Similar Search Results

Determining an optimal window size for modeling volatility

Yew, Xavier Chee Hoong; McAleer, Michael; Ling, Shiqing - In: Handbook of applied econometrics and statistical inference, (pp. 443-467). 2002

Persistent link: https://www.econbiz.de/10001701988

On a threshold double autoregressive model

Li, Dong; Ling, Shiqing; Zhang, Rongmao - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 68-80

Persistent link: https://www.econbiz.de/10011691211

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

Inference for the VEC(1) model with a heavy-tailed linear process errors

Guo, Feifei; Ling, Shiqing - In: Econometric reviews 42 (2023) 9/10, pp. 806-833

Persistent link: https://www.econbiz.de/10014420347

Investigating fluctuations in US manufacturing : what are the direct effects of informational frictions?

Li, Wenli (contributor); Sarte, Pierre-Daniel (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001528480

Housing over Time and over the Life Cycle : A Structural Estimation

Li, Wenli - 2019

The authors estimate a structural model of optimal life-cycle housing and consumption in the presence of realistic labor income and house price uncertainties. The model postulates constant elasticity of substitution between housing service and nonhousing consumption, and explicitly incorporates...

Persistent link: https://www.econbiz.de/10012906249