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 1 131
A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors 0 0 1 98 0 1 6 270
Asymptotic Inference in Multiple-Threshold Nonlinear Time Series Models 0 0 1 24 0 0 2 96
Asymptotic Theory for a Vector ARMA-GARCH Model 0 0 0 150 1 1 6 538
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 221 0 1 1 434
Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors: Theory and Monte Carlo Evidence 0 0 0 61 0 0 0 262
Factor double autoregressive models with application to simultaneous causality testing 0 0 0 30 0 0 1 87
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 1 86 0 0 6 99
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 30 0 1 2 77
Model-based pricing for financial derivatives 1 1 2 26 2 2 5 98
Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models 0 0 0 123 0 0 1 365
On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors 0 0 0 66 0 1 2 266
Regression Quantiles for Unstable Autoregressive Models 0 0 0 57 0 0 1 197
Regression Quantiles for Unstable Autoregressive Models 0 0 0 14 0 0 0 264
Stationarity and the Existence of Moments of a Family of GARCH Processes 0 0 1 73 0 1 2 207
Total Working Papers 1 1 6 1,131 3 8 36 3,391


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 1 70
ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS 0 0 0 16 0 0 0 40
ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS 0 0 0 15 0 0 2 50
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 1 1 9 169 2 3 19 612
ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS 0 0 0 7 0 0 2 54
Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA-GARCH Models 0 0 0 22 1 1 1 58
Asymptotic inference for a nonstationary double AR (1) model 0 0 1 13 0 0 5 58
Comment 0 0 0 3 0 0 0 90
Comment 0 0 0 2 0 0 0 16
Diagnostic checking for non-stationary ARMA models with an application to financial data 0 0 0 15 0 0 0 41
EMPIRICAL LIKELIHOOD FOR GARCH MODELS 0 0 0 121 0 0 0 292
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 1 2 65 0 1 4 199
Estimation and testing stationarity for double‐autoregressive models 0 1 1 37 0 2 6 137
Estimation in nonstationary random coefficient autoregressive models 0 0 0 38 0 0 1 107
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 1 45
Mixed Portmanteau Tests for Time‐Series Models 0 0 0 24 0 0 0 116
NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS 0 0 1 72 0 0 2 248
NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL 0 0 0 12 0 0 0 33
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES 1 1 1 21 1 1 2 83
On the least squares estimation of multiple-regime threshold autoregressive models 0 2 4 49 1 4 8 210
Regression quantiles for unstable autoregressive models 0 0 0 8 0 0 2 49
Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 47 1 1 4 138
Self‐weighted least absolute deviation estimation for infinite variance autoregressive models 0 0 0 14 0 0 1 102
Stationarity and the existence of moments of a family of GARCH processes 1 4 5 192 1 4 10 477
THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS 0 0 0 18 0 0 2 71
Testing for structural change of AR model to threshold AR model 0 0 0 0 0 0 1 40
Total Journal Articles 3 10 24 1,040 7 17 74 3,522


Statistics updated 2025-07-04