| Structural nonparametric cointegrating regression Q Wang, PCB Phillips Econometrica 77 (6), 1901-1948, 2009 | 234 | 2009 |
| Self-normalized Cramér-type large deviations for independent random variables BY Jing, QM Shao, Q Wang The Annals of probability 31 (4), 2167-2215, 2003 | 223 | 2003 |
| Asymptotic theory for local time density estimation and nonparametric cointegrating regression Q Wang, PCB Phillips Econometric Theory 25 (3), 710-738, 2009 | 221 | 2009 |
| Donsker's theorem for self-normalized partial sums processes M Csörgő, B Szyszkowicz, Q Wu The Annals of Probability 31 (3), 1228-1240, 2003 | 149 | 2003 |
| A specification test for nonlinear nonstationary models Q Wang, PCB Phillips | 95 | 2012 |
| An exponential nonuniform Berry-Esseen bound for self-normalized sums BY Jing, Q Wang The Annals of Probability 27 (4), 2068-2088, 1999 | 87 | 1999 |
| Asymptotic theory for zero energy functionals with nonparametric regression applications Q Wang, PCB Phillips Econometric Theory 27 (2), 235-259, 2011 | 65 | 2011 |
| Asymptotics for general fractionally integrated processes with applications to unit root tests Q Wang, YX Lin, CM Gulati Econometric Theory 19 (1), 143-164, 2003 | 63 | 2003 |
| Martingale limit theorem revisited and nonlinear cointegrating regression Q Wang Econometric Theory 30 (3), 509-535, 2014 | 60 | 2014 |
| Strong approximation for long memory processes with applications Q Wang, YX Lin, CM Gulati Journal of Theoretical Probability 16, 377-389, 2003 | 56 | 2003 |
| Nonlinear regressions with nonstationary time series N Chan, Q Wang Journal of Econometrics 185 (1), 182-195, 2015 | 54 | 2015 |
| Limit theorems for nonlinear cointegrating regression Q Wang World Scientific, 2015 | 49 | 2015 |
| Self-normalized limit theorems: A survey QM Shao, Q Wang | 46 | 2013 |
| Nonparametric cointegrating regression with endogeneity and long memory Q Wang, PCB Phillips Econometric Theory 32 (2), 359-401, 2016 | 45 | 2016 |
| Darling--Erdős theorem for self-normalized sums M Csörgő, B Szyszkowicz, Q Wang The Annals of Probability 31 (2), 676-692, 2003 | 41 | 2003 |
| The invariance principle for linear processes with applications Q Wang, YX Lin, CM Gulati Econometric Theory 18 (1), 119-139, 2002 | 35 | 2002 |
| Exact convergence rate and leading term in central limit theorem for student’s t statistic P Hall, Q Wang | 32 | 2004 |
| Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression Q Wang, N Chan | 29 | 2014 |
| On weighted approximations and strong limit theorems for self-normalized partial sums processes M Csörgo, B Szyszkowicz, Q Wang Asymptotic methods in Stochastics 44, 489-521, 2004 | 29 | 2004 |
| The Berry–Esseen bound for studentized statistics Q Wang, BY Jing, L Zhao Annals of Probability, 511-535, 2000 | 29 | 2000 |
Peter C. B. PhillipsYale UniversityZweryfikowany adres z yale.edu