Access Statistics for Shiqing Ling

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Asymptotic Theory for Time Series Models 0 0 0 72 0 3 11 142
A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors 0 0 0 98 0 2 22 292
Asymptotic Inference in Multiple-Threshold Nonlinear Time Series Models 0 0 0 24 0 4 11 107
Asymptotic Theory for a Vector ARMA-GARCH Model 0 0 0 150 2 13 31 569
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 221 1 3 10 444
Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors: Theory and Monte Carlo Evidence 0 0 0 61 0 2 7 269
Factor double autoregressive models with application to simultaneous causality testing 0 0 0 30 0 2 13 100
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 1 87 0 1 15 114
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 30 0 6 26 103
Model-based pricing for financial derivatives 0 0 5 31 0 2 19 117
Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models 0 0 0 123 1 2 15 380
On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors 0 0 0 66 1 2 12 278
Regression Quantiles for Unstable Autoregressive Models 0 0 0 14 0 3 11 275
Regression Quantiles for Unstable Autoregressive Models 0 0 0 57 0 0 2 199
Stationarity and the Existence of Moments of a Family of GARCH Processes 0 0 0 73 1 5 25 232
Total Working Papers 0 0 6 1,137 6 50 230 3,621

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A general asymptotic theory for time‐series models 0 0 0 16 0 5 12 82
ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS 0 0 0 16 0 2 10 50
ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS 0 0 0 15 0 3 9 59
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 0 0 1 170 0 5 24 636
ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS 0 0 0 7 0 2 8 62
Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA-GARCH Models 0 0 0 22 0 2 8 66
Asymptotic inference for a nonstationary double AR (1) model 0 0 0 13 0 5 11 69
Comment 0 0 0 3 0 2 5 95
Comment 0 0 0 2 0 2 5 21
Diagnostic checking for non-stationary ARMA models with an application to financial data 0 0 0 15 0 3 7 48
EMPIRICAL LIKELIHOOD FOR GARCH MODELS 0 0 0 121 0 2 9 301
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 65 1 6 17 216
Estimation and testing stationarity for double‐autoregressive models 1 1 2 39 1 1 17 154
Estimation in nonstationary random coefficient autoregressive models 0 0 1 39 0 1 9 116
Joint modeling of cointegration and conditional heteroscedasticity with applications 0 0 0 29 0 0 10 96
Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model 0 0 0 15 1 2 7 52
Mixed Portmanteau Tests for Time‐Series Models 0 0 0 24 0 2 15 131
NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS 0 0 0 72 4 8 52 300
NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL 0 0 0 12 0 4 13 46
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES 0 0 0 21 1 2 11 94
On the least squares estimation of multiple-regime threshold autoregressive models 0 0 2 51 0 2 17 227
Regression quantiles for unstable autoregressive models 0 0 0 8 1 2 9 58
Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models 0 0 1 48 0 4 22 160
Self‐weighted least absolute deviation estimation for infinite variance autoregressive models 0 0 0 14 0 1 12 114
Stationarity and the existence of moments of a family of GARCH processes 0 0 1 193 1 3 33 510
THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS 0 0 0 18 0 0 10 81
Testing for structural change of AR model to threshold AR model 0 0 0 0 0 1 6 46
Total Journal Articles 1 1 8 1,048 10 72 368 3,890

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Statistics updated 2026-07-10