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ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS
Ling, Shiqing
;
Li, W.K.
- In:
Econometric theory
19
(
2003
)
4
,
pp. 541-564
Persistent link: https://www.econbiz.de/10006968113
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ARTICLES - Asymptotic Inference for Nonstationary Fractionally Integrated Autoregressive Moving-Average Models
Ling, Shiqing
;
Li, W.K.
- In:
Econometric theory
17
(
2001
)
4
,
pp. 738-764
Persistent link: https://www.econbiz.de/10006978088
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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
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4
Asymptotic inference for nonstationary fractionally integrated autoregressive moving-average models
Ling, Shiqing
;
Li, Wai Keung
- In:
Econometric theory
17
(
2001
)
4
,
pp. 738-764
Persistent link: https://www.econbiz.de/10001606782
Saved in:
5
Asymptotic inference for unit root processes with GARCH (1,1) errors
Ling, Shiqing
;
Li, Wai Keung
- In:
Econometric theory
19
(
2003
)
4
,
pp. 541-564
Persistent link: https://www.econbiz.de/10001777180
Saved in:
6
Asymptotic theory for a vector ARMA-GARCH model
Ling, Shiqing
;
McAleer, Michael
- In:
Econometric theory
19
(
2003
)
2
,
pp. 280-310
Persistent link: https://www.econbiz.de/10001743407
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7
Necessary and sufficient moment conditions for rhe GARCH(r,s) and asymmetric power GARCH(r,s) models
Ling, Shiqing
;
McAleer, Michael
- In:
Econometric theory
18
(
2002
)
3
,
pp. 722-729
Persistent link: https://www.econbiz.de/10001673454
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8
Asymptotic theory on the least squares estimation of threshold moving-average models
Li, Dong
;
Ling, Shiqing
;
Li, Wai Keung
- In:
Econometric theory
29
(
2013
)
3
,
pp. 482-516
Persistent link: https://www.econbiz.de/10009778522
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9
The global weighted LAD estimators for finite/infinite variance ARMA (p,q) models
Zhu, Ke
;
Ling, Shiqing
- In:
Econometric theory
28
(
2012
)
5
,
pp. 1065-1086
Persistent link: https://www.econbiz.de/10009714722
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On distinguishing betweeen random walk and change in the mean alternatives
Aue, Alexander
;
Horváth, Lajos
;
Hušková, Marie
; …
- In:
Econometric theory
25
(
2009
)
2
,
pp. 411-441
Persistent link: https://www.econbiz.de/10003818307
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