qiying Wang & Peter C.B. Phillips, 2008.
"Structural Nonparametric Cointegrating Regression,"
Cowles Foundation Discussion Papers
1657, Cowles Foundation for Research in Economics, Yale University.
- Qiying Wang & Peter C. B. Phillips, 2009. "Structural Nonparametric Cointegrating Regression," Econometrica, Econometric Society, vol. 77(6), pages 1901-1948, November.
- Qiying Wang & Peter C.B. Phillips, 2006.
"Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression,"
Cowles Foundation Discussion Papers
1594, Cowles Foundation for Research in Economics, Yale University.
- Wang, Qiying & Phillips, Peter C.B., 2009. "Asymptotic Theory For Local Time Density Estimation And Nonparametric Cointegrating Regression," Econometric Theory, Cambridge University Press, vol. 25(3), pages 710-738, June.
Articles
- Linton, Oliver & Wang, Qiying, 2016.
"Nonparametric Transformation Regression With Nonstationary Data,"
Econometric Theory, Cambridge University Press, vol. 32(1), pages 1-29, February.
- Oliver Linton & Qiying Wang, 2013. "Non-parametric transformation regression with non-stationary data," CeMMAP working papers CWP16/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Liang, Hanying & Phillips, Peter C.B. & Wang, Hanchao & Wang, Qiying, 2016.
"Weak Convergence To Stochastic Integrals For Econometric Applications,"
Econometric Theory, Cambridge University Press, vol. 32(6), pages 1349-1375, December.
- Hanying Liang & Peter C.B. Phillips & Hanchao Wang & Qiying Wang, 2014. "Weak Convergence to Stochastic Integrals for Econometric Applications," Cowles Foundation Discussion Papers 1971, Cowles Foundation for Research in Economics, Yale University.
- Wang, Qiying & Phillips, Peter C. B., 2016. "Nonparametric Cointegrating Regression With Endogeneity And Long Memory," Econometric Theory, Cambridge University Press, vol. 32(2), pages 359-401, April.
- Chan, Nigel & Wang, Qiying, 2015. "Nonlinear regressions with nonstationary time series," Journal of Econometrics, Elsevier, vol. 185(1), pages 182-195.
- Wang, Qiying, 2014. "Martingale Limit Theorem Revisited And Nonlinear Cointegrating Regression," Econometric Theory, Cambridge University Press, vol. 30(3), pages 509-535, June.
- Chan, Nigel & Wang, Qiying, 2014. "Uniform Convergence For Nonparametric Estimators With Nonstationary Data," Econometric Theory, Cambridge University Press, vol. 30(5), pages 1110-1133, October.
- Wang, Qiying & Xiang Rachel Wang, Ying, 2013. "Nonparametric Cointegrating Regression With Nnh Errors," Econometric Theory, Cambridge University Press, vol. 29(1), pages 1-27, February.
- Wang, Qiying & Phillips, Peter C.B., 2011. "Asymptotic Theory For Zero Energy Functionals With Nonparametric Regression Applications," Econometric Theory, Cambridge University Press, vol. 27(2), pages 235-259, April.
- Gao, Jiti & Wang, Qiying & Yin, Jiying, 2011.
"Specification Testing In Nonlinear Time Series With Long-Range Dependence,"
Econometric Theory, Cambridge University Press, vol. 27(2), pages 260-284, April.
- Jiti Gao & Qiying Wang & Jiying Yin, 2009. "Specification Testing in Nonlinear Time Series with Long-Range Dependence," School of Economics and Public Policy Working Papers 2009-04, University of Adelaide, School of Economics and Public Policy.
- Roelof Helmers & Qiying Wang & Ričardas Zitikis, 2009. "Confidence regions for the intensity function of a cyclic Poisson process," Statistical Inference for Stochastic Processes, Springer, vol. 12(1), pages 21-36, February.
- Qiying Wang & Peter C. B. Phillips, 2009.
"Structural Nonparametric Cointegrating Regression,"
Econometrica, Econometric Society, vol. 77(6), pages 1901-1948, November.
- Qiying Wang & Peter C.B. Phillips, 2008. "Structural Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 1657, Cowles Foundation for Research in Economics, Yale University.
- Wang, Qiying & Phillips, Peter C.B., 2009.
"Asymptotic Theory For Local Time Density Estimation And Nonparametric Cointegrating Regression,"
Econometric Theory, Cambridge University Press, vol. 25(3), pages 710-738, June.
- Qiying Wang & Peter C.B. Phillips, 2006. "Asymptotic Theory for Local Time Density Estimation and Nonparametric Cointegrating Regression," Cowles Foundation Discussion Papers 1594, Cowles Foundation for Research in Economics, Yale University.
- Wang, Qiying & Jing, Bing-Yi, 2004. "Weighted bootstrap for U-statistics," Journal of Multivariate Analysis, Elsevier, vol. 91(2), pages 177-198, November.
- Wang, Qiying & Lin, Yan-Xia & Gulati, Chandra M., 2003. "Asymptotics For General Fractionally Integrated Processes With Applications To Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 19(1), pages 143-164, February.
- Wang, Qiying & Lin, Yan-Xia & Gulati, Chandra M., 2002. "The Invariance Principle For Linear Processes With Applications," Econometric Theory, Cambridge University Press, vol. 18(1), pages 119-139, February.
- Wang, Qiying & Lin, Yan-Xia & Gulati, Chandra M., 2001. "Asymptotics for moving average processes with dependent innovations," Statistics & Probability Letters, Elsevier, vol. 54(4), pages 347-356, October.
- Wang, Qiying, 1999. "Kolmogrov and Erdös test for self-normalized sums," Statistics & Probability Letters, Elsevier, vol. 42(3), pages 323-326, April.
- Wang, Qiying, 1999. "On Berry-Esséen rates for m-dependent U-statistics," Statistics & Probability Letters, Elsevier, vol. 41(2), pages 123-130, January.
- Qiying, Wang, 1996. "On the maximal inequality," Statistics & Probability Letters, Elsevier, vol. 31(2), pages 85-89, December.
- Qiying, Wang, 1995. "The strong law of U-statistics with [phi]*-mixing samples," Statistics & Probability Letters, Elsevier, vol. 23(2), pages 151-155, May.
More information
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ETS: Econometric Time Series (6) 2006-12-09 2008-05-24 2011-01-23 2013-05-05 2015-01-03 2018-04-23. Author is listed
- NEP-ECM: Econometrics (5) 2006-12-09 2008-05-24 2011-01-23 2013-05-05 2018-04-23. Author is listed
- NEP-ORE: Operations Research (3) 2008-05-24 2011-01-23 2015-01-03
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