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 3 3 11 142
A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors 0 0 0 98 1 4 21 291
Asymptotic Inference in Multiple-Threshold Nonlinear Time Series Models 0 0 0 24 3 6 10 106
Asymptotic Theory for a Vector ARMA-GARCH Model 0 0 0 150 7 8 26 563
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 221 2 3 9 443
Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors: Theory and Monte Carlo Evidence 0 0 0 61 2 2 7 269
Factor double autoregressive models with application to simultaneous causality testing 0 0 0 30 0 5 11 98
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 1 87 0 6 14 113
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 30 5 13 25 102
Model-based pricing for financial derivatives 0 1 6 31 1 7 20 116
Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models 0 0 0 123 1 2 14 379
On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors 0 0 0 66 1 5 12 277
Regression Quantiles for Unstable Autoregressive Models 0 0 0 14 3 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 4 6 25 231
Total Working Papers 0 1 7 1,137 33 73 218 3,604

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 5 7 12 82
ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS 0 0 0 16 2 5 10 50
ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS 0 0 0 15 2 5 8 58
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 0 0 2 170 5 11 26 636
ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS 0 0 0 7 2 2 8 62
Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA-GARCH Models 0 0 0 22 2 2 9 66
Asymptotic inference for a nonstationary double AR (1) model 0 0 0 13 4 5 10 68
Comment 0 0 0 3 2 3 5 95
Comment 0 0 0 2 2 4 5 21
Diagnostic checking for non-stationary ARMA models with an application to financial data 0 0 0 15 3 5 7 48
EMPIRICAL LIKELIHOOD FOR GARCH MODELS 0 0 0 121 2 3 9 301
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 1 65 5 10 17 215
Estimation and testing stationarity for double‐autoregressive models 0 0 2 38 0 4 18 153
Estimation in nonstationary random coefficient autoregressive models 0 1 1 39 1 3 9 116
Joint modeling of cointegration and conditional heteroscedasticity with applications 0 0 0 29 0 3 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 6 51
Mixed Portmanteau Tests for Time‐Series Models 0 0 0 24 2 8 15 131
NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS 0 0 0 72 1 20 45 293
NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL 0 0 0 12 4 4 13 46
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES 0 0 1 21 1 3 11 93
On the least squares estimation of multiple-regime threshold autoregressive models 0 0 3 51 2 6 19 227
Regression quantiles for unstable autoregressive models 0 0 0 8 1 4 8 57
Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models 0 1 1 48 1 7 20 157
Self‐weighted least absolute deviation estimation for infinite variance autoregressive models 0 0 0 14 1 5 12 114
Stationarity and the existence of moments of a family of GARCH processes 0 0 3 193 2 7 34 509
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 5 45
Total Journal Articles 0 2 14 1,047 53 139 361 3,871

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Statistics updated 2026-05-06