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 5 8 139
A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors 0 0 1 98 4 16 20 287
Asymptotic Inference in Multiple-Threshold Nonlinear Time Series Models 0 0 1 24 3 4 5 100
Asymptotic Theory for a Vector ARMA-GARCH Model 0 0 0 150 5 12 20 555
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 221 4 6 7 440
Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors: Theory and Monte Carlo Evidence 0 0 0 61 5 5 5 267
Factor double autoregressive models with application to simultaneous causality testing 0 0 0 30 4 5 6 93
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 2 87 3 5 11 107
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 30 5 10 14 89
Model-based pricing for financial derivatives 0 1 5 30 4 8 14 109
Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models 0 0 0 123 6 11 12 377
On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors 0 0 0 66 6 6 8 272
Regression Quantiles for Unstable Autoregressive Models 0 0 0 57 1 1 3 199
Regression Quantiles for Unstable Autoregressive Models 0 0 0 14 5 7 8 272
Stationarity and the Existence of Moments of a Family of GARCH Processes 0 0 0 73 5 16 19 225
Total Working Papers 0 1 9 1,136 63 117 160 3,531

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 3 5 5 75
ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS 0 0 0 16 3 5 5 45
ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS 0 0 0 15 3 3 4 53
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 0 0 4 170 4 7 21 625
ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS 0 0 0 7 4 5 7 60
Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA-GARCH Models 0 0 0 22 2 5 7 64
Asymptotic inference for a nonstationary double AR (1) model 0 0 0 13 1 4 6 63
Comment 0 0 0 3 1 2 2 92
Comment 0 0 0 2 1 1 1 17
Diagnostic checking for non-stationary ARMA models with an application to financial data 0 0 0 15 0 2 2 43
EMPIRICAL LIKELIHOOD FOR GARCH MODELS 0 0 0 121 3 5 6 298
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 2 65 2 5 9 205
Estimation and testing stationarity for double‐autoregressive models 0 0 2 38 5 9 15 149
Estimation in nonstationary random coefficient autoregressive models 0 0 0 38 3 5 6 113
Joint modeling of cointegration and conditional heteroscedasticity with applications 0 0 0 29 2 6 7 93
Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model 0 0 0 15 1 3 4 49
Mixed Portmanteau Tests for Time‐Series Models 0 0 0 24 5 7 7 123
NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS 0 0 0 72 17 23 25 273
NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL 0 0 0 12 3 9 9 42
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES 0 0 1 21 2 5 9 90
On the least squares estimation of multiple-regime threshold autoregressive models 0 2 4 51 2 5 16 221
Regression quantiles for unstable autoregressive models 0 0 0 8 2 4 5 53
Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 47 5 8 13 150
Self‐weighted least absolute deviation estimation for infinite variance autoregressive models 0 0 0 14 6 7 8 109
Stationarity and the existence of moments of a family of GARCH processes 0 0 5 193 7 21 29 502
THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS 0 0 0 18 5 9 12 81
Testing for structural change of AR model to threshold AR model 0 0 0 0 2 3 5 44
Total Journal Articles 0 2 18 1,045 94 173 245 3,732

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Statistics updated 2026-02-12