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 2 12 144
A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors 0 0 0 98 1 4 25 296
Asymptotic Inference in Multiple-Threshold Nonlinear Time Series Models 0 0 0 24 1 2 13 109
Asymptotic Theory for a Vector ARMA-GARCH Model 0 0 0 150 0 0 30 569
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 221 1 2 12 446
Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors: Theory and Monte Carlo Evidence 0 0 0 61 1 2 9 271
Factor double autoregressive models with application to simultaneous causality testing 0 0 0 30 0 0 13 100
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 0 87 0 0 13 114
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 30 0 1 27 104
Model-based pricing for financial derivatives 0 0 3 31 0 2 19 119
Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models 0 0 0 123 0 0 15 380
On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors 0 0 0 66 0 2 14 280
Regression Quantiles for Unstable Autoregressive Models 0 0 0 57 0 0 2 199
Regression Quantiles for Unstable Autoregressive Models 0 0 0 14 0 0 10 275
Stationarity and the Existence of Moments of a Family of GARCH Processes 0 0 0 73 0 2 27 234
Total Working Papers 0 0 3 1,137 4 19 241 3,640

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 12 82
ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS 0 0 0 16 1 2 12 52
ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS 0 0 0 15 0 0 9 59
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 0 1 1 171 1 4 26 640
ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS 0 0 0 7 1 2 9 64
Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA-GARCH Models 0 0 0 22 0 0 7 66
Asymptotic inference for a nonstationary double AR (1) model 0 0 0 13 0 0 10 69
Comment 0 0 0 3 0 0 5 95
Comment 0 0 0 2 0 0 5 21
Diagnostic checking for non-stationary ARMA models with an application to financial data 0 0 0 15 0 0 7 48
EMPIRICAL LIKELIHOOD FOR GARCH MODELS 0 0 0 121 0 1 9 302
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 65 0 0 17 216
Estimation and testing stationarity for double‐autoregressive models 0 0 1 39 0 0 14 154
Estimation in nonstationary random coefficient autoregressive models 0 0 1 39 1 1 10 117
Joint modeling of cointegration and conditional heteroscedasticity with applications 0 0 0 29 0 0 10 96
Likelihood ratio tests for the structural change of an AR(p) model to a Threshold AR(p) model 0 0 0 15 0 0 7 52
Mixed Portmanteau Tests for Time‐Series Models 0 0 0 24 0 1 16 132
NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS 0 1 1 73 0 2 53 302
NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL 0 0 0 12 0 0 13 46
ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES 0 0 0 21 0 0 10 94
On the least squares estimation of multiple-regime threshold autoregressive models 0 0 2 51 1 5 20 232
Regression quantiles for unstable autoregressive models 0 0 0 8 0 0 9 58
Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models 0 0 1 48 0 0 22 160
Self‐weighted least absolute deviation estimation for infinite variance autoregressive models 0 0 0 14 0 1 13 115
Stationarity and the existence of moments of a family of GARCH processes 0 0 0 193 3 4 33 514
THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS 0 0 0 18 0 0 10 81
Testing for structural change of AR model to threshold AR model 0 0 0 0 0 2 8 48
Total Journal Articles 0 2 7 1,050 8 25 376 3,915

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Statistics updated 2026-10-11