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~isPartOf:"CESifo Forum"
~isPartOf:"Environmental modeling & assessment"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of economic behavior & organization : JEBO"
~person:"Ling, Shiqing"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Autokorrelation"
~subject:"Bildungsertrag"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Innovation"
~subject:"Schätzung"
~subject:"Structural innovations"
~subject:"Welt"
~subject:"Ökonometrisches Modell"
~type_genre:"Article in journal"
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Ling, Shiqing
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Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models
Yang, Yaxing
;
Ling, Shiqing
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 368-381
Persistent link: https://www.econbiz.de/10011818364
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Stationarity and the existence of moments of a family of GARCH processes
Ling, Shiqing
;
McAleer, Michael
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 109-117
Persistent link: https://www.econbiz.de/10001634306
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3
LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise
Zhang, Xingfa
;
Zhang, Rongmao
;
Li, Yuan
;
Ling, Shiqing
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 228-240
Persistent link: https://www.econbiz.de/10013441651
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