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 0 2 129
A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors 0 0 1 97 0 0 4 263
Asymptotic Inference in Multiple-Threshold Nonlinear Time Series Models 0 0 0 20 0 0 0 88
Asymptotic Theory for a Vector ARMA-GARCH Model 0 3 6 148 2 6 18 518
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 220 0 0 1 429
Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors: Theory and Monte Carlo Evidence 0 0 1 61 0 0 1 259
Factor double autoregressive models with application to simultaneous causality testing 0 0 0 30 0 0 2 85
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 0 84 1 1 1 91
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 29 0 0 2 69
Model-based pricing for financial derivatives 0 0 0 24 0 0 1 92
Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models 0 0 5 122 0 0 7 359
On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors 0 0 1 66 0 0 8 244
Regression Quantiles for Unstable Autoregressive Models 0 0 1 14 0 0 2 264
Regression Quantiles for Unstable Autoregressive Models 0 0 0 56 0 0 1 195
Stationarity and the Existence of Moments of a Family of GARCH Processes 0 0 1 68 1 2 14 198
Total Working Papers 0 3 16 1,111 4 9 64 3,283


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 0 0 69
ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS 0 1 1 16 0 1 1 40
ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS 0 0 1 14 0 1 2 46
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 0 2 11 153 2 12 46 555
ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS 0 0 0 7 0 0 1 52
Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA-GARCH Models 0 0 0 22 0 0 0 57
Asymptotic inference for a nonstationary double AR (1) model 0 0 0 12 0 0 2 51
Comment 0 0 0 2 0 0 0 16
Comment 0 0 0 3 1 1 1 90
Diagnostic checking for non-stationary ARMA models with an application to financial data 0 0 0 14 0 0 1 40
EMPIRICAL LIKELIHOOD FOR GARCH MODELS 0 0 3 120 0 1 5 288
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 63 0 0 0 191
Estimation and testing stationarity for double‐autoregressive models 0 0 1 34 0 1 3 127
Estimation in nonstationary random coefficient autoregressive models 0 0 1 38 0 0 2 105
Joint modeling of cointegration and conditional heteroscedasticity with applications 0 0 0 29 0 0 0 86
Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model 0 0 0 15 0 0 0 43
Mixed Portmanteau Tests for Time‐Series Models 0 0 0 24 0 0 0 115
NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS 0 0 3 69 0 0 14 242
NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL 0 0 0 12 0 0 1 33
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES 0 0 0 20 0 0 0 81
On the least squares estimation of multiple-regime threshold autoregressive models 1 2 5 41 2 4 12 190
Regression quantiles for unstable autoregressive models 0 0 0 8 0 0 0 47
Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models 0 0 2 44 1 1 7 123
Self‐weighted least absolute deviation estimation for infinite variance autoregressive models 0 0 0 13 0 0 0 99
Stationarity and the existence of moments of a family of GARCH processes 0 0 2 183 0 1 8 457
THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS 0 0 1 18 0 0 1 68
Testing for structural change of AR model to threshold AR model 0 0 0 0 0 0 1 38
Total Journal Articles 1 5 31 990 6 23 108 3,349


Statistics updated 2022-11-05