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 1 72 2 2 12 125
A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors 0 0 0 92 1 2 9 248
Asymptotic Inference in Multiple-Threshold Nonlinear Time Series Models 0 0 0 20 0 1 11 85
Asymptotic Theory for a Vector ARMA-GARCH Model 0 0 2 138 1 2 19 478
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 1 219 1 1 4 423
Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors: Theory and Monte Carlo Evidence 0 1 2 60 1 2 10 257
Factor double autoregressive models with application to simultaneous causality testing 0 0 2 29 2 2 8 73
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 0 83 3 3 16 85
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 28 0 0 3 60
Model-based pricing for financial derivatives 0 0 1 22 1 2 5 82
Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models 1 2 4 113 2 6 22 336
On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors 0 0 0 65 2 4 13 218
Regression Quantiles for Unstable Autoregressive Models 0 0 0 13 1 1 8 256
Regression Quantiles for Unstable Autoregressive Models 0 0 0 56 1 1 7 187
Stationarity and the Existence of Moments of a Family of GARCH Processes 0 0 0 67 1 2 7 170
Total Working Papers 1 3 13 1,077 19 31 154 3,083


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 2 3 69
ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS 0 0 0 13 0 0 2 32
ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS 0 0 2 13 0 0 4 42
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 0 1 15 130 3 10 48 448
ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS 0 0 0 7 0 1 3 48
Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA-GARCH Models 0 0 0 21 0 0 1 55
Asymptotic inference for a nonstationary double AR (1) model 0 0 0 12 0 0 1 49
Comment 0 0 0 3 0 0 2 89
Comment 0 0 0 2 0 1 1 16
Diagnostic checking for non-stationary ARMA models with an application to financial data 0 0 0 14 0 0 0 38
EMPIRICAL LIKELIHOOD FOR GARCH MODELS 0 1 1 116 0 2 3 278
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 63 0 1 7 187
Estimation and testing stationarity for double‐autoregressive models 0 0 0 32 1 1 5 115
Estimation in nonstationary random coefficient autoregressive models 0 1 1 37 1 3 4 100
Joint modeling of cointegration and conditional heteroscedasticity with applications 0 0 1 29 0 0 4 84
Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model 1 1 1 14 1 1 1 42
Mixed Portmanteau Tests for Time‐Series Models 0 0 0 23 0 0 0 110
NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS 0 1 5 65 2 9 24 207
NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL 0 0 0 10 0 0 0 29
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES 0 0 0 20 0 2 6 79
On the least squares estimation of multiple-regime threshold autoregressive models 0 1 3 26 2 9 19 157
Regression quantiles for unstable autoregressive models 0 0 0 7 2 2 6 45
Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models 0 0 3 39 1 2 9 109
Self‐weighted least absolute deviation estimation for infinite variance autoregressive models 0 0 0 13 0 1 1 97
Stationarity and the existence of moments of a family of GARCH processes 0 0 0 180 1 2 10 437
THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS 0 0 2 15 0 1 7 58
Testing for structural change of AR model to threshold AR model 0 0 0 0 0 1 1 34
Total Journal Articles 1 6 34 920 14 51 172 3,054
1 registered items for which data could not be found


Statistics updated 2020-09-04