Publication Search Results
Exact matches for:
- Author = Phillips PCB
1.
Wang Q, Phillips PCB
Qiying Wang and Peter C. B. Phillips:
Optimal bandwidth selection in nonlinear cointegrating regression,
Econometric Theory,
39
(2023),
no. 6,
1325 – 1337.
2.
Wang Q, Phillips PCB, Kasparis I
Qiying Wang , Peter C.B. Phillips and Ioannis Kasparis:
Latent variable nonparametric cointegrating regression,
Econometric Theory,
37
(2021),
138 – 168.
3.
Sabzikar F, Wang Q, Phillips PCB
Farzad Sabzikar, Qiying Wang and Peter C. B. Phillips:
Asymptotic theory for near integrated processes driven by tempered linear processes,
Journal of Econometrics,
216
(2020),
192–202.
4.
Liang H, Phillips PCB, Wang H, Wang Q
Liang, H., Phillips, P., Wang, H., Wang, Q.:
Weak Covergence to Stochastic Integrals for Econometric Applications,
Econometric Theory,
32
(2016),
no. 6,
1349–1375.
5.
Wang Q, Phillips PCB
Qiying Wang and Peter C B Phillips:
Nonparametric cointegrating regression with endogeneity and long memory,
Econometric Theory,
32
(2016),
no. 2,
359–401.
MR3471121
6.
Wang Q, Phillips PCB
Qiying Wang and Peter C. B. Phillips:
A Specification Test for Nonlinear Nonstationary Models,
The Annals of Statistics,
40
(2012),
no. 2,
727–758.
MR2933664
7.
Wang Q, Phillips PCB
Qiying Wang and Peter C B Phillips:
Asymptotic theory for zero energy functionals with nonparametric regression applications,
Econometric Theory,
27
(2011),
no. 2,
235–259.
8.
Phillips PCB, Wang Q
Qiying Wang and Peter C. B. Phillips:
Structural nonparametric cointegrating regression,
ECONOMETRICA,
77
(2009),
no. 6,
1901–1948.
MR2573873
9.
Wang Q, Phillips PCB
Qiying Wang and Peter C.B. Phillips:
Asymptotic theory for local time density estimation and nonparametric cointegrating regression,
Econometric Theory,
25
(2009),
710–738.
MR2507529
| Number of matches: 9 |