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 1 2 22 292
Asymptotic Inference in Multiple-Threshold Nonlinear Time Series Models 0 0 0 24 1 5 11 107
Asymptotic Theory for a Vector ARMA-GARCH Model 0 0 0 150 4 11 30 567
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 221 0 3 9 443
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 2 2 13 100
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 1 87 1 3 15 114
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 30 1 8 26 103
Model-based pricing for financial derivatives 0 0 6 31 1 4 21 117
Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models 0 0 0 123 0 1 14 379
On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors 0 0 0 66 0 2 11 277
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 0 4 24 231
Total Working Papers 0 0 7 1,137 11 53 227 3,615

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 6 12 82
ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS 0 0 0 16 0 4 10 50
ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS 0 0 0 15 1 5 9 59
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 0 0 2 170 0 7 26 636
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 9 66
Asymptotic inference for a nonstationary double AR (1) model 0 0 0 13 1 5 11 69
Comment 0 0 0 2 0 3 5 21
Comment 0 0 0 3 0 3 5 95
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 3 9 301
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 65 0 9 16 215
Estimation and testing stationarity for double‐autoregressive models 0 0 1 38 0 2 16 153
Estimation in nonstationary random coefficient autoregressive models 0 1 1 39 0 3 9 116
Joint modeling of cointegration and conditional heteroscedasticity with applications 0 0 0 29 0 1 10 96
Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model 0 0 0 15 0 2 6 51
Mixed Portmanteau Tests for Time‐Series Models 0 0 0 24 0 4 15 131
NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS 0 0 0 72 3 13 48 296
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 1 21 0 1 11 93
On the least squares estimation of multiple-regime threshold autoregressive models 0 0 2 51 0 2 18 227
Regression quantiles for unstable autoregressive models 0 0 0 8 0 1 8 57
Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models 0 0 1 48 3 4 23 160
Self‐weighted least absolute deviation estimation for infinite variance autoregressive models 0 0 0 14 0 3 12 114
Stationarity and the existence of moments of a family of GARCH processes 0 0 2 193 0 4 33 509
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 1 1 6 46
Total Journal Articles 0 1 10 1,047 9 97 365 3,880

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Statistics updated 2026-06-04