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 8 139
A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors 0 0 0 98 0 7 21 290
Asymptotic Inference in Multiple-Threshold Nonlinear Time Series Models 0 0 0 24 1 6 7 103
Asymptotic Theory for a Vector ARMA-GARCH Model 0 0 0 150 0 6 19 556
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 221 1 5 8 441
Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors: Theory and Monte Carlo Evidence 0 0 0 61 0 5 5 267
Factor double autoregressive models with application to simultaneous causality testing 0 0 0 30 0 9 11 98
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 1 87 2 9 14 113
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 30 2 13 21 97
Model-based pricing for financial derivatives 0 1 6 31 2 10 19 115
Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models 0 0 0 123 0 7 13 378
On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors 0 0 0 66 1 10 11 276
Regression Quantiles for Unstable Autoregressive Models 0 0 0 57 0 1 2 199
Regression Quantiles for Unstable Autoregressive Models 0 0 0 14 0 5 8 272
Stationarity and the Existence of Moments of a Family of GARCH Processes 0 0 0 73 0 7 21 227
Total Working Papers 0 1 7 1,137 9 103 188 3,571

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 1 5 7 77
ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS 0 0 0 16 2 6 8 48
ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS 0 0 0 15 2 6 6 56
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 0 0 2 170 2 10 22 631
ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS 0 0 0 7 0 4 6 60
Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA-GARCH Models 0 0 0 22 0 2 7 64
Asymptotic inference for a nonstationary double AR (1) model 0 0 0 13 0 2 6 64
Comment 0 0 0 2 1 3 3 19
Comment 0 0 0 3 1 2 3 93
Diagnostic checking for non-stationary ARMA models with an application to financial data 0 0 0 15 0 2 4 45
EMPIRICAL LIKELIHOOD FOR GARCH MODELS 0 0 0 121 1 4 7 299
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 1 65 4 7 12 210
Estimation and testing stationarity for double‐autoregressive models 0 0 2 38 2 9 18 153
Estimation in nonstationary random coefficient autoregressive models 1 1 1 39 2 5 8 115
Joint modeling of cointegration and conditional heteroscedasticity with applications 0 0 0 29 1 5 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 5 50
Mixed Portmanteau Tests for Time‐Series Models 0 0 0 24 2 11 13 129
NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS 0 0 0 72 9 36 44 292
NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL 0 0 0 12 0 3 9 42
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES 0 0 1 21 0 4 10 92
On the least squares estimation of multiple-regime threshold autoregressive models 0 0 4 51 0 6 19 225
Regression quantiles for unstable autoregressive models 0 0 0 8 0 5 7 56
Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models 0 1 1 48 0 11 19 156
Self‐weighted least absolute deviation estimation for infinite variance autoregressive models 0 0 0 14 2 10 11 113
Stationarity and the existence of moments of a family of GARCH processes 0 0 5 193 2 12 34 507
THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS 0 0 0 18 0 5 10 81
Testing for structural change of AR model to threshold AR model 0 0 0 0 0 3 5 45
Total Journal Articles 1 2 17 1,047 35 180 313 3,818

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Statistics updated 2026-04-09