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 0 129
A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors 0 0 0 97 0 1 1 264
Asymptotic Inference in Multiple-Threshold Nonlinear Time Series Models 0 0 2 23 0 0 3 94
Asymptotic Theory for a Vector ARMA-GARCH Model 0 0 0 149 0 0 8 530
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 221 0 0 3 433
Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors: Theory and Monte Carlo Evidence 0 0 0 61 0 1 2 261
Factor double autoregressive models with application to simultaneous causality testing 0 0 0 30 0 0 1 86
Frontiers in Time Series and Financial Econometrics: An Overview 0 0 1 85 0 0 1 92
Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models 0 0 0 30 1 1 4 75
Model-based pricing for financial derivatives 0 0 0 24 0 1 1 93
Necessary and Sufficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models 0 0 1 123 0 1 4 364
On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors 0 0 0 66 0 0 8 263
Regression Quantiles for Unstable Autoregressive Models 0 0 0 14 0 0 0 264
Regression Quantiles for Unstable Autoregressive Models 0 0 0 57 0 0 0 196
Stationarity and the Existence of Moments of a Family of GARCH Processes 1 1 2 71 1 1 3 204
Total Working Papers 1 1 6 1,123 2 6 39 3,348


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 0 0 16 0 0 0 40
ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS 0 0 0 15 0 0 1 48
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 0 1 3 159 1 3 14 585
ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS 0 0 0 7 0 0 0 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 1 53
Comment 0 0 0 2 0 0 0 16
Comment 0 0 0 3 0 0 0 90
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 0 120 0 0 3 291
Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence 0 0 0 63 1 2 3 194
Estimation and testing stationarity for double‐autoregressive models 0 1 2 36 0 1 2 130
Estimation in nonstationary random coefficient autoregressive models 0 0 0 38 0 0 1 106
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 44
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 71 0 0 2 246
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 0 0 0 20 0 0 0 81
On the least squares estimation of multiple-regime threshold autoregressive models 0 0 1 44 0 1 7 201
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 1 3 47 0 2 8 133
Self‐weighted least absolute deviation estimation for infinite variance autoregressive models 0 1 1 14 0 1 2 101
Stationarity and the existence of moments of a family of GARCH processes 0 0 4 187 1 1 8 467
THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS 0 0 0 18 0 0 1 69
Testing for structural change of AR model to threshold AR model 0 0 0 0 0 1 1 39
Total Journal Articles 0 4 15 1,013 3 12 54 3,435


Statistics updated 2024-05-04