Asymptotic theory for local time density estimation and nonparametric cointegrating regression Q Wang, PCB Phillips Econometric Theory 25 (3), 710-738, 2009 | 182 | 2009 |

Structural nonparametric cointegrating regression Q Wang, PCB Phillips Econometrica 77 (6), 1901-1948, 2009 | 179 | 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 | 157 | 2003 |

Donsker's theorem for self-normalized partial sums processes M Csörgő, B Szyszkowicz, Q Wu The Annals of Probability 31 (3), 1228-1240, 2003 | 124 | 2003 |

An exponential nonuniform Berry-Esseen bound for self-normalized sums Q Wang, BY Jing The Annals of Probability 27 (4), 2068-2088, 1999 | 73 | 1999 |

A specification test for nonlinear nonstationary models Q Wang, PCB Phillips The Annals of Statistics 40 (2), 727-758, 2012 | 55 | 2012 |

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 | 50 | 2003 |

Asymptotic theory for zero energy functionals with nonparametric regression applications Q Wang, PCB Phillips Econometric Theory 27 (2), 235-259, 2011 | 47 | 2011 |

Strong approximation for long memory processes with applications Q Wang, YX Lin, CM Gulati Journal of Theoretical Probability 16 (2), 377-389, 2003 | 47 | 2003 |

Martingale limit theorem revisited and nonlinear cointegrating regression Q Wang Econometric Theory 30 (3), 509-535, 2014 | 39 | 2014 |

Darling-Erdős theorem for self-normalized sums M Csörgő, B Szyszkowicz, Q Wang Annals of probability, 676-692, 2003 | 37 | 2003 |

Donsker's theorem for self-normalized partial sums processes M Csorgo, B Szyszkowicz, QY Wang Annals of Probability 31 (3), 1228-1240, 2003 | 29 | 2003 |

Self-normalized limit theorems: A survey QM Shao, Q Wang Probability Surveys 10, 69-93, 2013 | 28 | 2013 |

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 | 28 | 2004 |

Limit theorems for self-normalized large deviation Q Wang Electronic Journal of Probability 10, 1260-1285, 2005 | 26 | 2005 |

The Berry-Esséen bound for studentized statistics Q Wang, BY Jing, L Zhao Annals of Probability, 511-535, 2000 | 26 | 2000 |

The invariance principle for linear processes with applications Q Wang, YX Lin, CM Gulati Econometric Theory 18 (1), 119-139, 2002 | 25 | 2002 |

Nonparametric cointegrating regression with endogeneity and long memory Q Wang, PCB Phillips Econometric Theory 32 (2), 359-401, 2016 | 24 | 2016 |

Exact convergence rate and leading term in central limit theorem for Student’st statistic P Hall, Q Wang The Annals of Probability 32 (2), 1419-1437, 2004 | 24 | 2004 |

Limit theorems for nonlinear cointegrating regression Q Wang | 23 | 2015 |