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 5 8 139
A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors 0 0 0 98 3 17 22 290
Asymptotic Inference in Multiple-Threshold Nonlinear Time Series Models 0 0 1 24 2 5 7 102
Asymptotic Theory for a Vector ARMA-GARCH Model 0 0 0 150 1 11 20 556
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 221 0 5 7 440
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 5 10 11 98
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 2 87 4 9 13 111
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 30 6 14 19 95
Model-based pricing for financial derivatives 1 1 6 31 4 9 17 113
Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models 0 0 0 123 1 9 13 378
On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors 0 0 0 66 3 9 11 275
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 6 8 272
Stationarity and the Existence of Moments of a Family of GARCH Processes 0 0 0 73 2 12 21 227
Total Working Papers 1 1 9 1,137 31 127 184 3,562

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 6 6 76
ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS 0 0 0 16 1 6 6 46
ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS 0 0 0 15 1 4 4 54
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 0 0 3 170 4 10 22 629
ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS 0 0 0 7 0 5 7 60
Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA-GARCH Models 0 0 0 22 0 4 7 64
Asymptotic inference for a nonstationary double AR (1) model 0 0 0 13 1 2 7 64
Comment 0 0 0 2 1 2 2 18
Comment 0 0 0 3 0 1 2 92
Diagnostic checking for non-stationary ARMA models with an application to financial data 0 0 0 15 2 4 4 45
EMPIRICAL LIKELIHOOD FOR GARCH MODELS 0 0 0 121 0 5 6 298
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 2 65 1 5 10 206
Estimation and testing stationarity for double‐autoregressive models 0 0 2 38 2 9 17 151
Estimation in nonstationary random coefficient autoregressive models 0 0 0 38 0 5 6 113
Joint modeling of cointegration and conditional heteroscedasticity with applications 0 0 0 29 2 8 9 95
Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model 0 0 0 15 0 3 4 49
Mixed Portmanteau Tests for Time‐Series Models 0 0 0 24 4 10 11 127
NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS 0 0 0 72 10 32 35 283
NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL 0 0 0 12 0 8 9 42
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES 0 0 1 21 2 6 10 92
On the least squares estimation of multiple-regime threshold autoregressive models 0 1 4 51 4 7 20 225
Regression quantiles for unstable autoregressive models 0 0 0 8 3 6 7 56
Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models 1 1 1 48 6 13 19 156
Self‐weighted least absolute deviation estimation for infinite variance autoregressive models 0 0 0 14 2 9 10 111
Stationarity and the existence of moments of a family of GARCH processes 0 0 5 193 3 16 32 505
THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS 0 0 0 18 0 7 11 81
Testing for structural change of AR model to threshold AR model 0 0 0 0 1 4 5 45
Total Journal Articles 1 2 18 1,046 51 197 288 3,783

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04