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Self-weighted least absolute d...
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Ling, Shiqing
128
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ECONIS (ZBW)
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1
Estimation of change-points in linear and nonlinear time series models
Ling, Shiqing
- In:
Econometric theory
32
(
2016
)
2
,
pp. 402-430
Persistent link: https://www.econbiz.de/10011578492
Saved in:
2
Adaptive estimators and tests of stationary and nonstationary short- and long-memory ARFIMA-GARCH models
Ling, Shiqing
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
464
,
pp. 955-967
Persistent link: https://www.econbiz.de/10001975424
Saved in:
3
Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
Ling, Shiqing
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 849-873
Persistent link: https://www.econbiz.de/10003569985
Saved in:
4
Inference in heavy-tailed vector error correction models
She, Rui
;
Ling, Shiqing
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 433-450
Persistent link: https://www.econbiz.de/10012439014
Saved in:
5
Testing serial correlation and ARCH effect of high-dimensional time-series data
Ling, Shiqing
;
Tsay, Ruey S.
;
Yang, Yaxing
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 136-147
Persistent link: https://www.econbiz.de/10012424504
Saved in:
6
Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
-
2020
Persistent link: https://www.econbiz.de/10012425329
Saved in:
7
Frontiers in time series and financial econometrics : an overview
Ling, Shiqing
;
McAleer, Michael
;
Tong, Howell
-
2015
Persistent link: https://www.econbiz.de/10011346240
Saved in:
8
Frontiers in time series and financial econometrics
Ling, Shiqing
(
ed.
);
McAleer, Michael
(
ed.
); …
-
2015
Persistent link: https://www.econbiz.de/10011503765
Saved in:
9
Asymptotic inference for ar models with heavy-tailed g-Garch noises
Zhang, Rongmao
;
Ling, Shiqing
- In:
Econometric theory
31
(
2015
)
4
,
pp. 880-890
Persistent link: https://www.econbiz.de/10011341924
Saved in:
10
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
Saved in:
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